5HEU.DE vs. ZPRL.DE
Compare and contrast key facts about Ossiam ESG Shiller Barclays CAPE® Europe Sector UCITS ETF (EUR) (5HEU.DE) and SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.DE).
5HEU.DE and ZPRL.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 5HEU.DE is a passively managed fund by Natixis that tracks the performance of the Ossiam ESG Shiller Barclays CAPE® Europe Sector. It was launched on Dec 17, 2021. ZPRL.DE is a passively managed fund by State Street that tracks the performance of the EURO STOXX® Low Risk Weighted 100. It was launched on Mar 24, 2014. Both 5HEU.DE and ZPRL.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.
Performance
5HEU.DE vs. ZPRL.DE - Performance Comparison
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5HEU.DE vs. ZPRL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
5HEU.DE Ossiam ESG Shiller Barclays CAPE® Europe Sector UCITS ETF (EUR) | 0.00% | 4.88% | -2.91% | 6.26% | -6.49% |
ZPRL.DE SPDR EURO STOXX Low Volatility UCITS ETF | 4.94% | 18.48% | 7.41% | 12.34% | -11.30% |
Returns By Period
5HEU.DE
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 2.17%
- 1Y
- 3.68%
- 3Y*
- 1.04%
- 5Y*
- —
- 10Y*
- —
ZPRL.DE
- 1D
- 1.55%
- 1M
- -2.79%
- YTD
- 4.94%
- 6M
- 7.62%
- 1Y
- 11.66%
- 3Y*
- 11.27%
- 5Y*
- 7.87%
- 10Y*
- 6.82%
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5HEU.DE vs. ZPRL.DE - Expense Ratio Comparison
5HEU.DE has a 0.75% expense ratio, which is higher than ZPRL.DE's 0.30% expense ratio.
Return for Risk
5HEU.DE vs. ZPRL.DE — Risk / Return Rank
5HEU.DE
ZPRL.DE
5HEU.DE vs. ZPRL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ossiam ESG Shiller Barclays CAPE® Europe Sector UCITS ETF (EUR) (5HEU.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.
| 5HEU.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.38 | 0.98 | -0.60 |
Sortino ratioReturn per unit of downside risk | 0.56 | 1.28 | -0.73 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.21 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.35 | 1.33 | -0.98 |
Martin ratioReturn relative to average drawdown | 1.12 | 4.08 | -2.96 |
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
| 5HEU.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.38 | 0.98 | -0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.66 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.50 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.02 | 0.54 | -0.52 |
Correlation
The correlation between 5HEU.DE and ZPRL.DE is 0.74, 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.
Dividends
5HEU.DE vs. ZPRL.DE - Dividend Comparison
Neither 5HEU.DE nor ZPRL.DE has paid dividends to shareholders.
Drawdowns
5HEU.DE vs. ZPRL.DE - Drawdown Comparison
The maximum 5HEU.DE drawdown since its inception was -18.20%, smaller than the maximum ZPRL.DE drawdown of -35.35%. Use the drawdown chart below to compare losses from any high point for 5HEU.DE and ZPRL.DE.
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Drawdown Indicators
| 5HEU.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.20% | -35.35% | +17.15% |
Max Drawdown (1Y)Largest decline over 1 year | -10.53% | -9.27% | -1.26% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.37% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.35% | — |
Current DrawdownCurrent decline from peak | -4.91% | -3.92% | -0.99% |
Average DrawdownAverage peak-to-trough decline | -6.21% | -5.42% | -0.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.29% | 2.87% | +0.42% |
Volatility
5HEU.DE vs. ZPRL.DE - Volatility Comparison
The current volatility for Ossiam ESG Shiller Barclays CAPE® Europe Sector UCITS ETF (EUR) (5HEU.DE) is 0.00%, while SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.DE) has a volatility of 4.19%. This indicates that 5HEU.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
| 5HEU.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 4.19% | -4.19% |
Volatility (6M)Calculated over the trailing 6-month period | 4.42% | 6.78% | -2.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.95% | 11.90% | +0.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.93% | 11.84% | +1.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.93% | 13.59% | -0.66% |