QDVX.DE vs. ZPRL.DE
QDVX.DE (iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist)) and ZPRL.DE (SPDR EURO STOXX Low Volatility UCITS ETF) are both Europe Equities funds - QDVX.DE tracks the MSCI Europe High Dividend Yield ESG Reduced Carbon Target Select while ZPRL.DE tracks the EURO STOXX® Low Risk Weighted 100. Both are passively managed. Over the past 5 years, QDVX.DE returned 10.16%/yr vs 7.05%/yr for ZPRL.DE. Their correlation of 0.83 suggests significant overlap in exposure. QDVX.DE charges 0.28%/yr vs 0.30%/yr for ZPRL.DE.
Performance
QDVX.DE vs. ZPRL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, QDVX.DE achieves a 4.78% return, which is significantly lower than ZPRL.DE's 5.19% return.
QDVX.DE
- 1D
- 0.51%
- 1M
- -0.32%
- YTD
- 4.78%
- 6M
- 6.26%
- 1Y
- 7.42%
- 3Y*
- 10.77%
- 5Y*
- 10.16%
- 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%
QDVX.DE vs. ZPRL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QDVX.DE iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) | 4.78% | 11.35% | 10.70% | 15.30% | 0.75% | 19.00% | -10.08% | 26.55% | -6.30% | 2.31% |
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% | 4.10% |
Correlation
The correlation between QDVX.DE and ZPRL.DE is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Jul 24, 2017 | 0.83 |
The correlation between QDVX.DE and ZPRL.DE has been stable across timeframes, ranging from 0.81 to 0.84 - a consistent structural relationship.
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Return for Risk
QDVX.DE vs. ZPRL.DE — Risk / Return Rank
QDVX.DE
ZPRL.DE
QDVX.DE vs. ZPRL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (QDVX.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.
| QDVX.DE | ZPRL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.08 | ||
| Sortino ratioReturn per unit of downside risk | +0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.11 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.94 | 0.72 | +0.22 |
| Martin ratioReturn relative to average drawdown | 2.94 | 2.02 | +0.92 |
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
| QDVX.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.69 | 0.62 | +0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.59 | +0.20 |
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 | -0.03 |
Drawdowns
QDVX.DE vs. ZPRL.DE - Drawdown Comparison
The maximum QDVX.DE drawdown since its inception was -38.46%, 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 QDVX.DE and ZPRL.DE.
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Drawdown Indicators
| QDVX.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.46% | -35.35% | -3.11% |
Max Drawdown (1Y)Largest decline over 1 year | -8.24% | -7.97% | -0.27% |
Max Drawdown (3Y)Largest decline over 3 years | -14.02% | -9.37% | -4.65% |
Max Drawdown (5Y)Largest decline over 5 years | -14.59% | -23.37% | +8.78% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.35% | — |
Current DrawdownCurrent decline from peak | -2.25% | -3.70% | +1.45% |
Average DrawdownAverage peak-to-trough decline | -4.70% | -5.39% | +0.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 2.84% | -0.21% |
Volatility
QDVX.DE vs. ZPRL.DE - Volatility Comparison
iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (QDVX.DE) has a higher volatility of 3.58% compared to SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.DE) at 2.90%. This indicates that QDVX.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
| QDVX.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.58% | 2.90% | +0.68% |
Volatility (6M)Calculated over the trailing 6-month period | 8.60% | 7.65% | +0.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.09% | 9.22% | +1.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.78% | 11.89% | +0.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.35% | 13.60% | +1.75% |
QDVX.DE vs. ZPRL.DE - Expense Ratio Comparison
QDVX.DE has a 0.28% expense ratio, which is lower than ZPRL.DE's 0.30% expense ratio.
Dividends
QDVX.DE vs. ZPRL.DE - Dividend Comparison
QDVX.DE's dividend yield for the trailing twelve months is around 3.21%, while ZPRL.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
QDVX.DE iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) | 3.21% | 3.02% | 3.11% | 3.58% | 4.25% | 4.50% | 3.25% | 4.45% | 5.19% | 1.56% |
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% |
Frequently Asked Questions
QDVX.DE and ZPRL.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QDVX.DE is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QDVX.DE is cheaper with a 0.28% expense ratio, compared with 0.30% for ZPRL.DE.
QDVX.DE tracks MSCI Europe High Dividend Yield ESG Reduced Carbon Target Select, while ZPRL.DE tracks EURO STOXX® Low Risk Weighted 100. They also come from different issuers: iShares and State Street. Their fees differ too: 0.28% for QDVX.DE and 0.30% for ZPRL.DE.
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