PortfoliosLab logoPortfoliosLab logo
B41J.DE vs. ZPRL.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

B41J.DE vs. ZPRL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Global X European Infrastructure Development UCITS ETF EUR Accumulating (B41J.DE) and SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

B41J.DE vs. ZPRL.DE - Yearly Performance Comparison


Returns By Period

In the year-to-date period, B41J.DE achieves a 8.74% return, which is significantly higher than ZPRL.DE's 4.94% return.


B41J.DE

1D
3.21%
1M
-2.44%
YTD
8.74%
6M
9.91%
1Y
20.52%
3Y*
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


B41J.DE vs. ZPRL.DE - Expense Ratio Comparison

B41J.DE has a 0.47% expense ratio, which is higher than ZPRL.DE's 0.30% expense ratio.


Return for Risk

B41J.DE vs. ZPRL.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

B41J.DE
B41J.DE Risk / Return Rank: 6262
Overall Rank
B41J.DE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
B41J.DE Sortino Ratio Rank: 6060
Sortino Ratio Rank
B41J.DE Omega Ratio Rank: 6060
Omega Ratio Rank
B41J.DE Calmar Ratio Rank: 7070
Calmar Ratio Rank
B41J.DE Martin Ratio Rank: 5858
Martin Ratio Rank

ZPRL.DE
ZPRL.DE Risk / Return Rank: 4646
Overall Rank
ZPRL.DE Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
ZPRL.DE Sortino Ratio Rank: 4343
Sortino Ratio Rank
ZPRL.DE Omega Ratio Rank: 5252
Omega Ratio Rank
ZPRL.DE Calmar Ratio Rank: 4545
Calmar Ratio Rank
ZPRL.DE Martin Ratio Rank: 3939
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

B41J.DE vs. ZPRL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X European Infrastructure Development UCITS ETF EUR Accumulating (B41J.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.


B41J.DEZPRL.DEDifference

Sharpe ratio

Return per unit of total volatility

1.18

0.98

+0.20

Sortino ratio

Return per unit of downside risk

1.64

1.28

+0.36

Omega ratio

Gain probability vs. loss probability

1.24

1.21

+0.02

Calmar ratio

Return relative to maximum drawdown

2.12

1.33

+0.79

Martin ratio

Return relative to average drawdown

6.58

4.08

+2.49

B41J.DE vs. ZPRL.DE - Sharpe Ratio Comparison

The current B41J.DE Sharpe Ratio is 1.18, which is comparable to the ZPRL.DE Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of B41J.DE and ZPRL.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


B41J.DEZPRL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.18

0.98

+0.20

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

1.34

0.54

+0.81

Correlation

The correlation between B41J.DE and ZPRL.DE is 0.71, 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

B41J.DE vs. ZPRL.DE - Dividend Comparison

Neither B41J.DE nor ZPRL.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

B41J.DE vs. ZPRL.DE - Drawdown Comparison

The maximum B41J.DE drawdown since its inception was -12.00%, smaller than the maximum ZPRL.DE drawdown of -35.35%. Use the drawdown chart below to compare losses from any high point for B41J.DE and ZPRL.DE.


Loading graphics...

Drawdown Indicators


B41J.DEZPRL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-12.00%

-35.35%

+23.35%

Max Drawdown (1Y)

Largest decline over 1 year

-9.88%

-9.27%

-0.61%

Max Drawdown (5Y)

Largest decline over 5 years

-23.37%

Max Drawdown (10Y)

Largest decline over 10 years

-35.35%

Current Drawdown

Current decline from peak

-3.23%

-3.92%

+0.69%

Average Drawdown

Average peak-to-trough decline

-2.36%

-5.42%

+3.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.18%

2.87%

+0.31%

Volatility

B41J.DE vs. ZPRL.DE - Volatility Comparison

Global X European Infrastructure Development UCITS ETF EUR Accumulating (B41J.DE) has a higher volatility of 6.85% compared to SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.DE) at 4.19%. This indicates that B41J.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 graphics...

Volatility by Period


B41J.DEZPRL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.85%

4.19%

+2.66%

Volatility (6M)

Calculated over the trailing 6-month period

11.63%

6.78%

+4.85%

Volatility (1Y)

Calculated over the trailing 1-year period

17.37%

11.90%

+5.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.86%

11.84%

+4.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.86%

13.59%

+2.27%