EXW3.DE vs. ZPRL.DE
EXW3.DE (iShares STOXX Europe 50 UCITS ETF (DE)) and ZPRL.DE (SPDR EURO STOXX Low Volatility UCITS ETF) are both Europe Equities funds - EXW3.DE tracks the STOXX® Europe 50 while ZPRL.DE tracks the EURO STOXX® Low Risk Weighted 100. Both are passively managed. Over the past 10 years, EXW3.DE returned 9.47%/yr vs 6.55%/yr for ZPRL.DE. Their correlation of 0.82 suggests significant overlap in exposure. EXW3.DE charges 0.52%/yr vs 0.30%/yr for ZPRL.DE.
Performance
EXW3.DE vs. ZPRL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXW3.DE achieves a 10.62% return, which is significantly higher than ZPRL.DE's 5.19% return. Over the past 10 years, EXW3.DE has outperformed ZPRL.DE with an annualized return of 9.47%, while ZPRL.DE has yielded a comparatively lower 6.55% annualized return.
EXW3.DE
- 1D
- 0.65%
- 1M
- 4.48%
- YTD
- 10.62%
- 6M
- 13.23%
- 1Y
- 20.00%
- 3Y*
- 13.15%
- 5Y*
- 11.77%
- 10Y*
- 9.47%
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%
EXW3.DE vs. ZPRL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXW3.DE iShares STOXX Europe 50 UCITS ETF (DE) | 10.62% | 18.18% | 7.31% | 14.20% | -1.53% | 25.70% | -6.57% | 28.28% | -10.54% | 9.15% |
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 EXW3.DE and ZPRL.DE is 0.65, 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 | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 2014 | 0.82 |
The correlation between EXW3.DE and ZPRL.DE shifts across timeframes, from 0.65 (1 year) to 0.82 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EXW3.DE vs. ZPRL.DE — Risk / Return Rank
EXW3.DE
ZPRL.DE
EXW3.DE vs. ZPRL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 50 UCITS ETF (DE) (EXW3.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.
| EXW3.DE | ZPRL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.81 | ||
| Sortino ratioReturn per unit of downside risk | +1.24 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.11 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.09 | 0.72 | +1.38 |
| Martin ratioReturn relative to average drawdown | 7.39 | 2.02 | +5.37 |
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
| EXW3.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.43 | 0.62 | +0.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.59 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.48 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.53 | -0.34 |
Drawdowns
EXW3.DE vs. ZPRL.DE - Drawdown Comparison
The maximum EXW3.DE drawdown since its inception was -57.98%, 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 EXW3.DE and ZPRL.DE.
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Drawdown Indicators
| EXW3.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.98% | -35.35% | -22.63% |
Max Drawdown (1Y)Largest decline over 1 year | -9.51% | -7.97% | -1.54% |
Max Drawdown (3Y)Largest decline over 3 years | -17.30% | -9.37% | -7.93% |
Max Drawdown (5Y)Largest decline over 5 years | -17.30% | -23.37% | +6.07% |
Max Drawdown (10Y)Largest decline over 10 years | -32.27% | -35.35% | +3.08% |
Current DrawdownCurrent decline from peak | -1.20% | -3.70% | +2.50% |
Average DrawdownAverage peak-to-trough decline | -17.07% | -5.39% | -11.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 2.84% | -0.14% |
Volatility
EXW3.DE vs. ZPRL.DE - Volatility Comparison
iShares STOXX Europe 50 UCITS ETF (DE) (EXW3.DE) has a higher volatility of 4.77% compared to SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.DE) at 2.90%. This indicates that EXW3.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
| EXW3.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.77% | 2.90% | +1.87% |
Volatility (6M)Calculated over the trailing 6-month period | 11.59% | 7.65% | +3.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.90% | 9.22% | +4.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.17% | 11.89% | +2.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.44% | 13.60% | +1.84% |
EXW3.DE vs. ZPRL.DE - Expense Ratio Comparison
EXW3.DE has a 0.52% expense ratio, which is higher than ZPRL.DE's 0.30% expense ratio.
Dividends
EXW3.DE vs. ZPRL.DE - Dividend Comparison
EXW3.DE's dividend yield for the trailing twelve months is around 2.12%, while ZPRL.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXW3.DE iShares STOXX Europe 50 UCITS ETF (DE) | 2.12% | 2.22% | 2.44% | 2.10% | 2.52% | 2.05% | 2.16% | 2.79% | 2.96% | 5.17% | 4.31% | 3.43% |
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
EXW3.DE and ZPRL.DE have a correlation of 0.65, 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 0.52% for EXW3.DE.
EXW3.DE tracks STOXX® Europe 50, while ZPRL.DE tracks EURO STOXX® Low Risk Weighted 100. They also come from different issuers: iShares and State Street. Their fees differ too: 0.52% for EXW3.DE and 0.30% for ZPRL.DE.
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