EXS2.DE vs. ZPRL.DE
EXS2.DE (iShares TecDAX UCITS ETF (DE)) and ZPRL.DE (SPDR EURO STOXX Low Volatility UCITS ETF) are both Europe Equities funds - EXS2.DE tracks the TecDAX® while ZPRL.DE tracks the EURO STOXX® Low Risk Weighted 100. Both are passively managed. Over the past 10 years, EXS2.DE returned 9.01%/yr vs 6.55%/yr for ZPRL.DE. A 0.72 correlation means they provide meaningful diversification when combined. EXS2.DE charges 0.51%/yr vs 0.30%/yr for ZPRL.DE.
Performance
EXS2.DE vs. ZPRL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXS2.DE achieves a 15.70% return, which is significantly higher than ZPRL.DE's 5.19% return. Over the past 10 years, EXS2.DE has outperformed ZPRL.DE with an annualized return of 9.01%, while ZPRL.DE has yielded a comparatively lower 6.55% annualized return.
EXS2.DE
- 1D
- 0.52%
- 1M
- 10.51%
- YTD
- 15.70%
- 6M
- 16.91%
- 1Y
- 6.46%
- 3Y*
- 8.54%
- 5Y*
- 3.72%
- 10Y*
- 9.01%
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%
EXS2.DE vs. ZPRL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXS2.DE iShares TecDAX UCITS ETF (DE) | 15.70% | 5.33% | 1.63% | 13.54% | -26.00% | 21.07% | 6.12% | 22.25% | -3.77% | 39.90% |
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 EXS2.DE and ZPRL.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 2014 | 0.72 |
Over the past year, the correlation between EXS2.DE and ZPRL.DE has dropped to 0.48 - well below their long-term average of 0.72, suggesting their price drivers have been diverging.
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Return for Risk
EXS2.DE vs. ZPRL.DE — Risk / Return Rank
EXS2.DE
ZPRL.DE
EXS2.DE vs. ZPRL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares TecDAX UCITS ETF (DE) (EXS2.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.
| EXS2.DE | ZPRL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.26 | ||
| Sortino ratioReturn per unit of downside risk | -0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.11 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 0.40 | 0.72 | -0.32 |
| Martin ratioReturn relative to average drawdown | 0.80 | 2.02 | -1.22 |
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
| EXS2.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.36 | 0.62 | -0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.59 | -0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.48 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | 0.53 | -0.40 |
Drawdowns
EXS2.DE vs. ZPRL.DE - Drawdown Comparison
The maximum EXS2.DE drawdown since its inception was -84.49%, which is greater than ZPRL.DE's maximum drawdown of -35.35%. Use the drawdown chart below to compare losses from any high point for EXS2.DE and ZPRL.DE.
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Drawdown Indicators
| EXS2.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.49% | -35.35% | -49.14% |
Max Drawdown (1Y)Largest decline over 1 year | -16.12% | -7.97% | -8.15% |
Max Drawdown (3Y)Largest decline over 3 years | -17.93% | -9.37% | -8.56% |
Max Drawdown (5Y)Largest decline over 5 years | -34.97% | -23.37% | -11.60% |
Max Drawdown (10Y)Largest decline over 10 years | -34.97% | -35.35% | +0.38% |
Current DrawdownCurrent decline from peak | -0.81% | -3.70% | +2.89% |
Average DrawdownAverage peak-to-trough decline | -39.46% | -5.39% | -34.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.07% | 2.84% | +5.23% |
Volatility
EXS2.DE vs. ZPRL.DE - Volatility Comparison
iShares TecDAX UCITS ETF (DE) (EXS2.DE) has a higher volatility of 5.29% compared to SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.DE) at 2.90%. This indicates that EXS2.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
| EXS2.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.29% | 2.90% | +2.39% |
Volatility (6M)Calculated over the trailing 6-month period | 14.25% | 7.65% | +6.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.83% | 9.22% | +8.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.80% | 11.89% | +6.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.47% | 13.60% | +5.87% |
EXS2.DE vs. ZPRL.DE - Expense Ratio Comparison
EXS2.DE has a 0.51% expense ratio, which is higher than ZPRL.DE's 0.30% expense ratio.
Dividends
EXS2.DE vs. ZPRL.DE - Dividend Comparison
Neither EXS2.DE nor ZPRL.DE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXS2.DE iShares TecDAX UCITS ETF (DE) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.04% | 0.15% | 0.25% | 0.36% |
ZPRL.DE SPDR EURO STOXX Low Volatility UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EXS2.DE and ZPRL.DE have a correlation of 0.48, 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 0.51% for EXS2.DE.
EXS2.DE tracks TecDAX®, while ZPRL.DE tracks EURO STOXX® Low Risk Weighted 100. They also come from different issuers: iShares and State Street. Their fees differ too: 0.51% for EXS2.DE and 0.30% for ZPRL.DE.
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