DBXI.DE vs. ZPRL.DE
DBXI.DE (Xtrackers FTSE MIB UCITS ETF) and ZPRL.DE (SPDR EURO STOXX Low Volatility UCITS ETF) are both Europe Equities funds - DBXI.DE tracks the FTSE MIB while ZPRL.DE tracks the EURO STOXX® Low Risk Weighted 100. Both are passively managed. Over the past 10 years, DBXI.DE returned 14.91%/yr vs 6.55%/yr for ZPRL.DE. A 0.73 correlation means they provide meaningful diversification when combined. Both charge a 0.30% expense ratio.
Performance
DBXI.DE vs. ZPRL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DBXI.DE achieves a 14.49% return, which is significantly higher than ZPRL.DE's 5.19% return. Over the past 10 years, DBXI.DE has outperformed ZPRL.DE with an annualized return of 14.91%, while ZPRL.DE has yielded a comparatively lower 6.55% annualized return.
DBXI.DE
- 1D
- 0.21%
- 1M
- 2.55%
- YTD
- 14.49%
- 6M
- 18.42%
- 1Y
- 29.63%
- 3Y*
- 28.95%
- 5Y*
- 19.73%
- 10Y*
- 14.91%
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%
DBXI.DE vs. ZPRL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DBXI.DE Xtrackers FTSE MIB UCITS ETF | 14.49% | 37.50% | 18.27% | 33.40% | -9.08% | 26.51% | -4.28% | 33.02% | -14.48% | 16.46% |
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 DBXI.DE and ZPRL.DE is 0.66, 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 | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 2014 | 0.73 |
The correlation between DBXI.DE and ZPRL.DE has been stable across timeframes, ranging from 0.66 to 0.75 - a consistent structural relationship.
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Return for Risk
DBXI.DE vs. ZPRL.DE — Risk / Return Rank
DBXI.DE
ZPRL.DE
DBXI.DE vs. ZPRL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers FTSE MIB UCITS ETF (DBXI.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.
| DBXI.DE | ZPRL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.32 | ||
| Sortino ratioReturn per unit of downside risk | +1.80 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.11 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 3.17 | 0.72 | +2.45 |
| Martin ratioReturn relative to average drawdown | 11.42 | 2.02 | +9.40 |
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
| DBXI.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.94 | 0.62 | +1.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.09 | 0.59 | +0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.48 | +0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.53 | -0.34 |
Drawdowns
DBXI.DE vs. ZPRL.DE - Drawdown Comparison
The maximum DBXI.DE drawdown since its inception was -69.49%, 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 DBXI.DE and ZPRL.DE.
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Drawdown Indicators
| DBXI.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.49% | -35.35% | -34.14% |
Max Drawdown (1Y)Largest decline over 1 year | -9.62% | -7.97% | -1.65% |
Max Drawdown (3Y)Largest decline over 3 years | -17.56% | -9.37% | -8.19% |
Max Drawdown (5Y)Largest decline over 5 years | -25.10% | -23.37% | -1.73% |
Max Drawdown (10Y)Largest decline over 10 years | -40.46% | -35.35% | -5.11% |
Current DrawdownCurrent decline from peak | -0.77% | -3.70% | +2.93% |
Average DrawdownAverage peak-to-trough decline | -29.56% | -5.39% | -24.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 2.84% | -0.17% |
Volatility
DBXI.DE vs. ZPRL.DE - Volatility Comparison
Xtrackers FTSE MIB UCITS ETF (DBXI.DE) has a higher volatility of 4.63% compared to SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.DE) at 2.90%. This indicates that DBXI.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
| DBXI.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.63% | 2.90% | +1.73% |
Volatility (6M)Calculated over the trailing 6-month period | 12.34% | 7.65% | +4.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.69% | 9.22% | +6.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.31% | 11.89% | +6.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.37% | 13.60% | +6.77% |
DBXI.DE vs. ZPRL.DE - Expense Ratio Comparison
Both DBXI.DE and ZPRL.DE have an expense ratio of 0.30%.
Dividends
DBXI.DE vs. ZPRL.DE - Dividend Comparison
DBXI.DE's dividend yield for the trailing twelve months is around 3.63%, while ZPRL.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBXI.DE Xtrackers FTSE MIB UCITS ETF | 3.63% | 3.93% | 4.53% | 3.78% | 7.45% | 0.94% | 4.23% | 3.33% | 2.66% | 1.94% | 2.51% | 0.15% |
ZPRL.DE SPDR EURO STOXX Low Volatility UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DBXI.DE and ZPRL.DE have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
DBXI.DE and ZPRL.DE have the same expense ratio: 0.30% per year.
DBXI.DE tracks FTSE MIB, while ZPRL.DE tracks EURO STOXX® Low Risk Weighted 100. They also come from different issuers: Xtrackers and State Street.
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