D5BL.DE vs. ZPRL.DE
D5BL.DE (Xtrackers MSCI Europe Value UCITS ETF) and ZPRL.DE (SPDR EURO STOXX Low Volatility UCITS ETF) are both Europe Equities funds - D5BL.DE tracks the MSCI Europe Enhanced Value while ZPRL.DE tracks the EURO STOXX® Low Risk Weighted 100. Both are passively managed. Over the past 10 years, D5BL.DE returned 10.77%/yr vs 6.55%/yr for ZPRL.DE. A 0.79 correlation means they provide meaningful diversification when combined. D5BL.DE charges 0.15%/yr vs 0.30%/yr for ZPRL.DE.
Performance
D5BL.DE vs. ZPRL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, D5BL.DE achieves a 13.85% return, which is significantly higher than ZPRL.DE's 5.19% return. Over the past 10 years, D5BL.DE has outperformed ZPRL.DE with an annualized return of 10.77%, while ZPRL.DE has yielded a comparatively lower 6.55% annualized return.
D5BL.DE
- 1D
- -0.38%
- 1M
- 2.55%
- YTD
- 13.85%
- 6M
- 17.04%
- 1Y
- 32.33%
- 3Y*
- 21.76%
- 5Y*
- 14.60%
- 10Y*
- 10.77%
ZPRL.DE
- 1D
- 0.22%
- 1M
- -1.72%
- YTD
- 5.19%
- 6M
- 6.76%
- 1Y
- 5.48%
- 3Y*
- 11.19%
- 5Y*
- 7.05%
- 10Y*
- 6.55%
D5BL.DE vs. ZPRL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
D5BL.DE Xtrackers MSCI Europe Value UCITS ETF | 13.85% | 35.78% | 10.37% | 14.14% | -4.63% | 26.83% | -8.58% | 22.90% | -13.98% | 9.78% |
ZPRL.DE SPDR EURO STOXX Low Volatility UCITS ETF | 5.19% | 18.48% | 7.41% | 12.34% | -14.65% | 17.34% | -5.25% | 22.05% | -8.17% | 15.38% |
Correlation
The correlation between D5BL.DE and ZPRL.DE is 0.68, 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 | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 2014 | 0.79 |
The correlation between D5BL.DE and ZPRL.DE shifts across timeframes, from 0.68 (1 year) to 0.79 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
D5BL.DE vs. ZPRL.DE — Risk / Return Rank
D5BL.DE
ZPRL.DE
D5BL.DE vs. ZPRL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Value UCITS ETF (D5BL.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.
| D5BL.DE | ZPRL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.66 | ||
| Sortino ratioReturn per unit of downside risk | +2.35 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.11 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 3.28 | 0.72 | +2.57 |
| Martin ratioReturn relative to average drawdown | 12.52 | 2.02 | +10.50 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| D5BL.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | 0.62 | +1.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.59 | +0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.48 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.53 | -0.05 |
Drawdowns
D5BL.DE vs. ZPRL.DE - Drawdown Comparison
The maximum D5BL.DE drawdown since its inception was -40.40%, which is greater than ZPRL.DE's maximum drawdown of -35.35%. Use the drawdown chart below to compare losses from any high point for D5BL.DE and ZPRL.DE.
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Drawdown Indicators
| D5BL.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.40% | -35.35% | -5.05% |
Max Drawdown (1Y)Largest decline over 1 year | -10.02% | -7.97% | -2.05% |
Max Drawdown (3Y)Largest decline over 3 years | -17.36% | -9.37% | -7.99% |
Max Drawdown (5Y)Largest decline over 5 years | -19.58% | -23.37% | +3.79% |
Max Drawdown (10Y)Largest decline over 10 years | -40.40% | -35.35% | -5.05% |
Current DrawdownCurrent decline from peak | -1.22% | -3.70% | +2.48% |
Average DrawdownAverage peak-to-trough decline | -7.23% | -5.39% | -1.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 2.84% | -0.21% |
Volatility
D5BL.DE vs. ZPRL.DE - Volatility Comparison
Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) has a higher volatility of 4.83% compared to SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.DE) at 2.90%. This indicates that D5BL.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
| D5BL.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.83% | 2.90% | +1.93% |
Volatility (6M)Calculated over the trailing 6-month period | 11.54% | 7.65% | +3.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.44% | 9.22% | +5.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.59% | 11.89% | +3.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.76% | 13.60% | +4.16% |
D5BL.DE vs. ZPRL.DE - Expense Ratio Comparison
D5BL.DE has a 0.15% expense ratio, which is lower than ZPRL.DE's 0.30% expense ratio.
Dividends
D5BL.DE vs. ZPRL.DE - Dividend Comparison
Neither D5BL.DE nor ZPRL.DE has paid dividends to shareholders.
Frequently Asked Questions
D5BL.DE and ZPRL.DE have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, D5BL.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
D5BL.DE is cheaper with a 0.15% expense ratio, compared with 0.30% for ZPRL.DE.
D5BL.DE tracks MSCI Europe Enhanced Value, while ZPRL.DE tracks EURO STOXX® Low Risk Weighted 100. They also come from different issuers: Xtrackers and State Street. Their fees differ too: 0.15% for D5BL.DE and 0.30% for ZPRL.DE.
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