PortfoliosLab logoPortfoliosLab logo
ZPRW.DE vs. IWDA.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZPRW.DE vs. IWDA.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI Europe Value UCITS ETF (ZPRW.DE) and iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ZPRW.DE achieves a 14.02% return, which is significantly higher than IWDA.AS's 11.26% return. Over the past 10 years, ZPRW.DE has underperformed IWDA.AS with an annualized return of 12.21%, while IWDA.AS has yielded a comparatively higher 13.26% annualized return.


ZPRW.DE

1D
1.24%
1M
0.39%
YTD
14.02%
6M
15.02%
1Y
35.17%
3Y*
21.69%
5Y*
14.45%
10Y*
12.21%

IWDA.AS

1D
-0.52%
1M
0.80%
YTD
11.26%
6M
11.29%
1Y
24.76%
3Y*
17.96%
5Y*
12.28%
10Y*
13.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZPRW.DE vs. IWDA.AS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ZPRW.DE
SPDR MSCI Europe Value UCITS ETF
14.02%35.69%8.88%13.70%-4.74%27.37%-7.65%23.75%-14.98%10.96%
IWDA.AS
iShares Core MSCI World UCITS ETF USD (Acc)
11.26%7.08%27.23%19.89%-13.54%32.54%6.20%29.58%-4.16%7.49%

Correlation

The correlation between ZPRW.DE and IWDA.AS is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.63

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

0.58

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

0.66

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

0.73

Correlation (All Time)
Calculated using the full available price history since Feb 18, 2015

0.75

The correlation between ZPRW.DE and IWDA.AS shifts across timeframes, from 0.58 (3 years) to 0.75 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ZPRW.DE vs. IWDA.AS — Risk / Return Rank

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

ZPRW.DE
ZPRW.DE Risk / Return Rank: 8585
Overall Rank
ZPRW.DE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
ZPRW.DE Sortino Ratio Rank: 8989
Sortino Ratio Rank
ZPRW.DE Omega Ratio Rank: 8787
Omega Ratio Rank
ZPRW.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
ZPRW.DE Martin Ratio Rank: 8181
Martin Ratio Rank

IWDA.AS
IWDA.AS Risk / Return Rank: 8181
Overall Rank
IWDA.AS Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
IWDA.AS Sortino Ratio Rank: 8080
Sortino Ratio Rank
IWDA.AS Omega Ratio Rank: 8080
Omega Ratio Rank
IWDA.AS Calmar Ratio Rank: 8282
Calmar Ratio Rank
IWDA.AS Martin Ratio Rank: 8484
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.

ZPRW.DE vs. IWDA.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe Value UCITS ETF (ZPRW.DE) and iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ZPRW.DEIWDA.ASDifference
Sharpe ratioReturn per unit of total volatility

+0.39

Sortino ratioReturn per unit of downside risk

+0.48

Omega ratioGain probability vs. loss probability

1.47

1.41

+0.06

Calmar ratioReturn relative to maximum drawdown

3.78

3.79

-0.01

Martin ratioReturn relative to average drawdown

14.06

15.03

-0.97

ZPRW.DE vs. IWDA.AS - Sharpe Ratio Comparison

The current ZPRW.DE Sharpe Ratio is 2.59, which is comparable to the IWDA.AS Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of ZPRW.DE and IWDA.AS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

ZPRW.DE vs. IWDA.AS - Drawdown Comparison

The maximum ZPRW.DE drawdown since its inception was -39.52%, which is greater than IWDA.AS's maximum drawdown of -33.63%. Use the drawdown chart below to compare losses from any high point for ZPRW.DE and IWDA.AS.


Loading charts...

Drawdown Indicators


ZPRW.DEIWDA.ASDifference

Max Drawdown

Largest peak-to-trough decline

-39.52%

-33.63%

-5.89%

Max Drawdown (1Y)

Largest decline over 1 year

-9.27%

-6.45%

-2.82%

Max Drawdown (3Y)

Largest decline over 3 years

-17.03%

-21.59%

+4.56%

Max Drawdown (5Y)

Largest decline over 5 years

-18.41%

-21.59%

+3.18%

Max Drawdown (10Y)

Largest decline over 10 years

-39.52%

-33.63%

-5.89%

Current Drawdown

Current decline from peak

0.00%

-0.75%

+0.75%

Average Drawdown

Average peak-to-trough decline

-7.01%

-4.23%

-2.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.49%

1.64%

+0.85%

Volatility

ZPRW.DE vs. IWDA.AS - Volatility Comparison

SPDR MSCI Europe Value UCITS ETF (ZPRW.DE) has a higher volatility of 3.41% compared to iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS) at 2.98%. This indicates that ZPRW.DE's price experiences larger fluctuations and is considered to be riskier than IWDA.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ZPRW.DEIWDA.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.41%

2.98%

+0.43%

Volatility (6M)

Calculated over the trailing 6-month period

11.04%

7.95%

+3.09%

Volatility (1Y)

Calculated over the trailing 1-year period

13.57%

11.13%

+2.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.90%

14.12%

+0.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.83%

14.98%

+1.85%

ZPRW.DE vs. IWDA.AS - Expense Ratio Comparison

Both ZPRW.DE and IWDA.AS have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

ZPRW.DE vs. IWDA.AS - Dividend Comparison

Neither ZPRW.DE nor IWDA.AS has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ZPRW.DE and IWDA.AS have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

ZPRW.DE and IWDA.AS have the same expense ratio: 0.20% per year.

ZPRW.DE is categorized as Europe Equities, while IWDA.AS is Global Equities. ZPRW.DE tracks MSCI Europe Value Exposure Select, while IWDA.AS tracks MSCI World Index. They also come from different issuers: State Street and iShares.

Portfolio Optimizer

Find the right allocation for ZPRW.DE and IWDA.AS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer