EXXX.DE vs. ZPRL.DE
EXXX.DE (iShares ATX UCITS ETF (DE)) and ZPRL.DE (SPDR EURO STOXX Low Volatility UCITS ETF) are both Europe Equities funds - EXXX.DE tracks the ATX Index while ZPRL.DE tracks the EURO STOXX® Low Risk Weighted 100. Both are passively managed. Over the past 10 years, EXXX.DE returned 15.61%/yr vs 7.46%/yr for ZPRL.DE. A 0.64 correlation means they provide meaningful diversification when combined. EXXX.DE charges 0.32%/yr vs 0.30%/yr for ZPRL.DE.
Performance
EXXX.DE vs. ZPRL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXXX.DE achieves a 26.40% return, which is significantly higher than ZPRL.DE's 10.06% return. Over the past 10 years, EXXX.DE has outperformed ZPRL.DE with an annualized return of 15.61%, while ZPRL.DE has yielded a comparatively lower 7.46% annualized return.
EXXX.DE
- 1D
- 0.98%
- 1M
- 8.32%
- 6M
- 25.26%
- YTD
- 26.40%
- 1Y
- 51.78%
- 3Y*
- 31.33%
- 5Y*
- 17.65%
- 10Y*
- 15.61%
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%
EXXX.DE vs. ZPRL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXXX.DE iShares ATX UCITS ETF (DE) | 26.40% | 51.31% | 10.39% | 13.71% | -16.43% | 42.16% | -11.27% | 19.95% | -18.96% | 32.71% |
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 EXXX.DE and ZPRL.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Mar 24, 2014 | 0.64 |
Over the past year, the correlation between EXXX.DE and ZPRL.DE has dropped to 0.43 - well below their long-term average of 0.64, suggesting their price drivers have been diverging.
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Return for Risk
EXXX.DE vs. ZPRL.DE — Risk / Return Rank
EXXX.DE
ZPRL.DE
EXXX.DE vs. ZPRL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ATX UCITS ETF (DE) (EXXX.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.
| EXXX.DE | ZPRL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.73 | ||
| Sortino ratioReturn per unit of downside risk | +2.42 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.23 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 4.81 | 1.55 | +3.26 |
| Martin ratioReturn relative to average drawdown | 16.27 | 4.50 | +11.77 |
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Drawdowns
EXXX.DE vs. ZPRL.DE - Drawdown Comparison
The maximum EXXX.DE drawdown since its inception was -71.43%, 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 EXXX.DE and ZPRL.DE.
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Drawdown Indicators
| EXXX.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.43% | -35.34% | -36.09% |
Max Drawdown (1Y)Largest decline over 1 year | -10.71% | -7.74% | -2.97% |
Max Drawdown (3Y)Largest decline over 3 years | -16.11% | -9.36% | -6.75% |
Max Drawdown (5Y)Largest decline over 5 years | -32.69% | -23.37% | -9.32% |
Max Drawdown (10Y)Largest decline over 10 years | -52.90% | -35.34% | -17.56% |
Current DrawdownCurrent decline from peak | -0.44% | 0.00% | -0.44% |
Average DrawdownAverage peak-to-trough decline | -28.46% | -5.33% | -23.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 2.67% | +0.50% |
Volatility
EXXX.DE vs. ZPRL.DE - Volatility Comparison
iShares ATX UCITS ETF (DE) (EXXX.DE) has a higher volatility of 5.95% compared to SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.DE) at 2.47%. This indicates that EXXX.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
| EXXX.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.95% | 2.47% | +3.48% |
Volatility (6M)Calculated over the trailing 6-month period | 14.44% | 8.46% | +5.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.43% | 9.80% | +7.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.15% | 11.98% | +7.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.00% | 13.39% | +6.61% |
EXXX.DE vs. ZPRL.DE - Expense Ratio Comparison
EXXX.DE has a 0.32% expense ratio, which is higher than ZPRL.DE's 0.30% expense ratio.
Dividends
EXXX.DE vs. ZPRL.DE - Dividend Comparison
EXXX.DE's dividend yield for the trailing twelve months is around 2.92%, while ZPRL.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXXX.DE iShares ATX UCITS ETF (DE) | 2.92% | 2.53% | 4.30% | 3.53% | 3.61% | 1.04% | 1.18% | 1.73% | 0.48% | 0.65% | 1.08% | 1.65% |
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
EXXX.DE and ZPRL.DE have a correlation of 0.43, 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 EXXX.DE.
EXXX.DE tracks ATX 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: 0.32% for EXXX.DE and 0.30% for ZPRL.DE.
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