EUN0.DE vs. ZPRL.DE
EUN0.DE (iShares Edge MSCI Europe Minimum Volatility UCITS ETF) and ZPRL.DE (SPDR EURO STOXX Low Volatility UCITS ETF) are both Europe Equities funds - EUN0.DE tracks the MSCI Europe Minimum Volatility while ZPRL.DE tracks the EURO STOXX® Low Risk Weighted 100. Both are passively managed. Over the past 10 years, EUN0.DE returned 6.66%/yr vs 6.55%/yr for ZPRL.DE. Their correlation of 0.89 suggests significant overlap in exposure. EUN0.DE charges 0.25%/yr vs 0.30%/yr for ZPRL.DE.
Performance
EUN0.DE vs. ZPRL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EUN0.DE achieves a 5.60% return, which is significantly higher than ZPRL.DE's 5.19% return. Both investments have delivered pretty close results over the past 10 years, with EUN0.DE having a 6.66% annualized return and ZPRL.DE not far behind at 6.55%.
EUN0.DE
- 1D
- 0.54%
- 1M
- -0.19%
- YTD
- 5.60%
- 6M
- 7.10%
- 1Y
- 5.26%
- 3Y*
- 10.39%
- 5Y*
- 7.36%
- 10Y*
- 6.66%
ZPRL.DE
- 1D
- 0.22%
- 1M
- -1.72%
- YTD
- 5.19%
- 6M
- 6.76%
- 1Y
- 5.48%
- 3Y*
- 11.19%
- 5Y*
- 7.05%
- 10Y*
- 6.55%
EUN0.DE vs. ZPRL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EUN0.DE iShares Edge MSCI Europe Minimum Volatility UCITS ETF | 5.60% | 12.27% | 11.42% | 10.79% | -13.21% | 21.54% | -4.02% | 24.17% | -4.36% | 9.14% |
ZPRL.DE SPDR EURO STOXX Low Volatility UCITS ETF | 5.19% | 18.48% | 7.41% | 12.34% | -14.65% | 17.34% | -5.25% | 22.05% | -8.17% | 15.38% |
Correlation
The correlation between EUN0.DE and ZPRL.DE is 0.87, 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 | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 2014 | 0.89 |
The correlation between EUN0.DE and ZPRL.DE has been stable across timeframes, ranging from 0.86 to 0.90 - a consistent structural relationship.
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Return for Risk
EUN0.DE vs. ZPRL.DE — Risk / Return Rank
EUN0.DE
ZPRL.DE
EUN0.DE vs. ZPRL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Minimum Volatility UCITS ETF (EUN0.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.
| EUN0.DE | ZPRL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | +0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.11 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 0.76 | 0.72 | +0.04 |
| Martin ratioReturn relative to average drawdown | 1.97 | 2.02 | -0.04 |
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
| EUN0.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 0.62 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.59 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.48 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.53 | +0.10 |
Drawdowns
EUN0.DE vs. ZPRL.DE - Drawdown Comparison
The maximum EUN0.DE drawdown since its inception was -30.68%, smaller than the maximum ZPRL.DE drawdown of -35.35%. Use the drawdown chart below to compare losses from any high point for EUN0.DE and ZPRL.DE.
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Drawdown Indicators
| EUN0.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.68% | -35.35% | +4.67% |
Max Drawdown (1Y)Largest decline over 1 year | -7.16% | -7.97% | +0.81% |
Max Drawdown (3Y)Largest decline over 3 years | -10.73% | -9.37% | -1.36% |
Max Drawdown (5Y)Largest decline over 5 years | -19.64% | -23.37% | +3.73% |
Max Drawdown (10Y)Largest decline over 10 years | -30.68% | -35.35% | +4.67% |
Current DrawdownCurrent decline from peak | -3.12% | -3.70% | +0.58% |
Average DrawdownAverage peak-to-trough decline | -4.69% | -5.39% | +0.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 2.84% | -0.08% |
Volatility
EUN0.DE vs. ZPRL.DE - Volatility Comparison
iShares Edge MSCI Europe Minimum Volatility UCITS ETF (EUN0.DE) and SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.DE) have volatilities of 3.03% and 2.90%, 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.
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Volatility by Period
| EUN0.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.03% | 2.90% | +0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 7.20% | 7.65% | -0.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.77% | 9.22% | -0.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.02% | 11.89% | -0.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.51% | 13.60% | -1.09% |
EUN0.DE vs. ZPRL.DE - Expense Ratio Comparison
EUN0.DE has a 0.25% expense ratio, which is lower than ZPRL.DE's 0.30% expense ratio.
Dividends
EUN0.DE vs. ZPRL.DE - Dividend Comparison
Neither EUN0.DE nor ZPRL.DE has paid dividends to shareholders.
Frequently Asked Questions
EUN0.DE and ZPRL.DE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EUN0.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EUN0.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for ZPRL.DE.
EUN0.DE tracks MSCI Europe Minimum Volatility, while ZPRL.DE tracks EURO STOXX® Low Risk Weighted 100. They also come from different issuers: iShares and State Street. Their fees differ too: 0.25% for EUN0.DE and 0.30% for ZPRL.DE.
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