BGX.DE vs. ZPRL.DE
BGX.DE (Expat Bulgaria SOFIX UCITS ETF) and ZPRL.DE (SPDR EURO STOXX Low Volatility UCITS ETF) are both Europe Equities funds - BGX.DE tracks the SOFIX Index while ZPRL.DE tracks the EURO STOXX® Low Risk Weighted 100. Both are passively managed. Over the past 5 years, BGX.DE returned 12.68%/yr vs 7.17%/yr for ZPRL.DE. At a 0.06 correlation, their price movements are largely independent.
Performance
BGX.DE vs. ZPRL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, BGX.DE achieves a 6.93% return, which is significantly lower than ZPRL.DE's 9.51% return.
BGX.DE
- 1D
- 2.07%
- 1M
- 2.97%
- 6M
- -10.23%
- YTD
- 6.93%
- 1Y
- 18.70%
- 3Y*
- 19.88%
- 5Y*
- 12.68%
- 10Y*
- —
ZPRL.DE
- 1D
- 0.21%
- 1M
- 1.30%
- 6M
- 8.75%
- YTD
- 9.51%
- 1Y
- 12.30%
- 3Y*
- 12.65%
- 5Y*
- 7.17%
- 10Y*
- 7.09%
BGX.DE vs. ZPRL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
BGX.DE Expat Bulgaria SOFIX UCITS ETF | 6.93% | 28.73% | 14.12% | 19.29% | -10.64% | 32.54% | -18.73% | -9.31% | -18.53% |
ZPRL.DE SPDR EURO STOXX Low Volatility UCITS ETF | 9.51% | 18.39% | 7.42% | 12.34% | -14.65% | 17.34% | -5.26% | 22.07% | -10.98% |
Correlation
The correlation between BGX.DE and ZPRL.DE is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Jan 10, 2018 | 0.06 |
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Return for Risk
BGX.DE vs. ZPRL.DE — Risk / Return Rank
BGX.DE
ZPRL.DE
BGX.DE vs. ZPRL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Expat Bulgaria SOFIX UCITS ETF (BGX.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.
| BGX.DE | ZPRL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.23 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.11 | 1.58 | -0.48 |
| Martin ratioReturn relative to average drawdown | 2.08 | 4.60 | -2.52 |
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Drawdowns
BGX.DE vs. ZPRL.DE - Drawdown Comparison
The maximum BGX.DE drawdown since its inception was -46.59%, which is greater than ZPRL.DE's maximum drawdown of -35.34%. Use the drawdown chart below to compare losses from any high point for BGX.DE and ZPRL.DE.
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Drawdown Indicators
| BGX.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.59% | -35.34% | -11.25% |
Max Drawdown (1Y)Largest decline over 1 year | -17.99% | -7.74% | -10.25% |
Max Drawdown (3Y)Largest decline over 3 years | -17.99% | -9.36% | -8.63% |
Max Drawdown (5Y)Largest decline over 5 years | -17.99% | -23.37% | +5.38% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.34% | — |
Current DrawdownCurrent decline from peak | -12.90% | -0.58% | -12.32% |
Average DrawdownAverage peak-to-trough decline | -20.20% | -5.32% | -14.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.60% | 2.67% | +6.93% |
Volatility
BGX.DE vs. ZPRL.DE - Volatility Comparison
Expat Bulgaria SOFIX UCITS ETF (BGX.DE) has a higher volatility of 3.60% compared to SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.DE) at 2.62%. This indicates that BGX.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
| BGX.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.60% | 2.62% | +0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 11.33% | 8.45% | +2.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.24% | 9.84% | +6.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.22% | 11.96% | +3.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.75% | 13.37% | +2.38% |
Dividends
BGX.DE vs. ZPRL.DE - Dividend Comparison
Neither BGX.DE nor ZPRL.DE has paid dividends to shareholders.
Frequently Asked Questions
BGX.DE and ZPRL.DE have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BGX.DE tracks SOFIX Index, while ZPRL.DE tracks EURO STOXX® Low Risk Weighted 100. They also come from different issuers: Expat and State Street.
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