DX2X.DE vs. ZPRL.DE
DX2X.DE (Xtrackers Stoxx Europe 600 UCITS ETF (Acc)) and ZPRL.DE (SPDR EURO STOXX Low Volatility UCITS ETF) are both Europe Equities funds - DX2X.DE tracks the STOXX Europe 600 Index while ZPRL.DE tracks the EURO STOXX® Low Risk Weighted 100. Both are passively managed. Over the past 10 years, DX2X.DE returned 10.22%/yr vs 7.46%/yr for ZPRL.DE. Their correlation of 0.86 suggests significant overlap in exposure. DX2X.DE charges 0.25%/yr vs 0.30%/yr for ZPRL.DE.
Performance
DX2X.DE vs. ZPRL.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DX2X.DE achieves a 12.30% return, which is significantly higher than ZPRL.DE's 10.06% return. Over the past 10 years, DX2X.DE has outperformed ZPRL.DE with an annualized return of 10.22%, while ZPRL.DE has yielded a comparatively lower 7.46% annualized return.
DX2X.DE
- 1D
- 0.80%
- 1M
- 5.43%
- 6M
- 11.55%
- YTD
- 12.30%
- 1Y
- 23.23%
- 3Y*
- 15.47%
- 5Y*
- 10.46%
- 10Y*
- 10.22%
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%
DX2X.DE vs. ZPRL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DX2X.DE Xtrackers Stoxx Europe 600 UCITS ETF (Acc) | 12.30% | 20.91% | 8.35% | 15.54% | -10.63% | 24.87% | -1.83% | 28.68% | -11.34% | 10.91% |
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 DX2X.DE and ZPRL.DE is 0.53, 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 | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Mar 24, 2014 | 0.86 |
Over the past year, the correlation between DX2X.DE and ZPRL.DE has dropped to 0.53 - well below their long-term average of 0.86, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DX2X.DE vs. ZPRL.DE — Risk / Return Rank
DX2X.DE
ZPRL.DE
DX2X.DE vs. ZPRL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Stoxx Europe 600 UCITS ETF (Acc) (DX2X.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.
| DX2X.DE | ZPRL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.52 | ||
| Sortino ratioReturn per unit of downside risk | +0.74 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.23 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.36 | 1.55 | +0.81 |
| Martin ratioReturn relative to average drawdown | 9.49 | 4.50 | +4.99 |
Loading charts...
Drawdowns
DX2X.DE vs. ZPRL.DE - Drawdown Comparison
The maximum DX2X.DE drawdown since its inception was -36.05%, roughly equal to the maximum ZPRL.DE drawdown of -35.34%. Use the drawdown chart below to compare losses from any high point for DX2X.DE and ZPRL.DE.
Loading charts...
Drawdown Indicators
| DX2X.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.05% | -35.34% | -0.71% |
Max Drawdown (1Y)Largest decline over 1 year | -9.81% | -7.74% | -2.07% |
Max Drawdown (3Y)Largest decline over 3 years | -16.37% | -9.36% | -7.01% |
Max Drawdown (5Y)Largest decline over 5 years | -20.84% | -23.37% | +2.53% |
Max Drawdown (10Y)Largest decline over 10 years | -36.05% | -35.34% | -0.71% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -5.24% | -5.33% | +0.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 2.67% | -0.23% |
Volatility
DX2X.DE vs. ZPRL.DE - Volatility Comparison
Xtrackers Stoxx Europe 600 UCITS ETF (Acc) (DX2X.DE) has a higher volatility of 4.18% compared to SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.DE) at 2.47%. This indicates that DX2X.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.
Loading charts...
Volatility by Period
| DX2X.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.18% | 2.47% | +1.71% |
Volatility (6M)Calculated over the trailing 6-month period | 11.24% | 8.46% | +2.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.24% | 9.80% | +3.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.46% | 11.98% | +2.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.26% | 13.39% | +1.87% |
DX2X.DE vs. ZPRL.DE - Expense Ratio Comparison
DX2X.DE has a 0.25% expense ratio, which is lower than ZPRL.DE's 0.30% expense ratio.
Dividends
DX2X.DE vs. ZPRL.DE - Dividend Comparison
Neither DX2X.DE nor ZPRL.DE has paid dividends to shareholders.
Frequently Asked Questions
DX2X.DE and ZPRL.DE have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DX2X.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DX2X.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for ZPRL.DE.
DX2X.DE tracks STOXX Europe 600 Index, while ZPRL.DE tracks EURO STOXX® Low Risk Weighted 100. They also come from different issuers: Xtrackers and State Street. Their fees differ too: 0.25% for DX2X.DE and 0.30% for ZPRL.DE.
Find the right allocation for DX2X.DE and ZPRL.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer