DXSA.DE vs. ZPRL.DE
DXSA.DE (Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D) and ZPRL.DE (SPDR EURO STOXX Low Volatility UCITS ETF) are both Europe Equities funds - DXSA.DE tracks the EURO STOXX® Quality Dividend 50 while ZPRL.DE tracks the EURO STOXX® Low Risk Weighted 100. Both are passively managed. Over the past 10 years, DXSA.DE returned 9.19%/yr vs 6.55%/yr for ZPRL.DE. Their correlation of 0.86 suggests significant overlap in exposure. Both charge a 0.30% expense ratio.
Performance
DXSA.DE vs. ZPRL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DXSA.DE achieves a 9.28% return, which is significantly higher than ZPRL.DE's 5.19% return. Over the past 10 years, DXSA.DE has outperformed ZPRL.DE with an annualized return of 9.19%, while ZPRL.DE has yielded a comparatively lower 6.55% annualized return.
DXSA.DE
- 1D
- 0.23%
- 1M
- 3.23%
- YTD
- 9.28%
- 6M
- 11.44%
- 1Y
- 19.71%
- 3Y*
- 19.44%
- 5Y*
- 12.02%
- 10Y*
- 9.19%
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%
DXSA.DE vs. ZPRL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DXSA.DE Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D | 9.28% | 33.40% | 10.36% | 17.93% | -9.82% | 18.67% | -9.07% | 22.54% | -13.01% | 10.40% |
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 DXSA.DE and ZPRL.DE is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 2014 | 0.86 |
The correlation between DXSA.DE and ZPRL.DE has been stable across timeframes, ranging from 0.82 to 0.87 - a consistent structural relationship.
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Return for Risk
DXSA.DE vs. ZPRL.DE — Risk / Return Rank
DXSA.DE
ZPRL.DE
DXSA.DE vs. ZPRL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D (DXSA.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.
| DXSA.DE | ZPRL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.25 | ||
| Sortino ratioReturn per unit of downside risk | +1.63 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.11 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 2.59 | 0.72 | +1.88 |
| Martin ratioReturn relative to average drawdown | 8.70 | 2.02 | +6.68 |
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
| DXSA.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.87 | 0.62 | +1.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 0.59 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.48 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.53 | -0.37 |
Drawdowns
DXSA.DE vs. ZPRL.DE - Drawdown Comparison
The maximum DXSA.DE drawdown since its inception was -71.31%, 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 DXSA.DE and ZPRL.DE.
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Drawdown Indicators
| DXSA.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.31% | -35.35% | -35.96% |
Max Drawdown (1Y)Largest decline over 1 year | -7.57% | -7.97% | +0.40% |
Max Drawdown (3Y)Largest decline over 3 years | -15.08% | -9.37% | -5.71% |
Max Drawdown (5Y)Largest decline over 5 years | -23.14% | -23.37% | +0.23% |
Max Drawdown (10Y)Largest decline over 10 years | -36.15% | -35.35% | -0.80% |
Current DrawdownCurrent decline from peak | -0.96% | -3.70% | +2.74% |
Average DrawdownAverage peak-to-trough decline | -23.06% | -5.39% | -17.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.26% | 2.84% | -0.58% |
Volatility
DXSA.DE vs. ZPRL.DE - Volatility Comparison
The current volatility for Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D (DXSA.DE) is 2.73%, while SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.DE) has a volatility of 2.90%. This indicates that DXSA.DE experiences smaller price fluctuations and is considered to be less risky 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
| DXSA.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.73% | 2.90% | -0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 8.39% | 7.65% | +0.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.51% | 9.22% | +1.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.03% | 11.89% | +2.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.60% | 13.60% | +2.00% |
DXSA.DE vs. ZPRL.DE - Expense Ratio Comparison
Both DXSA.DE and ZPRL.DE have an expense ratio of 0.30%.
Dividends
DXSA.DE vs. ZPRL.DE - Dividend Comparison
DXSA.DE's dividend yield for the trailing twelve months is around 4.51%, while ZPRL.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DXSA.DE Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D | 4.51% | 4.96% | 5.39% | 4.32% | 4.62% | 5.73% | 5.96% | 2.34% | 4.64% | 3.00% | 2.93% | 0.14% |
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
DXSA.DE and ZPRL.DE have a correlation of 0.82, 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.
DXSA.DE and ZPRL.DE have the same expense ratio: 0.30% per year.
DXSA.DE tracks EURO STOXX® Quality Dividend 50, while ZPRL.DE tracks EURO STOXX® Low Risk Weighted 100. They also come from different issuers: Xtrackers and State Street.
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