MIVB.DE vs. ZPRL.DE
MIVB.DE (Amundi Index MSCI Europe SRI PAB UCITS ETF DR (C)) and ZPRL.DE (SPDR EURO STOXX Low Volatility UCITS ETF) are both Europe Equities funds - MIVB.DE tracks the MSCI Europe SRI Filtered PAB while ZPRL.DE tracks the EURO STOXX® Low Risk Weighted 100. Both are passively managed. Over the past 5 years, MIVB.DE returned 5.52%/yr vs 7.05%/yr for ZPRL.DE. Their correlation of 0.85 suggests significant overlap in exposure. MIVB.DE charges 0.18%/yr vs 0.30%/yr for ZPRL.DE.
Performance
MIVB.DE vs. ZPRL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, MIVB.DE achieves a 5.69% return, which is significantly higher than ZPRL.DE's 5.19% return.
MIVB.DE
- 1D
- 0.51%
- 1M
- 1.45%
- YTD
- 5.69%
- 6M
- 7.38%
- 1Y
- 3.60%
- 3Y*
- 7.29%
- 5Y*
- 5.52%
- 10Y*
- —
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%
MIVB.DE vs. ZPRL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
MIVB.DE Amundi Index MSCI Europe SRI PAB UCITS ETF DR (C) | 5.69% | 3.11% | 7.55% | 16.88% | -15.60% | 26.63% | 2.50% | 31.33% | -6.34% |
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% | -6.83% |
Correlation
The correlation between MIVB.DE and ZPRL.DE is 0.68, 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 | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Nov 8, 2018 | 0.85 |
The correlation between MIVB.DE and ZPRL.DE shifts across timeframes, from 0.68 (1 year) to 0.85 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MIVB.DE vs. ZPRL.DE — Risk / Return Rank
MIVB.DE
ZPRL.DE
MIVB.DE vs. ZPRL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Index MSCI Europe SRI PAB UCITS ETF DR (C) (MIVB.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.
| MIVB.DE | ZPRL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.37 | ||
| Sortino ratioReturn per unit of downside risk | -0.44 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.11 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 0.34 | 0.72 | -0.38 |
| Martin ratioReturn relative to average drawdown | 0.82 | 2.02 | -1.19 |
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
| MIVB.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.25 | 0.62 | -0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | 0.59 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.48 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.53 | -0.02 |
Drawdowns
MIVB.DE vs. ZPRL.DE - Drawdown Comparison
The maximum MIVB.DE drawdown since its inception was -34.14%, roughly equal to the maximum ZPRL.DE drawdown of -35.35%. Use the drawdown chart below to compare losses from any high point for MIVB.DE and ZPRL.DE.
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Drawdown Indicators
| MIVB.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.14% | -35.35% | +1.21% |
Max Drawdown (1Y)Largest decline over 1 year | -10.20% | -7.97% | -2.23% |
Max Drawdown (3Y)Largest decline over 3 years | -15.73% | -9.37% | -6.36% |
Max Drawdown (5Y)Largest decline over 5 years | -23.94% | -23.37% | -0.57% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.35% | — |
Current DrawdownCurrent decline from peak | -1.15% | -3.70% | +2.55% |
Average DrawdownAverage peak-to-trough decline | -5.80% | -5.39% | -0.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.20% | 2.84% | +1.36% |
Volatility
MIVB.DE vs. ZPRL.DE - Volatility Comparison
Amundi Index MSCI Europe SRI PAB UCITS ETF DR (C) (MIVB.DE) has a higher volatility of 4.08% compared to SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.DE) at 2.90%. This indicates that MIVB.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
| MIVB.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.08% | 2.90% | +1.18% |
Volatility (6M)Calculated over the trailing 6-month period | 10.90% | 7.65% | +3.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.80% | 9.22% | +4.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.70% | 11.89% | +2.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.42% | 13.60% | +2.82% |
MIVB.DE vs. ZPRL.DE - Expense Ratio Comparison
MIVB.DE has a 0.18% expense ratio, which is lower than ZPRL.DE's 0.30% expense ratio.
Dividends
MIVB.DE vs. ZPRL.DE - Dividend Comparison
Neither MIVB.DE nor ZPRL.DE has paid dividends to shareholders.
Frequently Asked Questions
MIVB.DE and ZPRL.DE have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, MIVB.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MIVB.DE is cheaper with a 0.18% expense ratio, compared with 0.30% for ZPRL.DE.
MIVB.DE tracks MSCI Europe SRI Filtered PAB, while ZPRL.DE tracks EURO STOXX® Low Risk Weighted 100. They also come from different issuers: Amundi and State Street. Their fees differ too: 0.18% for MIVB.DE and 0.30% for ZPRL.DE.
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