Ok. I found the solution myself.
The key is the construct in the XML configuration and it works rather nicely.
Here is how it's done:
<component name="Address" class="Address">
<property name="Streetname"></property>
<property name="Zip"></property>
<property name="City"></property>
<property name="Country"></property>
</component>
<component name="ShippingAddress" class="Address">
<property name="Streetname" column="ShippingStreetname" />
<property name="Zip" column="ShippingZip" />
<property name="City" column="ShippingCity" />
<property name="Country" column="ShippingCountry" />
</component>