IBC0.DE vs. ZPRL.DE
IBC0.DE (iShares Edge MSCI Europe Multifactor UCITS ETF) and ZPRL.DE (SPDR EURO STOXX Low Volatility UCITS ETF) are both Europe Equities funds - IBC0.DE tracks the MSCI Europe Diversified Multiple-Factor while ZPRL.DE tracks the EURO STOXX® Low Risk Weighted 100. Both are passively managed. Over the past 10 years, IBC0.DE returned 9.77%/yr vs 6.55%/yr for ZPRL.DE. A 0.78 correlation means they provide meaningful diversification when combined. IBC0.DE charges 0.45%/yr vs 0.30%/yr for ZPRL.DE.
Performance
IBC0.DE vs. ZPRL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IBC0.DE achieves a 9.99% return, which is significantly higher than ZPRL.DE's 5.19% return. Over the past 10 years, IBC0.DE has outperformed ZPRL.DE with an annualized return of 9.77%, while ZPRL.DE has yielded a comparatively lower 6.55% annualized return.
IBC0.DE
- 1D
- 0.63%
- 1M
- 0.47%
- YTD
- 9.99%
- 6M
- 13.20%
- 1Y
- 19.89%
- 3Y*
- 18.33%
- 5Y*
- 10.54%
- 10Y*
- 9.77%
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%
IBC0.DE vs. ZPRL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IBC0.DE iShares Edge MSCI Europe Multifactor UCITS ETF | 9.99% | 21.49% | 14.29% | 19.19% | -15.94% | 26.76% | -0.55% | 26.28% | -11.58% | 12.21% |
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 IBC0.DE and ZPRL.DE is 0.73, 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 | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Sep 14, 2015 | 0.78 |
The correlation between IBC0.DE and ZPRL.DE has been stable across timeframes, ranging from 0.73 to 0.81 - a consistent structural relationship.
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Return for Risk
IBC0.DE vs. ZPRL.DE — Risk / Return Rank
IBC0.DE
ZPRL.DE
IBC0.DE vs. ZPRL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Multifactor UCITS ETF (IBC0.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.
| IBC0.DE | ZPRL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.97 | ||
| Sortino ratioReturn per unit of downside risk | +1.44 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.11 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 2.56 | 0.72 | +1.85 |
| Martin ratioReturn relative to average drawdown | 9.54 | 2.02 | +7.52 |
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
| IBC0.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.59 | 0.62 | +0.97 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.59 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.48 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.53 | +0.05 |
Drawdowns
IBC0.DE vs. ZPRL.DE - Drawdown Comparison
The maximum IBC0.DE drawdown since its inception was -37.22%, 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 IBC0.DE and ZPRL.DE.
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Drawdown Indicators
| IBC0.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.22% | -35.35% | -1.87% |
Max Drawdown (1Y)Largest decline over 1 year | -7.87% | -7.97% | +0.10% |
Max Drawdown (3Y)Largest decline over 3 years | -15.28% | -9.37% | -5.91% |
Max Drawdown (5Y)Largest decline over 5 years | -24.64% | -23.37% | -1.27% |
Max Drawdown (10Y)Largest decline over 10 years | -37.22% | -35.35% | -1.87% |
Current DrawdownCurrent decline from peak | -1.53% | -3.70% | +2.17% |
Average DrawdownAverage peak-to-trough decline | -5.79% | -5.39% | -0.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.12% | 2.84% | -0.72% |
Volatility
IBC0.DE vs. ZPRL.DE - Volatility Comparison
iShares Edge MSCI Europe Multifactor UCITS ETF (IBC0.DE) has a higher volatility of 4.25% compared to SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.DE) at 2.90%. This indicates that IBC0.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
| IBC0.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.25% | 2.90% | +1.35% |
Volatility (6M)Calculated over the trailing 6-month period | 10.49% | 7.65% | +2.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.68% | 9.22% | +3.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.81% | 11.89% | +2.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.32% | 13.60% | +2.72% |
IBC0.DE vs. ZPRL.DE - Expense Ratio Comparison
IBC0.DE has a 0.45% expense ratio, which is higher than ZPRL.DE's 0.30% expense ratio.
Dividends
IBC0.DE vs. ZPRL.DE - Dividend Comparison
Neither IBC0.DE nor ZPRL.DE has paid dividends to shareholders.
Frequently Asked Questions
IBC0.DE and ZPRL.DE have a correlation of 0.73, 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 0.45% for IBC0.DE.
IBC0.DE tracks MSCI Europe Diversified Multiple-Factor, while ZPRL.DE tracks EURO STOXX® Low Risk Weighted 100. They also come from different issuers: iShares and State Street. Their fees differ too: 0.45% for IBC0.DE and 0.30% for ZPRL.DE.
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