EXIE.DE vs. ZPRL.DE
EXIE.DE (iShares STOXX Europe 600 UCITS ETF (DE) EUR Acc) and ZPRL.DE (SPDR EURO STOXX Low Volatility UCITS ETF) are both Europe Equities funds - EXIE.DE tracks the STOXX® Europe 600 while ZPRL.DE tracks the EURO STOXX® Low Risk Weighted 100. Both are passively managed. Over the past 3 years, EXIE.DE returned 13.87%/yr vs 11.19%/yr for ZPRL.DE. Their correlation of 0.82 suggests significant overlap in exposure. EXIE.DE charges 0.20%/yr vs 0.30%/yr for ZPRL.DE.
Performance
EXIE.DE vs. ZPRL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXIE.DE achieves a 7.44% return, which is significantly higher than ZPRL.DE's 5.19% return.
EXIE.DE
- 1D
- 0.59%
- 1M
- 0.81%
- YTD
- 7.44%
- 6M
- 9.96%
- 1Y
- 16.03%
- 3Y*
- 13.87%
- 5Y*
- —
- 10Y*
- —
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%
EXIE.DE vs. ZPRL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
EXIE.DE iShares STOXX Europe 600 UCITS ETF (DE) EUR Acc | 7.44% | 20.59% | 8.32% | 6.62% |
ZPRL.DE SPDR EURO STOXX Low Volatility UCITS ETF | 5.19% | 18.48% | 7.41% | 4.12% |
Correlation
The correlation between EXIE.DE and ZPRL.DE is 0.74, 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 | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2023 | 0.82 |
The correlation between EXIE.DE and ZPRL.DE has been stable across timeframes, ranging from 0.74 to 0.82 - a consistent structural relationship.
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Return for Risk
EXIE.DE vs. ZPRL.DE — Risk / Return Rank
EXIE.DE
ZPRL.DE
EXIE.DE vs. ZPRL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 UCITS ETF (DE) EUR Acc (EXIE.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.
| EXIE.DE | ZPRL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.63 | ||
| Sortino ratioReturn per unit of downside risk | +0.95 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.11 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.70 | 0.72 | +0.98 |
| Martin ratioReturn relative to average drawdown | 6.42 | 2.02 | +4.40 |
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
| EXIE.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 0.62 | +0.63 |
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 | 1.01 | 0.53 | +0.47 |
Drawdowns
EXIE.DE vs. ZPRL.DE - Drawdown Comparison
The maximum EXIE.DE drawdown since its inception was -16.04%, smaller than the maximum ZPRL.DE drawdown of -35.35%. Use the drawdown chart below to compare losses from any high point for EXIE.DE and ZPRL.DE.
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Drawdown Indicators
| EXIE.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.04% | -35.35% | +19.31% |
Max Drawdown (1Y)Largest decline over 1 year | -9.58% | -7.97% | -1.61% |
Max Drawdown (3Y)Largest decline over 3 years | -16.04% | -9.37% | -6.67% |
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 | -1.65% | -3.70% | +2.05% |
Average DrawdownAverage peak-to-trough decline | -2.03% | -5.39% | +3.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.54% | 2.84% | -0.30% |
Volatility
EXIE.DE vs. ZPRL.DE - Volatility Comparison
iShares STOXX Europe 600 UCITS ETF (DE) EUR Acc (EXIE.DE) has a higher volatility of 4.35% compared to SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.DE) at 2.90%. This indicates that EXIE.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
| EXIE.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.35% | 2.90% | +1.45% |
Volatility (6M)Calculated over the trailing 6-month period | 10.75% | 7.65% | +3.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.00% | 9.22% | +3.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.99% | 11.89% | +1.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.99% | 13.60% | -0.61% |
EXIE.DE vs. ZPRL.DE - Expense Ratio Comparison
EXIE.DE has a 0.20% expense ratio, which is lower than ZPRL.DE's 0.30% expense ratio.
Dividends
EXIE.DE vs. ZPRL.DE - Dividend Comparison
Neither EXIE.DE nor ZPRL.DE has paid dividends to shareholders.
Frequently Asked Questions
EXIE.DE and ZPRL.DE have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EXIE.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXIE.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for ZPRL.DE.
EXIE.DE tracks STOXX® Europe 600, while ZPRL.DE tracks EURO STOXX® Low Risk Weighted 100. They also come from different issuers: iShares and State Street. Their fees differ too: 0.20% for EXIE.DE and 0.30% for ZPRL.DE.
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