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ZPRP.DE vs. XREA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZPRP.DE vs. XREA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR FTSE EPRA Europe ex UK Real Estate UCITS ETF (ZPRP.DE) and Xtrackers FTSE Developed Europe Ex UK Property UCITS ETF (XREA.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ZPRP.DE achieves a -0.81% return, which is significantly higher than XREA.DE's -0.91% return. Over the past 10 years, ZPRP.DE has underperformed XREA.DE with an annualized return of 0.99%, while XREA.DE has yielded a comparatively higher 1.57% annualized return.


ZPRP.DE

1D
0.56%
1M
-1.34%
YTD
-0.81%
6M
-0.50%
1Y
-2.34%
3Y*
9.93%
5Y*
-4.33%
10Y*
0.99%

XREA.DE

1D
0.48%
1M
-1.70%
YTD
-0.91%
6M
0.16%
1Y
-1.65%
3Y*
9.96%
5Y*
-3.70%
10Y*
1.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZPRP.DE vs. XREA.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ZPRP.DE
SPDR FTSE EPRA Europe ex UK Real Estate UCITS ETF
-0.81%6.98%-2.34%19.03%-36.37%10.87%-6.56%26.91%-5.98%14.94%
XREA.DE
Xtrackers FTSE Developed Europe Ex UK Property UCITS ETF
-0.91%8.31%-2.14%17.83%-34.64%12.36%-7.76%26.96%-4.17%15.53%

Correlation

The correlation between ZPRP.DE and XREA.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.96

Correlation (3Y)
Calculated over the trailing 3-year period

0.98

Correlation (5Y)
Calculated over the trailing 5-year period

0.98

Correlation (10Y)
Calculated over the trailing 10-year period

0.98

Correlation (All Time)
Calculated using the full available price history since Aug 12, 2015

0.98

The correlation between ZPRP.DE and XREA.DE has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.

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Return for Risk

ZPRP.DE vs. XREA.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ZPRP.DE
ZPRP.DE Risk / Return Rank: 77
Overall Rank
ZPRP.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
ZPRP.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
ZPRP.DE Omega Ratio Rank: 77
Omega Ratio Rank
ZPRP.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
ZPRP.DE Martin Ratio Rank: 77
Martin Ratio Rank

XREA.DE
XREA.DE Risk / Return Rank: 88
Overall Rank
XREA.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
XREA.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
XREA.DE Omega Ratio Rank: 88
Omega Ratio Rank
XREA.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
XREA.DE Martin Ratio Rank: 88
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ZPRP.DE vs. XREA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR FTSE EPRA Europe ex UK Real Estate UCITS ETF (ZPRP.DE) and Xtrackers FTSE Developed Europe Ex UK Property UCITS ETF (XREA.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


ZPRP.DEXREA.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

-0.06

Omega ratioGain probability vs. loss probability

0.99

0.99

-0.01

Calmar ratioReturn relative to maximum drawdown

-0.15

-0.11

-0.04

Martin ratioReturn relative to average drawdown

-0.41

-0.29

-0.11

ZPRP.DE vs. XREA.DE - Sharpe Ratio Comparison

The current ZPRP.DE Sharpe Ratio is -0.15, which is lower than the XREA.DE Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of ZPRP.DE and XREA.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ZPRP.DEXREA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.15

-0.11

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.19

-0.17

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.05

0.08

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.20

-0.12

Drawdowns

ZPRP.DE vs. XREA.DE - Drawdown Comparison

The maximum ZPRP.DE drawdown since its inception was -48.69%, roughly equal to the maximum XREA.DE drawdown of -47.51%. Use the drawdown chart below to compare losses from any high point for ZPRP.DE and XREA.DE.


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Drawdown Indicators


ZPRP.DEXREA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-48.69%

-47.51%

-1.18%

Max Drawdown (1Y)

Largest decline over 1 year

-15.29%

-15.08%

-0.21%

Max Drawdown (3Y)

Largest decline over 3 years

-19.80%

-19.28%

-0.52%

Max Drawdown (5Y)

Largest decline over 5 years

-48.69%

-47.51%

-1.18%

Max Drawdown (10Y)

Largest decline over 10 years

-48.69%

-47.51%

-1.18%

Current Drawdown

Current decline from peak

-26.29%

-24.16%

-2.13%

Average Drawdown

Average peak-to-trough decline

-16.81%

-15.55%

-1.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.75%

5.61%

+0.14%

Volatility

ZPRP.DE vs. XREA.DE - Volatility Comparison

SPDR FTSE EPRA Europe ex UK Real Estate UCITS ETF (ZPRP.DE) has a higher volatility of 5.34% compared to Xtrackers FTSE Developed Europe Ex UK Property UCITS ETF (XREA.DE) at 4.66%. This indicates that ZPRP.DE's price experiences larger fluctuations and is considered to be riskier than XREA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZPRP.DEXREA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.34%

4.66%

+0.68%

Volatility (6M)

Calculated over the trailing 6-month period

13.00%

12.86%

+0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

15.30%

15.34%

-0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.12%

21.98%

+0.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.77%

19.78%

-0.01%

ZPRP.DE vs. XREA.DE - Expense Ratio Comparison

ZPRP.DE has a 0.30% expense ratio, which is lower than XREA.DE's 0.33% expense ratio.


Dividends

ZPRP.DE vs. XREA.DE - Dividend Comparison

Neither ZPRP.DE nor XREA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.96, ZPRP.DE and XREA.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, ZPRP.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ZPRP.DE is cheaper with a 0.30% expense ratio, compared with 0.33% for XREA.DE.

ZPRP.DE tracks FTSE EPRA/NAREIT Developed Europe ex UK, while XREA.DE tracks FTSE EPRA/NAREIT Developed Europe ex UK Capped. They also come from different issuers: State Street and Xtrackers. Their fees differ too: 0.30% for ZPRP.DE and 0.33% for XREA.DE.

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