ECDC.DE vs. ZPRL.DE
ECDC.DE (Expat Croatia Crobex UCITS ETF) and ZPRL.DE (SPDR EURO STOXX Low Volatility UCITS ETF) are both Europe Equities funds - ECDC.DE tracks the CROBEX Index while ZPRL.DE tracks the EURO STOXX® Low Risk Weighted 100. Both are passively managed. Over the past 5 years, ECDC.DE returned 12.51%/yr vs 7.17%/yr for ZPRL.DE. At a 0.17 correlation, their price movements are largely independent. ECDC.DE charges 1.38%/yr vs 0.30%/yr for ZPRL.DE.
Performance
ECDC.DE vs. ZPRL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ECDC.DE achieves a 13.63% return, which is significantly higher than ZPRL.DE's 9.51% return.
ECDC.DE
- 1D
- 0.30%
- 1M
- 1.71%
- 6M
- 12.74%
- YTD
- 13.63%
- 1Y
- 18.24%
- 3Y*
- 22.10%
- 5Y*
- 12.51%
- 10Y*
- —
ZPRL.DE
- 1D
- 0.21%
- 1M
- 1.30%
- 6M
- 8.75%
- YTD
- 9.51%
- 1Y
- 12.30%
- 3Y*
- 12.65%
- 5Y*
- 7.17%
- 10Y*
- 7.09%
ECDC.DE vs. ZPRL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
ECDC.DE Expat Croatia Crobex UCITS ETF | 13.63% | 19.63% | 25.09% | 27.42% | -21.40% | 16.97% | -22.59% | 10.86% | -9.33% |
ZPRL.DE SPDR EURO STOXX Low Volatility UCITS ETF | 9.51% | 18.39% | 7.42% | 12.34% | -14.65% | 17.34% | -5.26% | 22.07% | -7.71% |
Correlation
The correlation between ECDC.DE and ZPRL.DE is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Apr 16, 2018 | 0.17 |
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Return for Risk
ECDC.DE vs. ZPRL.DE — Risk / Return Rank
ECDC.DE
ZPRL.DE
ECDC.DE vs. ZPRL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Expat Croatia Crobex UCITS ETF (ECDC.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.
| ECDC.DE | ZPRL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.13 | ||
| Sortino ratioReturn per unit of downside risk | +0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.23 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.42 | 1.58 | +0.83 |
| Martin ratioReturn relative to average drawdown | 7.76 | 4.60 | +3.16 |
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Drawdowns
ECDC.DE vs. ZPRL.DE - Drawdown Comparison
The maximum ECDC.DE drawdown since its inception was -35.49%, roughly equal to the maximum ZPRL.DE drawdown of -35.34%. Use the drawdown chart below to compare losses from any high point for ECDC.DE and ZPRL.DE.
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Drawdown Indicators
| ECDC.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.49% | -35.34% | -0.15% |
Max Drawdown (1Y)Largest decline over 1 year | -7.52% | -7.74% | +0.22% |
Max Drawdown (3Y)Largest decline over 3 years | -11.02% | -9.36% | -1.66% |
Max Drawdown (5Y)Largest decline over 5 years | -28.39% | -23.37% | -5.02% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.34% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.58% | +0.58% |
Average DrawdownAverage peak-to-trough decline | -13.89% | -5.32% | -8.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.35% | 2.67% | -0.32% |
Volatility
ECDC.DE vs. ZPRL.DE - Volatility Comparison
The current volatility for Expat Croatia Crobex UCITS ETF (ECDC.DE) is 2.36%, while SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.DE) has a volatility of 2.62%. This indicates that ECDC.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
| ECDC.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.36% | 2.62% | -0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 11.03% | 8.45% | +2.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.18% | 9.84% | +3.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.69% | 11.96% | +0.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.56% | 13.37% | +0.19% |
ECDC.DE vs. ZPRL.DE - Expense Ratio Comparison
ECDC.DE has a 1.38% expense ratio, which is higher than ZPRL.DE's 0.30% expense ratio.
Dividends
ECDC.DE vs. ZPRL.DE - Dividend Comparison
Neither ECDC.DE nor ZPRL.DE has paid dividends to shareholders.
Frequently Asked Questions
ECDC.DE and ZPRL.DE have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ZPRL.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZPRL.DE is cheaper with a 0.30% expense ratio, compared with 1.38% for ECDC.DE.
ECDC.DE tracks CROBEX Index, while ZPRL.DE tracks EURO STOXX® Low Risk Weighted 100. They also come from different issuers: Expat and State Street. Their fees differ too: 1.38% for ECDC.DE and 0.30% for ZPRL.DE.
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