EEUX.DE vs. ZPRL.DE
EEUX.DE (BNP Paribas Easy MSCI Europe ESG Filtered Min TE UCITS ETF) and ZPRL.DE (SPDR EURO STOXX Low Volatility UCITS ETF) are both Europe Equities funds - EEUX.DE tracks the MSCI Europe ESG Filtered Min TE while ZPRL.DE tracks the EURO STOXX® Low Risk Weighted 100. Both are passively managed. Over the past 10 years, EEUX.DE returned 10.13%/yr vs 7.80%/yr for ZPRL.DE. Their correlation of 0.86 suggests significant overlap in exposure. EEUX.DE charges 0.15%/yr vs 0.30%/yr for ZPRL.DE.
Performance
EEUX.DE vs. ZPRL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EEUX.DE achieves a 10.26% return, which is significantly higher than ZPRL.DE's 8.46% return. Over the past 10 years, EEUX.DE has outperformed ZPRL.DE with an annualized return of 10.13%, while ZPRL.DE has yielded a comparatively lower 7.80% annualized return.
EEUX.DE
- 1D
- 0.79%
- 1M
- 2.72%
- YTD
- 10.26%
- 6M
- 10.98%
- 1Y
- 21.84%
- 3Y*
- 15.05%
- 5Y*
- 9.50%
- 10Y*
- 10.13%
ZPRL.DE
- 1D
- 0.74%
- 1M
- 0.87%
- YTD
- 8.46%
- 6M
- 9.24%
- 1Y
- 11.65%
- 3Y*
- 12.82%
- 5Y*
- 7.22%
- 10Y*
- 7.80%
EEUX.DE vs. ZPRL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EEUX.DE BNP Paribas Easy MSCI Europe ESG Filtered Min TE UCITS ETF | 10.26% | 19.25% | 8.83% | 15.73% | -11.68% | 24.98% | -2.95% | 27.61% | -94.76% | 1,777.97% |
ZPRL.DE SPDR EURO STOXX Low Volatility UCITS ETF | 8.46% | 18.39% | 7.42% | 12.34% | -14.65% | 17.34% | -5.26% | 22.07% | -8.17% | 15.38% |
Correlation
The correlation between EEUX.DE and ZPRL.DE is 0.58, 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 | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Mar 24, 2014 | 0.86 |
Over the past year, the correlation between EEUX.DE and ZPRL.DE has dropped to 0.58 - well below their long-term average of 0.86, suggesting their price drivers have been diverging.
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Return for Risk
EEUX.DE vs. ZPRL.DE — Risk / Return Rank
EEUX.DE
ZPRL.DE
EEUX.DE vs. ZPRL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy MSCI Europe ESG Filtered Min TE UCITS ETF (EEUX.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.
| EEUX.DE | ZPRL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.47 | ||
| Sortino ratioReturn per unit of downside risk | +0.73 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.23 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.23 | 1.50 | +0.73 |
| Martin ratioReturn relative to average drawdown | 8.51 | 4.36 | +4.15 |
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Drawdowns
EEUX.DE vs. ZPRL.DE - Drawdown Comparison
The maximum EEUX.DE drawdown since its inception was -95.71%, which is greater than ZPRL.DE's maximum drawdown of -35.34%. Use the drawdown chart below to compare losses from any high point for EEUX.DE and ZPRL.DE.
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Drawdown Indicators
| EEUX.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.71% | -35.34% | -60.37% |
Max Drawdown (1Y)Largest decline over 1 year | -9.74% | -7.74% | -2.00% |
Max Drawdown (3Y)Largest decline over 3 years | -16.45% | -9.36% | -7.09% |
Max Drawdown (5Y)Largest decline over 5 years | -21.21% | -23.37% | +2.16% |
Max Drawdown (10Y)Largest decline over 10 years | -95.71% | -35.34% | -60.37% |
Current DrawdownCurrent decline from peak | -88.58% | -0.62% | -87.96% |
Average DrawdownAverage peak-to-trough decline | -55.21% | -5.34% | -49.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 2.67% | -0.11% |
Volatility
EEUX.DE vs. ZPRL.DE - Volatility Comparison
BNP Paribas Easy MSCI Europe ESG Filtered Min TE UCITS ETF (EEUX.DE) has a higher volatility of 2.98% compared to SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.DE) at 2.07%. This indicates that EEUX.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.
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Volatility by Period
| EEUX.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.98% | 2.07% | +0.91% |
Volatility (6M)Calculated over the trailing 6-month period | 10.82% | 8.26% | +2.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.99% | 9.70% | +3.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.26% | 11.96% | +2.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 714.84% | 13.45% | +701.39% |
EEUX.DE vs. ZPRL.DE - Expense Ratio Comparison
EEUX.DE has a 0.15% expense ratio, which is lower than ZPRL.DE's 0.30% expense ratio.
Dividends
EEUX.DE vs. ZPRL.DE - Dividend Comparison
Neither EEUX.DE nor ZPRL.DE has paid dividends to shareholders.
Frequently Asked Questions
EEUX.DE and ZPRL.DE have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EEUX.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EEUX.DE is cheaper with a 0.15% expense ratio, compared with 0.30% for ZPRL.DE.
EEUX.DE tracks MSCI Europe ESG Filtered Min TE, while ZPRL.DE tracks EURO STOXX® Low Risk Weighted 100. They also come from different issuers: BNP Paribas and State Street. Their fees differ too: 0.15% for EEUX.DE and 0.30% for ZPRL.DE.
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