AW1Z.DE vs. ZPRL.DE
AW1Z.DE (UBS ETF (IE) MSCI EMU Climate Paris Aligned UCITS ETF (EUR) Acc) and ZPRL.DE (SPDR EURO STOXX Low Volatility UCITS ETF) are both Europe Equities funds - AW1Z.DE tracks the MSCI EMU Climate Paris Aligned while ZPRL.DE tracks the EURO STOXX® Low Risk Weighted 100. Both are passively managed. Over the past 5 years, AW1Z.DE returned 7.97%/yr vs 7.31%/yr for ZPRL.DE. Their correlation of 0.80 suggests significant overlap in exposure. AW1Z.DE charges 0.14%/yr vs 0.30%/yr for ZPRL.DE.
Performance
AW1Z.DE vs. ZPRL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, AW1Z.DE achieves a 9.37% return, which is significantly lower than ZPRL.DE's 10.26% return.
AW1Z.DE
- 1D
- 0.00%
- 1M
- -1.84%
- 6M
- 5.98%
- YTD
- 9.37%
- 1Y
- 14.54%
- 3Y*
- 11.80%
- 5Y*
- 7.97%
- 10Y*
- —
ZPRL.DE
- 1D
- 1.13%
- 1M
- 2.81%
- 6M
- 8.63%
- YTD
- 10.26%
- 1Y
- 12.41%
- 3Y*
- 13.05%
- 5Y*
- 7.31%
- 10Y*
- 7.17%
AW1Z.DE vs. ZPRL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
AW1Z.DE UBS ETF (IE) MSCI EMU Climate Paris Aligned UCITS ETF (EUR) Acc | 9.37% | 16.28% | 6.31% | 17.64% | -13.87% | 18.74% |
ZPRL.DE SPDR EURO STOXX Low Volatility UCITS ETF | 10.26% | 18.39% | 7.42% | 12.34% | -14.65% | 20.58% |
Correlation
The correlation between AW1Z.DE and ZPRL.DE is 0.53, 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 | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Mar 9, 2021 | 0.80 |
Over the past year, the correlation between AW1Z.DE and ZPRL.DE has dropped to 0.53 - well below their long-term average of 0.80, suggesting their price drivers have been diverging.
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Return for Risk
AW1Z.DE vs. ZPRL.DE — Risk / Return Rank
AW1Z.DE
ZPRL.DE
AW1Z.DE vs. ZPRL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) MSCI EMU Climate Paris Aligned UCITS ETF (EUR) Acc (AW1Z.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.
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.
| AW1Z.DE | ZPRL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.34 | ||
| Sortino ratioReturn per unit of downside risk | -0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.24 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.33 | 1.64 | -0.31 |
| Martin ratioReturn relative to average drawdown | 4.77 | 4.75 | +0.02 |
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Drawdowns
AW1Z.DE vs. ZPRL.DE - Drawdown Comparison
The maximum AW1Z.DE drawdown since its inception was -24.70%, smaller than the maximum ZPRL.DE drawdown of -35.34%. Use the drawdown chart below to compare losses from any high point for AW1Z.DE and ZPRL.DE.
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Drawdown Indicators
| AW1Z.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.70% | -35.34% | +10.64% |
Max Drawdown (1Y)Largest decline over 1 year | -10.78% | -7.74% | -3.04% |
Max Drawdown (3Y)Largest decline over 3 years | -15.02% | -9.36% | -5.66% |
Max Drawdown (5Y)Largest decline over 5 years | -24.70% | -23.37% | -1.33% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.34% | — |
Current DrawdownCurrent decline from peak | -2.16% | 0.00% | -2.16% |
Average DrawdownAverage peak-to-trough decline | -5.06% | -5.32% | +0.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 2.67% | +0.33% |
Volatility
AW1Z.DE vs. ZPRL.DE - Volatility Comparison
UBS ETF (IE) MSCI EMU Climate Paris Aligned UCITS ETF (EUR) Acc (AW1Z.DE) has a higher volatility of 3.86% compared to SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.DE) at 2.78%. This indicates that AW1Z.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.
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Volatility by Period
| AW1Z.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.86% | 2.78% | +1.08% |
Volatility (6M)Calculated over the trailing 6-month period | 12.82% | 8.49% | +4.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.17% | 9.87% | +5.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.32% | 11.97% | +4.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.05% | 13.38% | +2.67% |
AW1Z.DE vs. ZPRL.DE - Expense Ratio Comparison
AW1Z.DE has a 0.14% expense ratio, which is lower than ZPRL.DE's 0.30% expense ratio.
Dividends
AW1Z.DE vs. ZPRL.DE - Dividend Comparison
Neither AW1Z.DE nor ZPRL.DE has paid dividends to shareholders.
Frequently Asked Questions
AW1Z.DE and ZPRL.DE have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AW1Z.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AW1Z.DE is cheaper with a 0.14% expense ratio, compared with 0.30% for ZPRL.DE.
AW1Z.DE tracks MSCI EMU Climate Paris Aligned, while ZPRL.DE tracks EURO STOXX® Low Risk Weighted 100. They also come from different issuers: UBS and State Street. Their fees differ too: 0.14% for AW1Z.DE and 0.30% for ZPRL.DE.
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