6PSC.DE vs. ZPRL.DE
6PSC.DE (Invesco FTSE RAFI Europe UCITS ETF) and ZPRL.DE (SPDR EURO STOXX Low Volatility UCITS ETF) are both Europe Equities funds - 6PSC.DE tracks the FTSE RAFI Europe while ZPRL.DE tracks the EURO STOXX® Low Risk Weighted 100. Both are passively managed. Over the past 10 years, 6PSC.DE returned 10.23%/yr vs 6.55%/yr for ZPRL.DE. A 0.78 correlation means they provide meaningful diversification when combined. 6PSC.DE charges 0.39%/yr vs 0.30%/yr for ZPRL.DE.
Performance
6PSC.DE vs. ZPRL.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, 6PSC.DE achieves a 8.79% return, which is significantly higher than ZPRL.DE's 5.19% return. Over the past 10 years, 6PSC.DE has outperformed ZPRL.DE with an annualized return of 10.23%, while ZPRL.DE has yielded a comparatively lower 6.55% annualized return.
6PSC.DE
- 1D
- 0.50%
- 1M
- 1.19%
- YTD
- 8.79%
- 6M
- 11.76%
- 1Y
- 21.88%
- 3Y*
- 18.36%
- 5Y*
- 12.72%
- 10Y*
- 10.23%
ZPRL.DE
- 1D
- 0.22%
- 1M
- -1.72%
- YTD
- 5.19%
- 6M
- 6.76%
- 1Y
- 5.48%
- 3Y*
- 11.19%
- 5Y*
- 7.05%
- 10Y*
- 6.55%
6PSC.DE vs. ZPRL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
6PSC.DE Invesco FTSE RAFI Europe UCITS ETF | 8.79% | 28.47% | 10.65% | 16.01% | -4.18% | 26.14% | -8.74% | 22.28% | -11.68% | 10.84% |
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 6PSC.DE and ZPRL.DE is 0.78, 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 | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 2014 | 0.78 |
The correlation between 6PSC.DE and ZPRL.DE has been stable across timeframes, ranging from 0.78 to 0.83 - a consistent structural relationship.
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
6PSC.DE vs. ZPRL.DE — Risk / Return Rank
6PSC.DE
ZPRL.DE
6PSC.DE vs. ZPRL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE RAFI Europe UCITS ETF (6PSC.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.
| 6PSC.DE | ZPRL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.30 | ||
| Sortino ratioReturn per unit of downside risk | +1.72 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.11 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 2.66 | 0.72 | +1.94 |
| Martin ratioReturn relative to average drawdown | 9.93 | 2.02 | +7.91 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| 6PSC.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.92 | 0.62 | +1.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | 0.59 | +0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.48 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.53 | -0.01 |
Drawdowns
6PSC.DE vs. ZPRL.DE - Drawdown Comparison
The maximum 6PSC.DE drawdown since its inception was -39.52%, which is greater than ZPRL.DE's maximum drawdown of -35.35%. Use the drawdown chart below to compare losses from any high point for 6PSC.DE and ZPRL.DE.
Loading charts...
Drawdown Indicators
| 6PSC.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.52% | -35.35% | -4.17% |
Max Drawdown (1Y)Largest decline over 1 year | -8.23% | -7.97% | -0.26% |
Max Drawdown (3Y)Largest decline over 3 years | -15.44% | -9.37% | -6.07% |
Max Drawdown (5Y)Largest decline over 5 years | -17.94% | -23.37% | +5.43% |
Max Drawdown (10Y)Largest decline over 10 years | -39.52% | -35.35% | -4.17% |
Current DrawdownCurrent decline from peak | -1.23% | -3.70% | +2.47% |
Average DrawdownAverage peak-to-trough decline | -6.73% | -5.39% | -1.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.21% | 2.84% | -0.63% |
Volatility
6PSC.DE vs. ZPRL.DE - Volatility Comparison
Invesco FTSE RAFI Europe UCITS ETF (6PSC.DE) has a higher volatility of 3.45% compared to SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.DE) at 2.90%. This indicates that 6PSC.DE's price experiences larger fluctuations and is considered to be riskier than ZPRL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| 6PSC.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.45% | 2.90% | +0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 9.05% | 7.65% | +1.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.39% | 9.22% | +2.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.40% | 11.89% | +2.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.34% | 13.60% | +3.74% |
6PSC.DE vs. ZPRL.DE - Expense Ratio Comparison
6PSC.DE has a 0.39% expense ratio, which is higher than ZPRL.DE's 0.30% expense ratio.
Dividends
6PSC.DE vs. ZPRL.DE - Dividend Comparison
6PSC.DE's dividend yield for the trailing twelve months is around 2.75%, while ZPRL.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
6PSC.DE Invesco FTSE RAFI Europe UCITS ETF | 2.75% | 3.05% | 3.57% | 3.59% | 3.41% | 2.75% | 2.06% | 3.55% | 3.67% | 2.80% | 2.83% | 2.73% |
ZPRL.DE SPDR EURO STOXX Low Volatility UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
6PSC.DE and ZPRL.DE have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ZPRL.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZPRL.DE is cheaper with a 0.30% expense ratio, compared with 0.39% for 6PSC.DE.
6PSC.DE tracks FTSE RAFI Europe, while ZPRL.DE tracks EURO STOXX® Low Risk Weighted 100. They also come from different issuers: Invesco and State Street. Their fees differ too: 0.39% for 6PSC.DE and 0.30% for ZPRL.DE.
Find the right allocation for 6PSC.DE and ZPRL.DE
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