EXSG.DE vs. ZPRL.DE
EXSG.DE (iShares EURO STOXX Select Dividend 30 UCITS ETF (DE)) and ZPRL.DE (SPDR EURO STOXX Low Volatility UCITS ETF) are both Europe Equities funds - EXSG.DE tracks the EURO STOXX® Select Dividend 30 while ZPRL.DE tracks the EURO STOXX® Low Risk Weighted 100. Both are passively managed. Over the past 10 years, EXSG.DE returned 7.41%/yr vs 6.55%/yr for ZPRL.DE. Their correlation of 0.82 suggests significant overlap in exposure. EXSG.DE charges 0.32%/yr vs 0.30%/yr for ZPRL.DE.
Performance
EXSG.DE vs. ZPRL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXSG.DE achieves a 7.97% return, which is significantly higher than ZPRL.DE's 5.19% return. Over the past 10 years, EXSG.DE has outperformed ZPRL.DE with an annualized return of 7.41%, while ZPRL.DE has yielded a comparatively lower 6.55% annualized return.
EXSG.DE
- 1D
- 0.33%
- 1M
- 1.17%
- YTD
- 7.97%
- 6M
- 10.98%
- 1Y
- 20.85%
- 3Y*
- 20.16%
- 5Y*
- 9.16%
- 10Y*
- 7.41%
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%
EXSG.DE vs. ZPRL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXSG.DE iShares EURO STOXX Select Dividend 30 UCITS ETF (DE) | 7.97% | 43.07% | 7.93% | 4.12% | -13.46% | 23.87% | -18.07% | 22.83% | -11.04% | 10.11% |
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 EXSG.DE and ZPRL.DE is 0.76, 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 | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 2014 | 0.82 |
The correlation between EXSG.DE and ZPRL.DE has been stable across timeframes, ranging from 0.76 to 0.83 - a consistent structural relationship.
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Return for Risk
EXSG.DE vs. ZPRL.DE — Risk / Return Rank
EXSG.DE
ZPRL.DE
EXSG.DE vs. ZPRL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares EURO STOXX Select Dividend 30 UCITS ETF (DE) (EXSG.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.
| EXSG.DE | ZPRL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.18 | ||
| Sortino ratioReturn per unit of downside risk | +1.62 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.11 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 2.71 | 0.72 | +1.99 |
| Martin ratioReturn relative to average drawdown | 8.47 | 2.02 | +6.45 |
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
| EXSG.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.80 | 0.62 | +1.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.59 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.48 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.53 | -0.27 |
Drawdowns
EXSG.DE vs. ZPRL.DE - Drawdown Comparison
The maximum EXSG.DE drawdown since its inception was -70.80%, 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 EXSG.DE and ZPRL.DE.
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Drawdown Indicators
| EXSG.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.80% | -35.35% | -35.45% |
Max Drawdown (1Y)Largest decline over 1 year | -7.84% | -7.97% | +0.13% |
Max Drawdown (3Y)Largest decline over 3 years | -12.86% | -9.37% | -3.49% |
Max Drawdown (5Y)Largest decline over 5 years | -24.70% | -23.37% | -1.33% |
Max Drawdown (10Y)Largest decline over 10 years | -43.45% | -35.35% | -8.10% |
Current DrawdownCurrent decline from peak | -1.33% | -3.70% | +2.37% |
Average DrawdownAverage peak-to-trough decline | -21.25% | -5.39% | -15.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 2.84% | -0.33% |
Volatility
EXSG.DE vs. ZPRL.DE - Volatility Comparison
iShares EURO STOXX Select Dividend 30 UCITS ETF (DE) (EXSG.DE) has a higher volatility of 3.34% compared to SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.DE) at 2.90%. This indicates that EXSG.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
| EXSG.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.34% | 2.90% | +0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 9.52% | 7.65% | +1.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.77% | 9.22% | +2.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.75% | 11.89% | +2.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.72% | 13.60% | +4.12% |
EXSG.DE vs. ZPRL.DE - Expense Ratio Comparison
EXSG.DE has a 0.32% expense ratio, which is higher than ZPRL.DE's 0.30% expense ratio.
Dividends
EXSG.DE vs. ZPRL.DE - Dividend Comparison
EXSG.DE's dividend yield for the trailing twelve months is around 4.10%, while ZPRL.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXSG.DE iShares EURO STOXX Select Dividend 30 UCITS ETF (DE) | 4.10% | 4.47% | 5.94% | 5.72% | 5.29% | 3.91% | 3.22% | 4.60% | 5.06% | 7.36% | 4.78% | 4.24% |
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
EXSG.DE and ZPRL.DE have a correlation of 0.76, 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 0.32% for EXSG.DE.
EXSG.DE tracks EURO STOXX® Select Dividend 30, while ZPRL.DE tracks EURO STOXX® Low Risk Weighted 100. They also come from different issuers: iShares and State Street. Their fees differ too: 0.32% for EXSG.DE and 0.30% for ZPRL.DE.
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