ZPRW.DE vs. D5BL.DE
Compare and contrast key facts about SPDR MSCI Europe Value UCITS ETF (ZPRW.DE) and Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE).
ZPRW.DE and D5BL.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ZPRW.DE is a passively managed fund by State Street that tracks the performance of the MSCI Europe Value Exposure Select. It was launched on Feb 18, 2015. D5BL.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI Europe Enhanced Value. It was launched on Mar 26, 2010. Both ZPRW.DE and D5BL.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ZPRW.DE or D5BL.DE.
Key characteristics
| ZPRW.DE | D5BL.DE | |
|---|---|---|
| YTD Return | 7.52% | 8.10% |
| 1Y Return | 13.89% | 14.69% |
| 3Y Return (Ann) | 5.75% | 5.99% |
| 5Y Return (Ann) | 7.15% | 7.43% |
| Sharpe Ratio | 1.16 | 1.20 |
| Sortino Ratio | 1.59 | 1.66 |
| Omega Ratio | 1.21 | 1.21 |
| Calmar Ratio | 1.65 | 1.59 |
| Martin Ratio | 6.27 | 5.67 |
| Ulcer Index | 2.02% | 2.35% |
| Daily Std Dev | 10.96% | 11.08% |
| Max Drawdown | -39.54% | -40.35% |
| Current Drawdown | -3.14% | -4.22% |
Correlation
The correlation between ZPRW.DE and D5BL.DE is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
ZPRW.DE vs. D5BL.DE - Performance Comparison
In the year-to-date period, ZPRW.DE achieves a 7.52% return, which is significantly lower than D5BL.DE's 8.10% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ZPRW.DE vs. D5BL.DE - Expense Ratio Comparison
ZPRW.DE has a 0.20% expense ratio, which is higher than D5BL.DE's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
ZPRW.DE vs. D5BL.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe Value UCITS ETF (ZPRW.DE) and Xtrackers MSCI Europe Value UCITS ETF (D5BL.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.
Dividends
ZPRW.DE vs. D5BL.DE - Dividend Comparison
Neither ZPRW.DE nor D5BL.DE has paid dividends to shareholders.
Drawdowns
ZPRW.DE vs. D5BL.DE - Drawdown Comparison
The maximum ZPRW.DE drawdown since its inception was -39.54%, roughly equal to the maximum D5BL.DE drawdown of -40.35%. Use the drawdown chart below to compare losses from any high point for ZPRW.DE and D5BL.DE. For additional features, visit the drawdowns tool.
Volatility
ZPRW.DE vs. D5BL.DE - Volatility Comparison
The current volatility for SPDR MSCI Europe Value UCITS ETF (ZPRW.DE) is 4.57%, while Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) has a volatility of 4.93%. This indicates that ZPRW.DE experiences smaller price fluctuations and is considered to be less risky than D5BL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.