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ZPRX.DE vs. IJPH.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZPRX.DE vs. IJPH.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI Europe Small Cap Value Weighted UCITS ETF (ZPRX.DE) and iShares MSCI Japan GBP Hedged UCITS ETF (IJPH.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ZPRX.DE is traded in EUR, while IJPH.L is traded in GBP. To make them comparable, the IJPH.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, ZPRX.DE achieves a 7.26% return, which is significantly lower than IJPH.L's 25.45% return. Over the past 10 years, ZPRX.DE has underperformed IJPH.L with an annualized return of 8.24%, while IJPH.L has yielded a comparatively higher 14.13% annualized return.


ZPRX.DE

1D
-0.58%
1M
0.72%
YTD
7.26%
6M
8.84%
1Y
18.71%
3Y*
15.12%
5Y*
8.43%
10Y*
8.24%

IJPH.L

1D
-0.16%
1M
8.05%
YTD
25.45%
6M
25.88%
1Y
56.44%
3Y*
28.42%
5Y*
21.67%
10Y*
14.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZPRX.DE vs. IJPH.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ZPRX.DE
SPDR MSCI Europe Small Cap Value Weighted UCITS ETF
7.26%26.81%4.29%15.26%-13.51%27.59%-3.52%28.99%-19.19%12.89%
IJPH.L
iShares MSCI Japan GBP Hedged UCITS ETF
25.45%22.63%29.79%37.04%-9.23%19.22%3.34%23.31%-16.93%14.74%

Correlation

The correlation between ZPRX.DE and IJPH.L is 0.58, 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

0.58

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

0.50

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

0.55

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

0.60

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

0.62

The correlation between ZPRX.DE and IJPH.L shifts across timeframes, from 0.50 (3 years) to 0.62 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ZPRX.DE vs. IJPH.L — Risk / Return Rank

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

ZPRX.DE
ZPRX.DE Risk / Return Rank: 3838
Overall Rank
ZPRX.DE Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
ZPRX.DE Sortino Ratio Rank: 4040
Sortino Ratio Rank
ZPRX.DE Omega Ratio Rank: 3838
Omega Ratio Rank
ZPRX.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
ZPRX.DE Martin Ratio Rank: 4040
Martin Ratio Rank

IJPH.L
IJPH.L Risk / Return Rank: 9090
Overall Rank
IJPH.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
IJPH.L Sortino Ratio Rank: 9090
Sortino Ratio Rank
IJPH.L Omega Ratio Rank: 8787
Omega Ratio Rank
IJPH.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
IJPH.L Martin Ratio Rank: 9191
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.

ZPRX.DE vs. IJPH.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe Small Cap Value Weighted UCITS ETF (ZPRX.DE) and iShares MSCI Japan GBP Hedged UCITS ETF (IJPH.L). 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.


ZPRX.DEIJPH.LDifference
Sharpe ratioReturn per unit of total volatility

-1.22

Sortino ratioReturn per unit of downside risk

-1.65

Omega ratioGain probability vs. loss probability

1.25

1.47

-0.22

Calmar ratioReturn relative to maximum drawdown

1.63

5.57

-3.94

Martin ratioReturn relative to average drawdown

5.99

20.58

-14.59

ZPRX.DE vs. IJPH.L - Sharpe Ratio Comparison

The current ZPRX.DE Sharpe Ratio is 1.35, which is lower than the IJPH.L Sharpe Ratio of 2.57. The chart below compares the historical Sharpe Ratios of ZPRX.DE and IJPH.L, 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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Drawdowns

ZPRX.DE vs. IJPH.L - Drawdown Comparison

The maximum ZPRX.DE drawdown since its inception was -43.93%, roughly equal to the maximum IJPH.L drawdown of -44.87%. Use the drawdown chart below to compare losses from any high point for ZPRX.DE and IJPH.L.


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Drawdown Indicators


ZPRX.DEIJPH.LDifference

Max Drawdown

Largest peak-to-trough decline

-43.93%

-44.87%

+0.94%

Max Drawdown (1Y)

Largest decline over 1 year

-11.63%

-9.84%

-1.79%

Max Drawdown (3Y)

Largest decline over 3 years

-15.95%

-23.61%

+7.66%

Max Drawdown (5Y)

Largest decline over 5 years

-27.52%

-23.61%

-3.91%

Max Drawdown (10Y)

Largest decline over 10 years

-43.93%

-37.09%

-6.84%

Current Drawdown

Current decline from peak

-2.01%

-0.16%

-1.85%

Average Drawdown

Average peak-to-trough decline

-7.68%

-12.32%

+4.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.17%

2.67%

+0.50%

Volatility

ZPRX.DE vs. IJPH.L - Volatility Comparison

The current volatility for SPDR MSCI Europe Small Cap Value Weighted UCITS ETF (ZPRX.DE) is 3.67%, while iShares MSCI Japan GBP Hedged UCITS ETF (IJPH.L) has a volatility of 4.80%. This indicates that ZPRX.DE experiences smaller price fluctuations and is considered to be less risky than IJPH.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZPRX.DEIJPH.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.67%

4.80%

-1.13%

Volatility (6M)

Calculated over the trailing 6-month period

11.47%

16.29%

-4.82%

Volatility (1Y)

Calculated over the trailing 1-year period

14.04%

21.32%

-7.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.70%

20.61%

-3.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.02%

21.60%

-3.58%

ZPRX.DE vs. IJPH.L - Expense Ratio Comparison

ZPRX.DE has a 0.30% expense ratio, which is lower than IJPH.L's 0.64% expense ratio.


Dividends

ZPRX.DE vs. IJPH.L - Dividend Comparison

Neither ZPRX.DE nor IJPH.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ZPRX.DE and IJPH.L have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

ZPRX.DE is cheaper with a 0.30% expense ratio, compared with 0.64% for IJPH.L.

ZPRX.DE is categorized as Europe Equities, while IJPH.L is Japan Equities. ZPRX.DE tracks MSCI Europe Small Cap Value Weighted, while IJPH.L tracks MSCI Japan 100% Hedged to GBP Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.30% for ZPRX.DE and 0.64% for IJPH.L.

Portfolio Optimizer

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