CG1G.DE vs. ZPRL.DE
CG1G.DE (Amundi ETF DAX UCITS ETF DR (Acc)) and ZPRL.DE (SPDR EURO STOXX Low Volatility UCITS ETF) are both Europe Equities funds - CG1G.DE tracks the DAX Index while ZPRL.DE tracks the EURO STOXX® Low Risk Weighted 100. Both are passively managed. Over the past 10 years, CG1G.DE returned 9.92%/yr vs 7.46%/yr for ZPRL.DE. Their correlation of 0.82 suggests significant overlap in exposure. CG1G.DE charges 0.10%/yr vs 0.30%/yr for ZPRL.DE.
Performance
CG1G.DE vs. ZPRL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, CG1G.DE achieves a 4.76% return, which is significantly lower than ZPRL.DE's 10.06% return. Over the past 10 years, CG1G.DE has outperformed ZPRL.DE with an annualized return of 9.92%, while ZPRL.DE has yielded a comparatively lower 7.46% annualized return.
CG1G.DE
- 1D
- 0.77%
- 1M
- 3.96%
- 6M
- 4.67%
- YTD
- 4.76%
- 1Y
- 7.31%
- 3Y*
- 16.60%
- 5Y*
- 9.93%
- 10Y*
- 9.92%
ZPRL.DE
- 1D
- 1.07%
- 1M
- 4.60%
- 6M
- 9.72%
- YTD
- 10.06%
- 1Y
- 12.03%
- 3Y*
- 12.63%
- 5Y*
- 7.53%
- 10Y*
- 7.46%
CG1G.DE vs. ZPRL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CG1G.DE Amundi ETF DAX UCITS ETF DR (Acc) | 4.76% | 22.68% | 18.23% | 19.47% | -12.77% | 15.19% | 3.12% | 24.73% | -18.14% | 12.10% |
ZPRL.DE SPDR EURO STOXX Low Volatility UCITS ETF | 10.06% | 18.39% | 7.42% | 12.34% | -14.65% | 17.34% | -5.26% | 22.07% | -8.17% | 15.38% |
Correlation
The correlation between CG1G.DE and ZPRL.DE is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Mar 24, 2014 | 0.82 |
Over the past year, the correlation between CG1G.DE and ZPRL.DE has dropped to 0.50 - well below their long-term average of 0.82, suggesting their price drivers have been diverging.
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Return for Risk
CG1G.DE vs. ZPRL.DE — Risk / Return Rank
CG1G.DE
ZPRL.DE
CG1G.DE vs. ZPRL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi ETF DAX UCITS ETF DR (Acc) (CG1G.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.
| CG1G.DE | ZPRL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.78 | ||
| Sortino ratioReturn per unit of downside risk | -0.96 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.23 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.59 | 1.55 | -0.96 |
| Martin ratioReturn relative to average drawdown | 1.83 | 4.50 | -2.67 |
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Drawdowns
CG1G.DE vs. ZPRL.DE - Drawdown Comparison
The maximum CG1G.DE drawdown since its inception was -38.41%, 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 CG1G.DE and ZPRL.DE.
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Drawdown Indicators
| CG1G.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.41% | -35.34% | -3.07% |
Max Drawdown (1Y)Largest decline over 1 year | -12.34% | -7.74% | -4.60% |
Max Drawdown (3Y)Largest decline over 3 years | -15.88% | -9.36% | -6.52% |
Max Drawdown (5Y)Largest decline over 5 years | -26.68% | -23.37% | -3.31% |
Max Drawdown (10Y)Largest decline over 10 years | -38.41% | -35.34% | -3.07% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -7.19% | -5.33% | -1.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.98% | 2.67% | +1.31% |
Volatility
CG1G.DE vs. ZPRL.DE - Volatility Comparison
Amundi ETF DAX UCITS ETF DR (Acc) (CG1G.DE) has a higher volatility of 4.39% compared to SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.DE) at 2.47%. This indicates that CG1G.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
| CG1G.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.39% | 2.47% | +1.92% |
Volatility (6M)Calculated over the trailing 6-month period | 13.40% | 8.46% | +4.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.30% | 9.80% | +6.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.24% | 11.98% | +5.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.04% | 13.39% | +4.65% |
CG1G.DE vs. ZPRL.DE - Expense Ratio Comparison
CG1G.DE has a 0.10% expense ratio, which is lower than ZPRL.DE's 0.30% expense ratio.
Dividends
CG1G.DE vs. ZPRL.DE - Dividend Comparison
Neither CG1G.DE nor ZPRL.DE has paid dividends to shareholders.
Frequently Asked Questions
CG1G.DE and ZPRL.DE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CG1G.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CG1G.DE is cheaper with a 0.10% expense ratio, compared with 0.30% for ZPRL.DE.
CG1G.DE tracks DAX Index, while ZPRL.DE tracks EURO STOXX® Low Risk Weighted 100. They also come from different issuers: Amundi and State Street. Their fees differ too: 0.10% for CG1G.DE and 0.30% for ZPRL.DE.
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