EXSD.DE vs. ZPRL.DE
EXSD.DE (iShares STOXX Europe Mid 200 UCITS ETF (DE)) and ZPRL.DE (SPDR EURO STOXX Low Volatility UCITS ETF) are both Europe Equities funds - EXSD.DE tracks the STOXX Europe Mid 200 Index while ZPRL.DE tracks the EURO STOXX® Low Risk Weighted 100. Both are passively managed. Over the past 10 years, EXSD.DE returned 9.23%/yr vs 7.46%/yr for ZPRL.DE. Their correlation of 0.84 suggests significant overlap in exposure. EXSD.DE charges 0.21%/yr vs 0.30%/yr for ZPRL.DE.
Performance
EXSD.DE vs. ZPRL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXSD.DE achieves a 12.15% return, which is significantly higher than ZPRL.DE's 10.06% return. Over the past 10 years, EXSD.DE has outperformed ZPRL.DE with an annualized return of 9.23%, while ZPRL.DE has yielded a comparatively lower 7.46% annualized return.
EXSD.DE
- 1D
- 0.64%
- 1M
- 4.72%
- 6M
- 11.00%
- YTD
- 12.15%
- 1Y
- 19.01%
- 3Y*
- 14.97%
- 5Y*
- 6.68%
- 10Y*
- 9.23%
ZPRL.DE
- 1D
- 1.07%
- 1M
- 4.60%
- 6M
- 9.72%
- YTD
- 10.06%
- 1Y
- 12.03%
- 3Y*
- 12.63%
- 5Y*
- 7.53%
- 10Y*
- 7.46%
EXSD.DE vs. ZPRL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXSD.DE iShares STOXX Europe Mid 200 UCITS ETF (DE) | 12.15% | 20.71% | 5.80% | 15.08% | -18.91% | 18.43% | 0.93% | 29.02% | -11.97% | 16.29% |
ZPRL.DE SPDR EURO STOXX Low Volatility UCITS ETF | 10.06% | 18.39% | 7.42% | 12.34% | -14.65% | 17.34% | -5.26% | 22.07% | -8.17% | 15.38% |
Correlation
The correlation between EXSD.DE and ZPRL.DE is 0.59, 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 | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Mar 24, 2014 | 0.84 |
Over the past year, the correlation between EXSD.DE and ZPRL.DE has dropped to 0.59 - well below their long-term average of 0.84, suggesting their price drivers have been diverging.
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Return for Risk
EXSD.DE vs. ZPRL.DE — Risk / Return Rank
EXSD.DE
ZPRL.DE
EXSD.DE vs. ZPRL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe Mid 200 UCITS ETF (DE) (EXSD.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EXSD.DE | ZPRL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.24 | ||
| Sortino ratioReturn per unit of downside risk | +0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.23 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.15 | 1.55 | +0.60 |
| Martin ratioReturn relative to average drawdown | 7.63 | 4.50 | +3.13 |
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Drawdowns
EXSD.DE vs. ZPRL.DE - Drawdown Comparison
The maximum EXSD.DE drawdown since its inception was -61.46%, which is greater than ZPRL.DE's maximum drawdown of -35.34%. Use the drawdown chart below to compare losses from any high point for EXSD.DE and ZPRL.DE.
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Drawdown Indicators
| EXSD.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.46% | -35.34% | -26.12% |
Max Drawdown (1Y)Largest decline over 1 year | -8.81% | -7.74% | -1.07% |
Max Drawdown (3Y)Largest decline over 3 years | -14.39% | -9.36% | -5.03% |
Max Drawdown (5Y)Largest decline over 5 years | -30.21% | -23.37% | -6.84% |
Max Drawdown (10Y)Largest decline over 10 years | -39.16% | -35.34% | -3.82% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -12.65% | -5.33% | -7.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 2.67% | -0.18% |
Volatility
EXSD.DE vs. ZPRL.DE - Volatility Comparison
iShares STOXX Europe Mid 200 UCITS ETF (DE) (EXSD.DE) has a higher volatility of 3.57% compared to SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.DE) at 2.47%. This indicates that EXSD.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
| EXSD.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.57% | 2.47% | +1.10% |
Volatility (6M)Calculated over the trailing 6-month period | 10.49% | 8.46% | +2.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.90% | 9.80% | +3.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.70% | 11.98% | +3.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.70% | 13.39% | +3.31% |
EXSD.DE vs. ZPRL.DE - Expense Ratio Comparison
EXSD.DE has a 0.21% expense ratio, which is lower than ZPRL.DE's 0.30% expense ratio.
Dividends
EXSD.DE vs. ZPRL.DE - Dividend Comparison
EXSD.DE's dividend yield for the trailing twelve months is around 2.71%, while ZPRL.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXSD.DE iShares STOXX Europe Mid 200 UCITS ETF (DE) | 2.71% | 3.08% | 3.23% | 2.71% | 3.06% | 2.12% | 1.54% | 2.85% | 3.02% | 3.28% | 3.16% | 2.64% |
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
EXSD.DE and ZPRL.DE have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EXSD.DE is cheaper at 0.21% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXSD.DE is cheaper with a 0.21% expense ratio, compared with 0.30% for ZPRL.DE.
EXSD.DE tracks STOXX Europe Mid 200 Index, while ZPRL.DE tracks EURO STOXX® Low Risk Weighted 100. They also come from different issuers: iShares and State Street. Their fees differ too: 0.21% for EXSD.DE and 0.30% for ZPRL.DE.
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