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C030.DE vs. ZPRW.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

C030.DE vs. ZPRW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi DJ Switzerland Titans 30 UCITS ETF Dist (C030.DE) and SPDR MSCI Europe Value UCITS ETF (ZPRW.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, C030.DE achieves a 10.60% return, which is significantly lower than ZPRW.DE's 14.02% return. Both investments have delivered pretty close results over the past 10 years, with C030.DE having a 11.67% annualized return and ZPRW.DE not far ahead at 12.21%.


C030.DE

1D
0.86%
1M
4.86%
YTD
10.60%
6M
10.67%
1Y
23.82%
3Y*
14.68%
5Y*
9.96%
10Y*
11.67%

ZPRW.DE

1D
1.24%
1M
0.39%
YTD
14.02%
6M
15.02%
1Y
35.17%
3Y*
21.69%
5Y*
14.45%
10Y*
12.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

C030.DE vs. ZPRW.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
C030.DE
Amundi DJ Switzerland Titans 30 UCITS ETF Dist
10.60%18.43%7.60%16.13%-13.62%31.65%4.07%33.96%-8.34%9.75%
ZPRW.DE
SPDR MSCI Europe Value UCITS ETF
14.02%35.69%8.88%13.70%-4.74%27.37%-7.65%23.75%-14.98%10.96%

Correlation

The correlation between C030.DE and ZPRW.DE is 0.67, 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

0.67

Correlation (3Y)
Calculated over the trailing 3-year period

0.66

Correlation (5Y)
Calculated over the trailing 5-year period

0.69

Correlation (10Y)
Calculated over the trailing 10-year period

0.71

Correlation (All Time)
Calculated using the full available price history since Feb 18, 2015

0.74

The correlation between C030.DE and ZPRW.DE has been stable across timeframes, ranging from 0.66 to 0.74 - a consistent structural relationship.

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Return for Risk

C030.DE vs. ZPRW.DE — Risk / Return Rank

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

C030.DE
C030.DE Risk / Return Rank: 5555
Overall Rank
C030.DE Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
C030.DE Sortino Ratio Rank: 6262
Sortino Ratio Rank
C030.DE Omega Ratio Rank: 5959
Omega Ratio Rank
C030.DE Calmar Ratio Rank: 4747
Calmar Ratio Rank
C030.DE Martin Ratio Rank: 4848
Martin Ratio Rank

ZPRW.DE
ZPRW.DE Risk / Return Rank: 8585
Overall Rank
ZPRW.DE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
ZPRW.DE Sortino Ratio Rank: 8989
Sortino Ratio Rank
ZPRW.DE Omega Ratio Rank: 8787
Omega Ratio Rank
ZPRW.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
ZPRW.DE Martin Ratio Rank: 8181
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.

C030.DE vs. ZPRW.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi DJ Switzerland Titans 30 UCITS ETF Dist (C030.DE) and SPDR MSCI Europe Value UCITS ETF (ZPRW.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.


C030.DEZPRW.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.81

Sortino ratioReturn per unit of downside risk

-1.01

Omega ratioGain probability vs. loss probability

1.32

1.47

-0.15

Calmar ratioReturn relative to maximum drawdown

2.10

3.78

-1.68

Martin ratioReturn relative to average drawdown

7.35

14.06

-6.71

C030.DE vs. ZPRW.DE - Sharpe Ratio Comparison

The current C030.DE Sharpe Ratio is 1.78, which is lower than the ZPRW.DE Sharpe Ratio of 2.59. The chart below compares the historical Sharpe Ratios of C030.DE and ZPRW.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

C030.DE vs. ZPRW.DE - Drawdown Comparison

The maximum C030.DE drawdown since its inception was -49.39%, which is greater than ZPRW.DE's maximum drawdown of -39.52%. Use the drawdown chart below to compare losses from any high point for C030.DE and ZPRW.DE.


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Drawdown Indicators


C030.DEZPRW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-49.39%

-39.52%

-9.87%

Max Drawdown (1Y)

Largest decline over 1 year

-11.32%

-9.27%

-2.05%

Max Drawdown (3Y)

Largest decline over 3 years

-16.50%

-17.03%

+0.53%

Max Drawdown (5Y)

Largest decline over 5 years

-19.19%

-18.41%

-0.78%

Max Drawdown (10Y)

Largest decline over 10 years

-29.54%

-39.52%

+9.98%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-10.15%

-7.01%

-3.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.23%

2.49%

+0.74%

Volatility

C030.DE vs. ZPRW.DE - Volatility Comparison

The current volatility for Amundi DJ Switzerland Titans 30 UCITS ETF Dist (C030.DE) is 3.08%, while SPDR MSCI Europe Value UCITS ETF (ZPRW.DE) has a volatility of 3.41%. This indicates that C030.DE experiences smaller price fluctuations and is considered to be less risky than ZPRW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


C030.DEZPRW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.08%

3.41%

-0.33%

Volatility (6M)

Calculated over the trailing 6-month period

10.46%

11.04%

-0.58%

Volatility (1Y)

Calculated over the trailing 1-year period

13.34%

13.57%

-0.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.47%

14.90%

-0.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.74%

16.83%

-1.09%

C030.DE vs. ZPRW.DE - Expense Ratio Comparison

C030.DE has a 0.25% expense ratio, which is higher than ZPRW.DE's 0.20% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

C030.DE vs. ZPRW.DE - Dividend Comparison

C030.DE's dividend yield for the trailing twelve months is around 1.19%, while ZPRW.DE has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
C030.DE
Amundi DJ Switzerland Titans 30 UCITS ETF Dist
1.19%1.32%1.52%2.68%2.21%1.70%2.04%2.37%2.78%2.76%
ZPRW.DE
SPDR MSCI Europe Value UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


C030.DE and ZPRW.DE have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ZPRW.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ZPRW.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for C030.DE.

C030.DE tracks Dow Jones Switzerland Titans 30, while ZPRW.DE tracks MSCI Europe Value Exposure Select. They also come from different issuers: Amundi and State Street. Their fees differ too: 0.25% for C030.DE and 0.20% for ZPRW.DE.

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