PRAZ.DE vs. ZPRL.DE
PRAZ.DE (Amundi Prime Eurozone UCITS ETF) and ZPRL.DE (SPDR EURO STOXX Low Volatility UCITS ETF) are both Europe Equities funds - PRAZ.DE tracks the Solactive GBS Developed Markets Eurozone Large & Mid Cap while ZPRL.DE tracks the EURO STOXX® Low Risk Weighted 100. Both are passively managed. Over the past 5 years, PRAZ.DE returned 10.79%/yr vs 7.00%/yr for ZPRL.DE. A 0.70 correlation means they provide meaningful diversification when combined. PRAZ.DE charges 0.05%/yr vs 0.30%/yr for ZPRL.DE.
Performance
PRAZ.DE vs. ZPRL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, PRAZ.DE achieves a 8.64% return, which is significantly higher than ZPRL.DE's 4.96% return.
PRAZ.DE
- 1D
- -0.82%
- 1M
- 6.35%
- YTD
- 8.64%
- 6M
- 11.13%
- 1Y
- 18.57%
- 3Y*
- 15.91%
- 5Y*
- 10.79%
- 10Y*
- —
ZPRL.DE
- 1D
- -0.58%
- 1M
- 0.27%
- YTD
- 4.96%
- 6M
- 6.55%
- 1Y
- 5.62%
- 3Y*
- 11.05%
- 5Y*
- 7.00%
- 10Y*
- 6.54%
PRAZ.DE vs. ZPRL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
PRAZ.DE Amundi Prime Eurozone UCITS ETF | 8.64% | 24.75% | 9.66% | 19.29% | -11.83% | 26.38% | -4.68% |
ZPRL.DE SPDR EURO STOXX Low Volatility UCITS ETF | 4.96% | 18.48% | 7.41% | 12.34% | -14.65% | 17.34% | -6.89% |
Correlation
The correlation between PRAZ.DE and ZPRL.DE is 0.67, 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 | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Jan 23, 2020 | 0.70 |
The correlation between PRAZ.DE and ZPRL.DE shifts across timeframes, from 0.67 (1 year) to 0.77 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
PRAZ.DE vs. ZPRL.DE — Risk / Return Rank
PRAZ.DE
ZPRL.DE
PRAZ.DE vs. ZPRL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Prime Eurozone UCITS ETF (PRAZ.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.
| PRAZ.DE | ZPRL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.63 | ||
| Sortino ratioReturn per unit of downside risk | +1.01 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.11 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.77 | 0.70 | +1.07 |
| Martin ratioReturn relative to average drawdown | 6.48 | 1.98 | +4.50 |
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
| PRAZ.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 0.61 | +0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.58 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.48 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.53 | +0.01 |
Drawdowns
PRAZ.DE vs. ZPRL.DE - Drawdown Comparison
The maximum PRAZ.DE drawdown since its inception was -29.52%, smaller than the maximum ZPRL.DE drawdown of -35.35%. Use the drawdown chart below to compare losses from any high point for PRAZ.DE and ZPRL.DE.
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Drawdown Indicators
| PRAZ.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.52% | -35.35% | +5.83% |
Max Drawdown (1Y)Largest decline over 1 year | -10.45% | -7.97% | -2.48% |
Max Drawdown (3Y)Largest decline over 3 years | -15.46% | -9.37% | -6.09% |
Max Drawdown (5Y)Largest decline over 5 years | -24.09% | -23.37% | -0.72% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.35% | — |
Current DrawdownCurrent decline from peak | -0.97% | -3.90% | +2.93% |
Average DrawdownAverage peak-to-trough decline | -6.18% | -5.39% | -0.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.86% | 2.83% | +0.03% |
Volatility
PRAZ.DE vs. ZPRL.DE - Volatility Comparison
Amundi Prime Eurozone UCITS ETF (PRAZ.DE) has a higher volatility of 5.28% compared to SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.DE) at 3.30%. This indicates that PRAZ.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
| PRAZ.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.28% | 3.30% | +1.98% |
Volatility (6M)Calculated over the trailing 6-month period | 12.24% | 7.65% | +4.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.94% | 9.23% | +5.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.99% | 11.89% | +5.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.17% | 13.60% | +5.57% |
PRAZ.DE vs. ZPRL.DE - Expense Ratio Comparison
PRAZ.DE has a 0.05% expense ratio, which is lower than ZPRL.DE's 0.30% expense ratio.
Dividends
PRAZ.DE vs. ZPRL.DE - Dividend Comparison
Neither PRAZ.DE nor ZPRL.DE has paid dividends to shareholders.
Frequently Asked Questions
PRAZ.DE and ZPRL.DE have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, PRAZ.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PRAZ.DE is cheaper with a 0.05% expense ratio, compared with 0.30% for ZPRL.DE.
PRAZ.DE tracks Solactive GBS Developed Markets Eurozone Large & Mid Cap, while ZPRL.DE tracks EURO STOXX® Low Risk Weighted 100. They also come from different issuers: Amundi and State Street. Their fees differ too: 0.05% for PRAZ.DE and 0.30% for ZPRL.DE.
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