ECLM.DE vs. ZPRX.DE
Compare and contrast key facts about HANetf iClima Global Decarbonisation Enablers UCITS ETF (ECLM.DE) and SPDR MSCI Europe Small Cap Value Weighted UCITS ETF (ZPRX.DE).
ECLM.DE and ZPRX.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ECLM.DE is a passively managed fund by HANetf that tracks the performance of the iClima Global Decarbonisation Enablers. It was launched on Dec 3, 2020. ZPRX.DE is a passively managed fund by State Street that tracks the performance of the MSCI Europe Small Cap Value Weighted. It was launched on Feb 18, 2015. Both ECLM.DE and ZPRX.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
ECLM.DE vs. ZPRX.DE - Performance Comparison
Loading graphics...
ECLM.DE vs. ZPRX.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ECLM.DE HANetf iClima Global Decarbonisation Enablers UCITS ETF | 0.89% | 12.83% | -11.47% | 1.02% | -23.37% | 14.89% | 7.80% |
ZPRX.DE SPDR MSCI Europe Small Cap Value Weighted UCITS ETF | -1.45% | 26.81% | 4.28% | 15.28% | -13.52% | 27.58% | 5.73% |
Returns By Period
In the year-to-date period, ECLM.DE achieves a 0.89% return, which is significantly higher than ZPRX.DE's -1.45% return.
ECLM.DE
- 1D
- 2.46%
- 1M
- -5.96%
- YTD
- 0.89%
- 6M
- 2.86%
- 1Y
- 23.62%
- 3Y*
- -1.58%
- 5Y*
- -4.00%
- 10Y*
- —
ZPRX.DE
- 1D
- 2.32%
- 1M
- -5.85%
- YTD
- -1.45%
- 6M
- 2.76%
- 1Y
- 15.41%
- 3Y*
- 12.28%
- 5Y*
- 7.32%
- 10Y*
- 7.65%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
ECLM.DE vs. ZPRX.DE - Expense Ratio Comparison
ECLM.DE has a 0.65% expense ratio, which is higher than ZPRX.DE's 0.30% expense ratio.
Return for Risk
ECLM.DE vs. ZPRX.DE — Risk / Return Rank
ECLM.DE
ZPRX.DE
ECLM.DE vs. ZPRX.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for HANetf iClima Global Decarbonisation Enablers UCITS ETF (ECLM.DE) and SPDR MSCI Europe Small Cap Value Weighted UCITS ETF (ZPRX.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.
| ECLM.DE | ZPRX.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.79 | 0.95 | -0.17 |
Sortino ratioReturn per unit of downside risk | 1.34 | 1.33 | +0.01 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.19 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.20 | 1.39 | -0.19 |
Martin ratioReturn relative to average drawdown | 2.47 | 5.22 | -2.75 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| ECLM.DE | ZPRX.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | 0.95 | -0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.17 | 0.44 | -0.61 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.42 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.03 | 0.35 | -0.38 |
Correlation
The correlation between ECLM.DE and ZPRX.DE is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
ECLM.DE vs. ZPRX.DE - Dividend Comparison
Neither ECLM.DE nor ZPRX.DE has paid dividends to shareholders.
Drawdowns
ECLM.DE vs. ZPRX.DE - Drawdown Comparison
The maximum ECLM.DE drawdown since its inception was -49.88%, which is greater than ZPRX.DE's maximum drawdown of -43.93%. Use the drawdown chart below to compare losses from any high point for ECLM.DE and ZPRX.DE.
Loading graphics...
Drawdown Indicators
| ECLM.DE | ZPRX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.88% | -43.93% | -5.95% |
Max Drawdown (1Y)Largest decline over 1 year | -19.77% | -11.87% | -7.90% |
Max Drawdown (5Y)Largest decline over 5 years | -49.88% | -27.52% | -22.36% |
Max Drawdown (10Y)Largest decline over 10 years | — | -43.93% | — |
Current DrawdownCurrent decline from peak | -28.47% | -7.81% | -20.66% |
Average DrawdownAverage peak-to-trough decline | -24.27% | -7.79% | -16.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.60% | 3.10% | +6.50% |
Volatility
ECLM.DE vs. ZPRX.DE - Volatility Comparison
HANetf iClima Global Decarbonisation Enablers UCITS ETF (ECLM.DE) and SPDR MSCI Europe Small Cap Value Weighted UCITS ETF (ZPRX.DE) have volatilities of 6.46% and 6.33%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| ECLM.DE | ZPRX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.46% | 6.33% | +0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 25.37% | 10.26% | +15.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.85% | 16.11% | +13.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.07% | 16.57% | +6.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.38% | 18.09% | +5.29% |