18M2.DE vs. ZPRL.DE
18M2.DE (Amundi ETF MSCI EMU High Dividend UCITS ETF EUR) and ZPRL.DE (SPDR EURO STOXX Low Volatility UCITS ETF) are both Europe Equities funds - 18M2.DE tracks the MSCI EMU High Dividend Yield while ZPRL.DE tracks the EURO STOXX® Low Risk Weighted 100. Both are passively managed. Over the past 10 years, 18M2.DE returned 8.26%/yr vs 6.55%/yr for ZPRL.DE. Their correlation of 0.86 suggests significant overlap in exposure. Both charge a 0.30% expense ratio.
Performance
18M2.DE vs. ZPRL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 18M2.DE achieves a 6.76% return, which is significantly higher than ZPRL.DE's 5.19% return. Over the past 10 years, 18M2.DE has outperformed ZPRL.DE with an annualized return of 8.26%, while ZPRL.DE has yielded a comparatively lower 6.55% annualized return.
18M2.DE
- 1D
- 0.32%
- 1M
- 1.10%
- YTD
- 6.76%
- 6M
- 8.84%
- 1Y
- 15.86%
- 3Y*
- 12.13%
- 5Y*
- 8.90%
- 10Y*
- 8.26%
ZPRL.DE
- 1D
- 0.22%
- 1M
- -0.23%
- YTD
- 5.19%
- 6M
- 6.78%
- 1Y
- 5.74%
- 3Y*
- 11.19%
- 5Y*
- 7.05%
- 10Y*
- 6.55%
18M2.DE vs. ZPRL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
18M2.DE Amundi ETF MSCI EMU High Dividend UCITS ETF EUR | 6.76% | 21.49% | 3.36% | 16.14% | -6.47% | 16.02% | -6.39% | 24.91% | -4.44% | 7.99% |
ZPRL.DE SPDR EURO STOXX Low Volatility UCITS ETF | 5.19% | 18.48% | 7.41% | 12.34% | -14.65% | 17.34% | -5.25% | 22.05% | -8.17% | 15.38% |
Correlation
The correlation between 18M2.DE and ZPRL.DE is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 2014 | 0.86 |
The correlation between 18M2.DE and ZPRL.DE has been stable across timeframes, ranging from 0.82 to 0.86 - a consistent structural relationship.
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Return for Risk
18M2.DE vs. ZPRL.DE — Risk / Return Rank
18M2.DE
ZPRL.DE
18M2.DE vs. ZPRL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi ETF MSCI EMU High Dividend UCITS ETF EUR (18M2.DE) and SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.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.
| 18M2.DE | ZPRL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.87 | ||
| Sortino ratioReturn per unit of downside risk | +1.17 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.11 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.55 | 0.72 | +1.83 |
| Martin ratioReturn relative to average drawdown | 6.71 | 2.02 | +4.69 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 18M2.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.49 | 0.62 | +0.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.59 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.48 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.53 | -0.09 |
Drawdowns
18M2.DE vs. ZPRL.DE - Drawdown Comparison
The maximum 18M2.DE drawdown since its inception was -37.06%, roughly equal to the maximum ZPRL.DE drawdown of -35.35%. Use the drawdown chart below to compare losses from any high point for 18M2.DE and ZPRL.DE.
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Drawdown Indicators
| 18M2.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.06% | -35.35% | -1.71% |
Max Drawdown (1Y)Largest decline over 1 year | -6.19% | -7.97% | +1.78% |
Max Drawdown (3Y)Largest decline over 3 years | -14.68% | -9.37% | -5.31% |
Max Drawdown (5Y)Largest decline over 5 years | -20.81% | -23.37% | +2.56% |
Max Drawdown (10Y)Largest decline over 10 years | -37.06% | -35.35% | -1.71% |
Current DrawdownCurrent decline from peak | -1.44% | -3.70% | +2.26% |
Average DrawdownAverage peak-to-trough decline | -6.42% | -5.39% | -1.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.36% | 2.84% | -0.48% |
Volatility
18M2.DE vs. ZPRL.DE - Volatility Comparison
The current volatility for Amundi ETF MSCI EMU High Dividend UCITS ETF EUR (18M2.DE) is 2.63%, while SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.DE) has a volatility of 2.90%. This indicates that 18M2.DE experiences smaller price fluctuations and is considered to be less risky than ZPRL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 18M2.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.63% | 2.90% | -0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 8.33% | 7.65% | +0.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.62% | 9.22% | +1.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.41% | 11.89% | +1.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.44% | 13.60% | +1.84% |
18M2.DE vs. ZPRL.DE - Expense Ratio Comparison
Both 18M2.DE and ZPRL.DE have an expense ratio of 0.30%.
Dividends
18M2.DE vs. ZPRL.DE - Dividend Comparison
Neither 18M2.DE nor ZPRL.DE has paid dividends to shareholders.
Frequently Asked Questions
18M2.DE and ZPRL.DE have a correlation of 0.82, 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 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
18M2.DE and ZPRL.DE have the same expense ratio: 0.30% per year.
18M2.DE tracks MSCI EMU High Dividend Yield, while ZPRL.DE tracks EURO STOXX® Low Risk Weighted 100. They also come from different issuers: Amundi and State Street.
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