LCEU.DE vs. ZPRL.DE
Compare and contrast key facts about BNP Paribas Easy Low Carbon 100 Europe PAB UCITS ETF (LCEU.DE) and SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.DE).
LCEU.DE and ZPRL.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LCEU.DE is a passively managed fund by BNP Paribas that tracks the performance of the Low Carbon 100 Europe PAB. It was launched on Jun 2, 2017. ZPRL.DE is a passively managed fund by State Street that tracks the performance of the EURO STOXX® Low Risk Weighted 100. It was launched on Mar 24, 2014. Both LCEU.DE and ZPRL.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
LCEU.DE vs. ZPRL.DE - Performance Comparison
Loading graphics...
LCEU.DE vs. ZPRL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
LCEU.DE BNP Paribas Easy Low Carbon 100 Europe PAB UCITS ETF | -0.33% | 9.84% | 5.83% | 14.59% | 2.39% |
ZPRL.DE SPDR EURO STOXX Low Volatility UCITS ETF | 5.41% | 18.48% | 7.41% | 12.34% | -1.40% |
Returns By Period
In the year-to-date period, LCEU.DE achieves a -0.33% return, which is significantly lower than ZPRL.DE's 5.41% return.
LCEU.DE
- 1D
- 1.96%
- 1M
- -1.12%
- YTD
- -0.33%
- 6M
- 3.96%
- 1Y
- 6.85%
- 3Y*
- 6.56%
- 5Y*
- —
- 10Y*
- —
ZPRL.DE
- 1D
- 0.45%
- 1M
- 0.46%
- YTD
- 5.41%
- 6M
- 8.06%
- 1Y
- 12.21%
- 3Y*
- 11.58%
- 5Y*
- 7.97%
- 10Y*
- 6.82%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
LCEU.DE vs. ZPRL.DE - Expense Ratio Comparison
Both LCEU.DE and ZPRL.DE have an expense ratio of 0.30%.
Return for Risk
LCEU.DE vs. ZPRL.DE — Risk / Return Rank
LCEU.DE
ZPRL.DE
LCEU.DE vs. ZPRL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy Low Carbon 100 Europe PAB UCITS ETF (LCEU.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.
| LCEU.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.46 | 1.02 | -0.56 |
Sortino ratioReturn per unit of downside risk | 0.68 | 1.33 | -0.65 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.22 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.88 | 1.60 | -0.72 |
Martin ratioReturn relative to average drawdown | 3.07 | 4.70 | -1.63 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| LCEU.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.46 | 1.02 | -0.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.67 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.50 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.54 | +0.12 |
Correlation
The correlation between LCEU.DE and ZPRL.DE is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
LCEU.DE vs. ZPRL.DE - Dividend Comparison
Neither LCEU.DE nor ZPRL.DE has paid dividends to shareholders.
Drawdowns
LCEU.DE vs. ZPRL.DE - Drawdown Comparison
The maximum LCEU.DE drawdown since its inception was -16.38%, smaller than the maximum ZPRL.DE drawdown of -35.35%. Use the drawdown chart below to compare losses from any high point for LCEU.DE and ZPRL.DE.
Loading graphics...
Drawdown Indicators
| LCEU.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.38% | -35.35% | +18.97% |
Max Drawdown (1Y)Largest decline over 1 year | -10.37% | -8.83% | -1.54% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.37% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.35% | — |
Current DrawdownCurrent decline from peak | -5.97% | -3.49% | -2.48% |
Average DrawdownAverage peak-to-trough decline | -2.92% | -5.42% | +2.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.97% | 2.71% | +0.26% |
Volatility
LCEU.DE vs. ZPRL.DE - Volatility Comparison
BNP Paribas Easy Low Carbon 100 Europe PAB UCITS ETF (LCEU.DE) has a higher volatility of 5.39% compared to SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.DE) at 4.21%. This indicates that LCEU.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.
Loading graphics...
Volatility by Period
| LCEU.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.39% | 4.21% | +1.18% |
Volatility (6M)Calculated over the trailing 6-month period | 8.72% | 6.78% | +1.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.88% | 11.88% | +3.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.92% | 11.84% | +1.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.92% | 13.59% | -0.67% |