IQQG.DE vs. ZPRL.DE
IQQG.DE (iShares Euro Total Market Growth Large UCITS ETF) and ZPRL.DE (SPDR EURO STOXX Low Volatility UCITS ETF) are both Europe Equities funds - IQQG.DE tracks the EURO STOXX® Total Market (TMI) Growth Large while ZPRL.DE tracks the EURO STOXX® Low Risk Weighted 100. Both are passively managed. Over the past 10 years, IQQG.DE returned 10.04%/yr vs 6.55%/yr for ZPRL.DE. Their correlation of 0.81 suggests significant overlap in exposure. IQQG.DE charges 0.40%/yr vs 0.30%/yr for ZPRL.DE.
Performance
IQQG.DE vs. ZPRL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IQQG.DE achieves a 11.22% return, which is significantly higher than ZPRL.DE's 5.19% return. Over the past 10 years, IQQG.DE has outperformed ZPRL.DE with an annualized return of 10.04%, while ZPRL.DE has yielded a comparatively lower 6.55% annualized return.
IQQG.DE
- 1D
- 0.60%
- 1M
- 4.08%
- YTD
- 11.22%
- 6M
- 11.01%
- 1Y
- 14.28%
- 3Y*
- 11.38%
- 5Y*
- 8.75%
- 10Y*
- 10.04%
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%
IQQG.DE vs. ZPRL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IQQG.DE iShares Euro Total Market Growth Large UCITS ETF | 11.22% | 11.02% | 9.86% | 21.00% | -17.49% | 26.92% | 5.51% | 37.01% | -12.14% | 12.69% |
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 IQQG.DE and ZPRL.DE is 0.54, 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 | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
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 | 0.81 |
Over the past year, the correlation between IQQG.DE and ZPRL.DE has dropped to 0.54 - well below their long-term average of 0.81, suggesting their price drivers have been diverging.
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Return for Risk
IQQG.DE vs. ZPRL.DE — Risk / Return Rank
IQQG.DE
ZPRL.DE
IQQG.DE vs. ZPRL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Euro Total Market Growth Large UCITS ETF (IQQG.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.
| IQQG.DE | ZPRL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.15 | ||
| Sortino ratioReturn per unit of downside risk | +0.40 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.11 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.15 | 0.72 | +0.43 |
| Martin ratioReturn relative to average drawdown | 3.72 | 2.02 | +1.71 |
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
| IQQG.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 0.62 | +0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.59 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.48 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.53 | -0.23 |
Drawdowns
IQQG.DE vs. ZPRL.DE - Drawdown Comparison
The maximum IQQG.DE drawdown since its inception was -57.23%, 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 IQQG.DE and ZPRL.DE.
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Drawdown Indicators
| IQQG.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.23% | -35.35% | -21.88% |
Max Drawdown (1Y)Largest decline over 1 year | -12.50% | -7.97% | -4.53% |
Max Drawdown (3Y)Largest decline over 3 years | -19.95% | -9.37% | -10.58% |
Max Drawdown (5Y)Largest decline over 5 years | -28.16% | -23.37% | -4.79% |
Max Drawdown (10Y)Largest decline over 10 years | -34.51% | -35.35% | +0.84% |
Current DrawdownCurrent decline from peak | 0.00% | -3.70% | +3.70% |
Average DrawdownAverage peak-to-trough decline | -14.07% | -5.39% | -8.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.87% | 2.84% | +1.03% |
Volatility
IQQG.DE vs. ZPRL.DE - Volatility Comparison
iShares Euro Total Market Growth Large UCITS ETF (IQQG.DE) has a higher volatility of 6.49% compared to SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.DE) at 2.90%. This indicates that IQQG.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
| IQQG.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.49% | 2.90% | +3.59% |
Volatility (6M)Calculated over the trailing 6-month period | 15.75% | 7.65% | +8.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.75% | 9.22% | +9.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.69% | 11.89% | +7.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.71% | 13.60% | +5.11% |
IQQG.DE vs. ZPRL.DE - Expense Ratio Comparison
IQQG.DE has a 0.40% expense ratio, which is higher than ZPRL.DE's 0.30% expense ratio.
Dividends
IQQG.DE vs. ZPRL.DE - Dividend Comparison
IQQG.DE's dividend yield for the trailing twelve months is around 1.08%, while ZPRL.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IQQG.DE iShares Euro Total Market Growth Large UCITS ETF | 1.08% | 1.04% | 0.98% | 0.94% | 1.00% | 0.55% | 0.99% | 1.38% | 1.57% | 1.57% | 1.80% | 1.70% |
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
IQQG.DE and ZPRL.DE have a correlation of 0.54, 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 0.40% for IQQG.DE.
IQQG.DE tracks EURO STOXX® Total Market (TMI) Growth Large, while ZPRL.DE tracks EURO STOXX® Low Risk Weighted 100. They also come from different issuers: iShares and State Street. Their fees differ too: 0.40% for IQQG.DE and 0.30% for ZPRL.DE.
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