ROX.DE vs. ZPRL.DE
ROX.DE (Expat Romania BET UCITS ETF) and ZPRL.DE (SPDR EURO STOXX Low Volatility UCITS ETF) are both Europe Equities funds - ROX.DE tracks the BET Index while ZPRL.DE tracks the EURO STOXX® Low Risk Weighted 100. Both are passively managed. Over the past 5 years, ROX.DE returned 22.95%/yr vs 7.17%/yr for ZPRL.DE. At a 0.17 correlation, their price movements are largely independent. ROX.DE charges 1.38%/yr vs 0.30%/yr for ZPRL.DE.
Performance
ROX.DE vs. ZPRL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ROX.DE achieves a 36.66% return, which is significantly higher than ZPRL.DE's 9.51% return.
ROX.DE
- 1D
- -0.61%
- 1M
- 13.62%
- 6M
- 23.70%
- YTD
- 36.66%
- 1Y
- 72.86%
- 3Y*
- 35.39%
- 5Y*
- 22.95%
- 10Y*
- —
ZPRL.DE
- 1D
- 0.21%
- 1M
- 1.30%
- 6M
- 8.75%
- YTD
- 9.51%
- 1Y
- 12.30%
- 3Y*
- 12.65%
- 5Y*
- 7.17%
- 10Y*
- 7.09%
ROX.DE vs. ZPRL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
ROX.DE Expat Romania BET UCITS ETF | 36.66% | 43.69% | 13.19% | 22.15% | -3.87% | 34.78% | -1.71% | 34.41% | -15.49% |
ZPRL.DE SPDR EURO STOXX Low Volatility UCITS ETF | 9.51% | 18.39% | 7.42% | 12.34% | -14.65% | 17.34% | -5.26% | 22.07% | -7.12% |
Correlation
The correlation between ROX.DE and ZPRL.DE is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Mar 19, 2018 | 0.17 |
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Return for Risk
ROX.DE vs. ZPRL.DE — Risk / Return Rank
ROX.DE
ZPRL.DE
ROX.DE vs. ZPRL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Expat Romania BET UCITS ETF (ROX.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ROX.DE | ZPRL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.50 | ||
| Sortino ratioReturn per unit of downside risk | +3.07 | ||
| Omega ratioGain probability vs. loss probability | 1.62 | 1.23 | +0.38 |
| Calmar ratioReturn relative to maximum drawdown | 9.16 | 1.58 | +7.58 |
| Martin ratioReturn relative to average drawdown | 28.50 | 4.60 | +23.91 |
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Drawdowns
ROX.DE vs. ZPRL.DE - Drawdown Comparison
The maximum ROX.DE drawdown since its inception was -29.00%, smaller than the maximum ZPRL.DE drawdown of -35.34%. Use the drawdown chart below to compare losses from any high point for ROX.DE and ZPRL.DE.
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Drawdown Indicators
| ROX.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.00% | -35.34% | +6.34% |
Max Drawdown (1Y)Largest decline over 1 year | -7.91% | -7.74% | -0.17% |
Max Drawdown (3Y)Largest decline over 3 years | -17.52% | -9.36% | -8.16% |
Max Drawdown (5Y)Largest decline over 5 years | -19.51% | -23.37% | +3.86% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.34% | — |
Current DrawdownCurrent decline from peak | -0.61% | -0.58% | -0.03% |
Average DrawdownAverage peak-to-trough decline | -5.26% | -5.32% | +0.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.55% | 2.67% | -0.12% |
Volatility
ROX.DE vs. ZPRL.DE - Volatility Comparison
Expat Romania BET UCITS ETF (ROX.DE) has a higher volatility of 5.33% compared to SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.DE) at 2.62%. This indicates that ROX.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
| ROX.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.33% | 2.62% | +2.71% |
Volatility (6M)Calculated over the trailing 6-month period | 13.80% | 8.45% | +5.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.34% | 9.84% | +9.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.81% | 11.96% | +7.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.02% | 13.37% | +7.65% |
ROX.DE vs. ZPRL.DE - Expense Ratio Comparison
ROX.DE has a 1.38% expense ratio, which is higher than ZPRL.DE's 0.30% expense ratio.
Dividends
ROX.DE vs. ZPRL.DE - Dividend Comparison
Neither ROX.DE nor ZPRL.DE has paid dividends to shareholders.
Frequently Asked Questions
ROX.DE and ZPRL.DE have a correlation of 0.13, 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 1.38% for ROX.DE.
ROX.DE tracks BET Index, while ZPRL.DE tracks EURO STOXX® Low Risk Weighted 100. They also come from different issuers: Expat and State Street. Their fees differ too: 1.38% for ROX.DE and 0.30% for ZPRL.DE.
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