EUPA.DE vs. ZPRL.DE
EUPA.DE (Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD)) and ZPRL.DE (SPDR EURO STOXX Low Volatility UCITS ETF) are both Europe Equities funds - EUPA.DE tracks the Shiller Barclays CAPE® Global Sector while ZPRL.DE tracks the EURO STOXX® Low Risk Weighted 100. Both are passively managed. Over the past 3 years, EUPA.DE returned 17.95%/yr vs 11.19%/yr for ZPRL.DE. A 0.66 correlation means they provide meaningful diversification when combined. EUPA.DE charges 0.65%/yr vs 0.30%/yr for ZPRL.DE.
Performance
EUPA.DE vs. ZPRL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EUPA.DE achieves a 8.36% return, which is significantly higher than ZPRL.DE's 5.19% return.
EUPA.DE
- 1D
- 0.63%
- 1M
- 0.54%
- YTD
- 8.36%
- 6M
- 9.94%
- 1Y
- 17.10%
- 3Y*
- 17.95%
- 5Y*
- —
- 10Y*
- —
ZPRL.DE
- 1D
- 0.22%
- 1M
- -0.23%
- YTD
- 5.19%
- 6M
- 6.78%
- 1Y
- 5.74%
- 3Y*
- 11.19%
- 5Y*
- 7.05%
- 10Y*
- 6.55%
EUPA.DE vs. ZPRL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
EUPA.DE Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD) | 8.36% | 18.38% | 13.54% | 11.13% |
ZPRL.DE SPDR EURO STOXX Low Volatility UCITS ETF | 5.19% | 18.48% | 7.41% | 4.82% |
Correlation
The correlation between EUPA.DE and ZPRL.DE is 0.66, 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 | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2023 | 0.66 |
The correlation between EUPA.DE and ZPRL.DE has been stable across timeframes, ranging from 0.66 to 0.66 - a consistent structural relationship.
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Return for Risk
EUPA.DE vs. ZPRL.DE — Risk / Return Rank
EUPA.DE
ZPRL.DE
EUPA.DE vs. ZPRL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD) (EUPA.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.
| EUPA.DE | ZPRL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.95 | ||
| Sortino ratioReturn per unit of downside risk | +1.37 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.11 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.02 | 0.72 | +1.30 |
| Martin ratioReturn relative to average drawdown | 7.49 | 2.02 | +5.47 |
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
| EUPA.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.57 | 0.62 | +0.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.59 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.48 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.30 | 0.53 | +0.77 |
Drawdowns
EUPA.DE vs. ZPRL.DE - Drawdown Comparison
The maximum EUPA.DE drawdown since its inception was -10.28%, smaller than the maximum ZPRL.DE drawdown of -35.35%. Use the drawdown chart below to compare losses from any high point for EUPA.DE and ZPRL.DE.
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Drawdown Indicators
| EUPA.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.28% | -35.35% | +25.07% |
Max Drawdown (1Y)Largest decline over 1 year | -8.44% | -7.97% | -0.47% |
Max Drawdown (3Y)Largest decline over 3 years | -10.28% | -9.37% | -0.91% |
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 | -2.77% | -3.70% | +0.93% |
Average DrawdownAverage peak-to-trough decline | -1.91% | -5.39% | +3.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.28% | 2.84% | -0.56% |
Volatility
EUPA.DE vs. ZPRL.DE - Volatility Comparison
Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD) (EUPA.DE) has a higher volatility of 3.63% compared to SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.DE) at 2.90%. This indicates that EUPA.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
| EUPA.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.63% | 2.90% | +0.73% |
Volatility (6M)Calculated over the trailing 6-month period | 9.03% | 7.65% | +1.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.84% | 9.22% | +1.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.40% | 11.89% | +0.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.40% | 13.60% | -1.20% |
EUPA.DE vs. ZPRL.DE - Expense Ratio Comparison
EUPA.DE has a 0.65% expense ratio, which is higher than ZPRL.DE's 0.30% expense ratio.
Dividends
EUPA.DE vs. ZPRL.DE - Dividend Comparison
Neither EUPA.DE nor ZPRL.DE has paid dividends to shareholders.
Frequently Asked Questions
EUPA.DE and ZPRL.DE have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ZPRL.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZPRL.DE is cheaper with a 0.30% expense ratio, compared with 0.65% for EUPA.DE.
EUPA.DE tracks Shiller Barclays CAPE® Global Sector, while ZPRL.DE tracks EURO STOXX® Low Risk Weighted 100. They also come from different issuers: Franklin Templeton and State Street. Their fees differ too: 0.65% for EUPA.DE and 0.30% for ZPRL.DE.
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