EDM6.DE vs. ZPRW.DE
EDM6.DE (iShares MSCI Europe ESG Enhanced UCITS ETF EUR Acc) and ZPRW.DE (SPDR MSCI Europe Value UCITS ETF) are both Europe Equities funds - EDM6.DE tracks the MSCI Europe ESG Enhanced Focus while ZPRW.DE tracks the MSCI Europe Value Exposure Select. Both are passively managed. Over the past 5 years, EDM6.DE returned 9.13%/yr vs 14.91%/yr for ZPRW.DE. Their correlation of 0.89 suggests significant overlap in exposure. EDM6.DE charges 0.12%/yr vs 0.20%/yr for ZPRW.DE.
Performance
EDM6.DE vs. ZPRW.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EDM6.DE achieves a 10.24% return, which is significantly lower than ZPRW.DE's 14.94% return.
EDM6.DE
- 1D
- -0.31%
- 1M
- 0.00%
- 6M
- 6.60%
- YTD
- 10.24%
- 1Y
- 19.93%
- 3Y*
- 13.83%
- 5Y*
- 9.13%
- 10Y*
- —
ZPRW.DE
- 1D
- -0.40%
- 1M
- 1.29%
- 6M
- 11.98%
- YTD
- 14.94%
- 1Y
- 32.77%
- 3Y*
- 20.81%
- 5Y*
- 14.91%
- 10Y*
- 11.23%
EDM6.DE vs. ZPRW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EDM6.DE iShares MSCI Europe ESG Enhanced UCITS ETF EUR Acc | 10.24% | 17.51% | 8.25% | 15.75% | -12.33% | 25.41% | -1.45% | 9.98% |
ZPRW.DE SPDR MSCI Europe Value UCITS ETF | 14.94% | 35.69% | 8.88% | 13.70% | -4.74% | 27.37% | -7.65% | 6.92% |
Correlation
The correlation between EDM6.DE and ZPRW.DE is 0.85, 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 | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Apr 16, 2019 | 0.89 |
The correlation between EDM6.DE and ZPRW.DE has been stable across timeframes, ranging from 0.85 to 0.89 - a consistent structural relationship.
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
EDM6.DE vs. ZPRW.DE — Risk / Return Rank
EDM6.DE
ZPRW.DE
EDM6.DE vs. ZPRW.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe ESG Enhanced UCITS ETF EUR Acc (EDM6.DE) and SPDR MSCI Europe Value UCITS ETF (ZPRW.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.
| EDM6.DE | ZPRW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.88 | ||
| Sortino ratioReturn per unit of downside risk | -1.14 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.44 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.98 | 3.52 | -1.54 |
| Martin ratioReturn relative to average drawdown | 7.31 | 13.12 | -5.81 |
Loading charts...
Drawdowns
EDM6.DE vs. ZPRW.DE - Drawdown Comparison
The maximum EDM6.DE drawdown since its inception was -35.03%, smaller than the maximum ZPRW.DE drawdown of -39.52%. Use the drawdown chart below to compare losses from any high point for EDM6.DE and ZPRW.DE.
Loading charts...
Drawdown Indicators
| EDM6.DE | ZPRW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.03% | -39.52% | +4.49% |
Max Drawdown (1Y)Largest decline over 1 year | -10.03% | -9.27% | -0.76% |
Max Drawdown (3Y)Largest decline over 3 years | -16.52% | -17.03% | +0.51% |
Max Drawdown (5Y)Largest decline over 5 years | -21.80% | -18.41% | -3.39% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.52% | — |
Current DrawdownCurrent decline from peak | -1.72% | -0.46% | -1.26% |
Average DrawdownAverage peak-to-trough decline | -5.26% | -6.98% | +1.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.72% | 2.49% | +0.23% |
Volatility
EDM6.DE vs. ZPRW.DE - Volatility Comparison
The current volatility for iShares MSCI Europe ESG Enhanced UCITS ETF EUR Acc (EDM6.DE) is 2.99%, while SPDR MSCI Europe Value UCITS ETF (ZPRW.DE) has a volatility of 3.73%. This indicates that EDM6.DE experiences smaller price fluctuations and is considered to be less risky than ZPRW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| EDM6.DE | ZPRW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.99% | 3.73% | -0.74% |
Volatility (6M)Calculated over the trailing 6-month period | 11.08% | 11.44% | -0.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.29% | 13.69% | -0.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.49% | 14.88% | -0.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.51% | 16.70% | -0.19% |
EDM6.DE vs. ZPRW.DE - Expense Ratio Comparison
EDM6.DE has a 0.12% expense ratio, which is lower than ZPRW.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
EDM6.DE vs. ZPRW.DE - Dividend Comparison
Neither EDM6.DE nor ZPRW.DE has paid dividends to shareholders.
Frequently Asked Questions
EDM6.DE and ZPRW.DE have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EDM6.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EDM6.DE is cheaper with a 0.12% expense ratio, compared with 0.20% for ZPRW.DE.
EDM6.DE tracks MSCI Europe ESG Enhanced Focus, while ZPRW.DE tracks MSCI Europe Value Exposure Select. They also come from different issuers: iShares and State Street. Their fees differ too: 0.12% for EDM6.DE and 0.20% for ZPRW.DE.
Find the right allocation for EDM6.DE and ZPRW.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