EGV2.DE vs. ZPRM.DE
EGV2.DE (Amundi Smart Overnight Return UCITS ETF (Dist)) and ZPRM.DE (State Street SPDR Bloomberg 1-3 Month T-Bill MXN Hdg UCITS ETF (Acc)) are both Money Market funds - EGV2.DE tracks the ESTR Compounded Index while ZPRM.DE tracks the Bloomberg US Treasury Bills 1-3 Month Index (MXN Hedged). Both are passively managed. Over the past 5 years, EGV2.DE returned 2.21%/yr vs 13.05%/yr for ZPRM.DE. At a 0.01 correlation, their price movements are largely independent. EGV2.DE charges 0.10%/yr vs 0.05%/yr for ZPRM.DE.
Performance
EGV2.DE vs. ZPRM.DE - Performance Comparison
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Different Trading Currencies
EGV2.DE is traded in EUR, while ZPRM.DE is traded in USD. To make them comparable, the ZPRM.DE values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, EGV2.DE achieves a 1.31% return, which is significantly lower than ZPRM.DE's 9.57% return.
EGV2.DE
- 1D
- 0.00%
- 1M
- 0.18%
- 6M
- 1.29%
- YTD
- 1.31%
- 1Y
- 2.33%
- 3Y*
- 3.22%
- 5Y*
- 2.21%
- 10Y*
- —
ZPRM.DE
- 1D
- -0.40%
- 1M
- 0.43%
- 6M
- 7.29%
- YTD
- 9.57%
- 1Y
- 17.32%
- 3Y*
- 8.05%
- 5Y*
- 13.05%
- 10Y*
- —
EGV2.DE vs. ZPRM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EGV2.DE Amundi Smart Overnight Return UCITS ETF (Dist) | 1.31% | 2.48% | 4.10% | 3.25% | 0.17% | -0.47% | -0.13% |
ZPRM.DE State Street SPDR Bloomberg 1-3 Month T-Bill MXN Hdg UCITS ETF (Acc) | 9.57% | 9.28% | -1.25% | 25.81% | 20.17% | 10.13% | 2.84% |
Correlation
The correlation between EGV2.DE and ZPRM.DE is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.00 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.00 |
Correlation (All Time) Calculated using the full available price history since Sep 17, 2020 | 0.01 |
The correlation between EGV2.DE and ZPRM.DE shifts across timeframes, from -0.00 (5 years) to 0.11 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
EGV2.DE vs. ZPRM.DE — Risk / Return Rank
EGV2.DE
ZPRM.DE
EGV2.DE vs. ZPRM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Smart Overnight Return UCITS ETF (Dist) (EGV2.DE) and State Street SPDR Bloomberg 1-3 Month T-Bill MXN Hdg UCITS ETF (Acc) (ZPRM.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.
| EGV2.DE | ZPRM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | +0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.44 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 7.55 | 6.89 | +0.66 |
| Martin ratioReturn relative to average drawdown | 32.06 | 22.04 | +10.02 |
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Drawdowns
EGV2.DE vs. ZPRM.DE - Drawdown Comparison
The maximum EGV2.DE drawdown since its inception was -0.86%, smaller than the maximum ZPRM.DE drawdown of -27.92%. Use the drawdown chart below to compare losses from any high point for EGV2.DE and ZPRM.DE.
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Drawdown Indicators
| EGV2.DE | ZPRM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.86% | -27.92% | +27.06% |
Max Drawdown (1Y)Largest decline over 1 year | -0.31% | -2.50% | +2.19% |
Max Drawdown (3Y)Largest decline over 3 years | -0.31% | -16.86% | +16.55% |
Max Drawdown (5Y)Largest decline over 5 years | -0.46% | -16.86% | +16.40% |
Current DrawdownCurrent decline from peak | 0.00% | -0.49% | +0.49% |
Average DrawdownAverage peak-to-trough decline | -0.22% | -6.41% | +6.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.07% | 0.78% | -0.71% |
Volatility
EGV2.DE vs. ZPRM.DE - Volatility Comparison
The current volatility for Amundi Smart Overnight Return UCITS ETF (Dist) (EGV2.DE) is 0.41%, while State Street SPDR Bloomberg 1-3 Month T-Bill MXN Hdg UCITS ETF (Acc) (ZPRM.DE) has a volatility of 2.28%. This indicates that EGV2.DE experiences smaller price fluctuations and is considered to be less risky than ZPRM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EGV2.DE | ZPRM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.41% | 2.28% | -1.87% |
Volatility (6M)Calculated over the trailing 6-month period | 0.90% | 6.06% | -5.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.11% | 7.86% | -6.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.73% | 10.79% | -10.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.68% | 13.87% | -13.19% |
EGV2.DE vs. ZPRM.DE - Expense Ratio Comparison
EGV2.DE has a 0.10% expense ratio, which is higher than ZPRM.DE's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
EGV2.DE vs. ZPRM.DE - Dividend Comparison
EGV2.DE's dividend yield for the trailing twelve months is around 2.93%, while ZPRM.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
EGV2.DE Amundi Smart Overnight Return UCITS ETF (Dist) | 2.93% | 2.97% | 3.91% | 2.50% |
ZPRM.DE State Street SPDR Bloomberg 1-3 Month T-Bill MXN Hdg UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EGV2.DE and ZPRM.DE have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ZPRM.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZPRM.DE is cheaper with a 0.05% expense ratio, compared with 0.10% for EGV2.DE.
EGV2.DE tracks ESTR Compounded Index, while ZPRM.DE tracks Bloomberg US Treasury Bills 1-3 Month Index (MXN Hedged). They also come from different issuers: Amundi and State Street. Their fees differ too: 0.10% for EGV2.DE and 0.05% for ZPRM.DE.
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