ES50.DE vs. ZPRL.DE
Compare and contrast key facts about iShares EURO STOXX 50 ESG UCITS ETF EUR (Acc) (ES50.DE) and SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.DE).
ES50.DE and ZPRL.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ES50.DE is a passively managed fund by iShares that tracks the performance of the EURO STOXX 50 ESG Index. It was launched on Jul 26, 2023. ZPRL.DE is a passively managed fund by State Street that tracks the performance of the EURO STOXX® Low Risk Weighted 100. It was launched on Mar 24, 2014. Both ES50.DE and ZPRL.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
ES50.DE vs. ZPRL.DE - Performance Comparison
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ES50.DE vs. ZPRL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ES50.DE iShares EURO STOXX 50 ESG UCITS ETF EUR (Acc) | -0.80% | 25.72% | 13.20% | 6.66% |
ZPRL.DE SPDR EURO STOXX Low Volatility UCITS ETF | 4.94% | 18.48% | 7.41% | 2.06% |
Returns By Period
In the year-to-date period, ES50.DE achieves a -0.80% return, which is significantly lower than ZPRL.DE's 4.94% return.
ES50.DE
- 1D
- 3.18%
- 1M
- -4.67%
- YTD
- -0.80%
- 6M
- 4.08%
- 1Y
- 13.75%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ZPRL.DE
- 1D
- 1.55%
- 1M
- -2.79%
- YTD
- 4.94%
- 6M
- 7.62%
- 1Y
- 11.66%
- 3Y*
- 11.27%
- 5Y*
- 7.87%
- 10Y*
- 6.82%
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ES50.DE vs. ZPRL.DE - Expense Ratio Comparison
ES50.DE has a 0.10% expense ratio, which is lower than ZPRL.DE's 0.30% expense ratio.
Return for Risk
ES50.DE vs. ZPRL.DE — Risk / Return Rank
ES50.DE
ZPRL.DE
ES50.DE vs. ZPRL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares EURO STOXX 50 ESG UCITS ETF EUR (Acc) (ES50.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.
| ES50.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.77 | 0.98 | -0.21 |
Sortino ratioReturn per unit of downside risk | 1.14 | 1.28 | -0.14 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.21 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.21 | 1.33 | -0.12 |
Martin ratioReturn relative to average drawdown | 4.32 | 4.08 | +0.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ES50.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 0.98 | -0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.66 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.50 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.07 | 0.54 | +0.53 |
Correlation
The correlation between ES50.DE and ZPRL.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
ES50.DE vs. ZPRL.DE - Dividend Comparison
Neither ES50.DE nor ZPRL.DE has paid dividends to shareholders.
Drawdowns
ES50.DE vs. ZPRL.DE - Drawdown Comparison
The maximum ES50.DE drawdown since its inception was -15.53%, smaller than the maximum ZPRL.DE drawdown of -35.35%. Use the drawdown chart below to compare losses from any high point for ES50.DE and ZPRL.DE.
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Drawdown Indicators
| ES50.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.53% | -35.35% | +19.82% |
Max Drawdown (1Y)Largest decline over 1 year | -11.99% | -9.27% | -2.72% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.37% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.35% | — |
Current DrawdownCurrent decline from peak | -7.73% | -3.92% | -3.81% |
Average DrawdownAverage peak-to-trough decline | -2.33% | -5.42% | +3.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.27% | 2.87% | +0.40% |
Volatility
ES50.DE vs. ZPRL.DE - Volatility Comparison
iShares EURO STOXX 50 ESG UCITS ETF EUR (Acc) (ES50.DE) has a higher volatility of 7.08% compared to SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.DE) at 4.19%. This indicates that ES50.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
| ES50.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.08% | 4.19% | +2.89% |
Volatility (6M)Calculated over the trailing 6-month period | 11.80% | 6.78% | +5.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.81% | 11.90% | +5.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.26% | 11.84% | +3.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.26% | 13.59% | +1.67% |