DECD.DE vs. ZPRL.DE
DECD.DE (Amundi DAX 50 ESG UCITS ETF) and ZPRL.DE (SPDR EURO STOXX Low Volatility UCITS ETF) are both Europe Equities funds - DECD.DE tracks the DAX® 50 ESG while ZPRL.DE tracks the EURO STOXX® Low Risk Weighted 100. Both are passively managed. Over the past 5 years, DECD.DE returned 8.61%/yr vs 7.05%/yr for ZPRL.DE. Their correlation of 0.80 suggests significant overlap in exposure. DECD.DE charges 0.15%/yr vs 0.30%/yr for ZPRL.DE.
Performance
DECD.DE vs. ZPRL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DECD.DE achieves a 6.02% return, which is significantly higher than ZPRL.DE's 5.19% return.
DECD.DE
- 1D
- 0.95%
- 1M
- 5.39%
- YTD
- 6.02%
- 6M
- 8.92%
- 1Y
- 8.24%
- 3Y*
- 15.59%
- 5Y*
- 8.61%
- 10Y*
- —
ZPRL.DE
- 1D
- 0.22%
- 1M
- -0.23%
- YTD
- 5.19%
- 6M
- 6.78%
- 1Y
- 5.74%
- 3Y*
- 11.19%
- 5Y*
- 7.05%
- 10Y*
- 6.55%
DECD.DE vs. ZPRL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DECD.DE Amundi DAX 50 ESG UCITS ETF | 6.02% | 20.49% | 15.14% | 19.58% | -15.27% | 15.15% | 4.11% |
ZPRL.DE SPDR EURO STOXX Low Volatility UCITS ETF | 5.19% | 18.48% | 7.41% | 12.34% | -14.65% | 17.34% | 2.33% |
Correlation
The correlation between DECD.DE and ZPRL.DE is 0.70, 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 | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Dec 9, 2020 | 0.80 |
The correlation between DECD.DE and ZPRL.DE shifts across timeframes, from 0.70 (1 year) to 0.81 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
DECD.DE vs. ZPRL.DE — Risk / Return Rank
DECD.DE
ZPRL.DE
DECD.DE vs. ZPRL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi DAX 50 ESG UCITS ETF (DECD.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.
| DECD.DE | ZPRL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.08 | ||
| Sortino ratioReturn per unit of downside risk | -0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.11 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.70 | 0.72 | -0.02 |
| Martin ratioReturn relative to average drawdown | 2.05 | 2.02 | +0.03 |
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
| DECD.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.54 | 0.62 | -0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.59 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.48 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.53 | +0.12 |
Drawdowns
DECD.DE vs. ZPRL.DE - Drawdown Comparison
The maximum DECD.DE drawdown since its inception was -28.60%, smaller than the maximum ZPRL.DE drawdown of -35.35%. Use the drawdown chart below to compare losses from any high point for DECD.DE and ZPRL.DE.
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Drawdown Indicators
| DECD.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.60% | -35.35% | +6.75% |
Max Drawdown (1Y)Largest decline over 1 year | -11.75% | -7.97% | -3.78% |
Max Drawdown (3Y)Largest decline over 3 years | -15.80% | -9.37% | -6.43% |
Max Drawdown (5Y)Largest decline over 5 years | -28.60% | -23.37% | -5.23% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.35% | — |
Current DrawdownCurrent decline from peak | -0.45% | -3.70% | +3.25% |
Average DrawdownAverage peak-to-trough decline | -5.72% | -5.39% | -0.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.00% | 2.84% | +1.16% |
Volatility
DECD.DE vs. ZPRL.DE - Volatility Comparison
Amundi DAX 50 ESG UCITS ETF (DECD.DE) has a higher volatility of 4.50% compared to SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.DE) at 2.90%. This indicates that DECD.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
| DECD.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.50% | 2.90% | +1.60% |
Volatility (6M)Calculated over the trailing 6-month period | 11.87% | 7.65% | +4.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.34% | 9.22% | +6.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.98% | 11.89% | +5.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.78% | 13.60% | +3.18% |
DECD.DE vs. ZPRL.DE - Expense Ratio Comparison
DECD.DE has a 0.15% expense ratio, which is lower than ZPRL.DE's 0.30% expense ratio.
Dividends
DECD.DE vs. ZPRL.DE - Dividend Comparison
Neither DECD.DE nor ZPRL.DE has paid dividends to shareholders.
Frequently Asked Questions
DECD.DE and ZPRL.DE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DECD.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DECD.DE is cheaper with a 0.15% expense ratio, compared with 0.30% for ZPRL.DE.
DECD.DE tracks DAX® 50 ESG, while ZPRL.DE tracks EURO STOXX® Low Risk Weighted 100. They also come from different issuers: Amundi and State Street. Their fees differ too: 0.15% for DECD.DE and 0.30% for ZPRL.DE.
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