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SELD.DE vs. ZPRW.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SELD.DE vs. ZPRW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.DE) and SPDR MSCI Europe Value UCITS ETF (ZPRW.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SELD.DE achieves a 14.08% return, which is significantly higher than ZPRW.DE's 11.85% return. Over the past 10 years, SELD.DE has underperformed ZPRW.DE with an annualized return of 9.59%, while ZPRW.DE has yielded a comparatively higher 10.74% annualized return.


SELD.DE

1D
0.52%
1M
4.00%
YTD
14.08%
6M
19.29%
1Y
32.34%
3Y*
20.75%
5Y*
11.33%
10Y*
9.59%

ZPRW.DE

1D
0.72%
1M
3.83%
YTD
11.85%
6M
15.32%
1Y
31.00%
3Y*
20.72%
5Y*
13.99%
10Y*
10.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SELD.DE vs. ZPRW.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SELD.DE
Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist
14.08%44.46%5.76%3.90%-10.09%24.12%-9.44%27.63%-4.88%5.07%
ZPRW.DE
SPDR MSCI Europe Value UCITS ETF
11.85%35.70%8.86%13.72%-4.74%27.39%-7.65%23.73%-14.98%10.96%

Correlation

The correlation between SELD.DE and ZPRW.DE is 0.85, 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

0.85

Correlation (3Y)
Calculated over the trailing 3-year period

0.86

Correlation (5Y)
Calculated over the trailing 5-year period

0.88

Correlation (10Y)
Calculated over the trailing 10-year period

0.76

Correlation (All Time)
Calculated using the full available price history since Feb 19, 2015

0.79

The correlation between SELD.DE and ZPRW.DE shifts across timeframes, from 0.76 (10 years) to 0.88 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

SELD.DE vs. ZPRW.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SELD.DE
SELD.DE Risk / Return Rank: 8484
Overall Rank
SELD.DE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
SELD.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
SELD.DE Omega Ratio Rank: 8282
Omega Ratio Rank
SELD.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
SELD.DE Martin Ratio Rank: 8282
Martin Ratio Rank

ZPRW.DE
ZPRW.DE Risk / Return Rank: 6969
Overall Rank
ZPRW.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
ZPRW.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
ZPRW.DE Omega Ratio Rank: 7070
Omega Ratio Rank
ZPRW.DE Calmar Ratio Rank: 6868
Calmar Ratio Rank
ZPRW.DE Martin Ratio Rank: 6868
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SELD.DE vs. ZPRW.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.DE) and SPDR MSCI Europe Value UCITS ETF (ZPRW.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.


SELD.DEZPRW.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.45

Sortino ratioReturn per unit of downside risk

+0.62

Omega ratioGain probability vs. loss probability

1.49

1.41

+0.08

Calmar ratioReturn relative to maximum drawdown

4.79

3.33

+1.46

Martin ratioReturn relative to average drawdown

16.20

12.39

+3.81

SELD.DE vs. ZPRW.DE - Sharpe Ratio Comparison

The current SELD.DE Sharpe Ratio is 2.73, which is comparable to the ZPRW.DE Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of SELD.DE and ZPRW.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SELD.DEZPRW.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.73

2.28

+0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.93

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.61

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.45

-0.28

Drawdowns

SELD.DE vs. ZPRW.DE - Drawdown Comparison

The maximum SELD.DE drawdown since its inception was -70.30%, which is greater than ZPRW.DE's maximum drawdown of -39.54%. Use the drawdown chart below to compare losses from any high point for SELD.DE and ZPRW.DE.


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Drawdown Indicators


SELD.DEZPRW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-70.30%

-39.54%

-30.76%

Max Drawdown (1Y)

Largest decline over 1 year

-6.72%

-9.27%

+2.55%

Max Drawdown (3Y)

Largest decline over 3 years

-14.13%

-17.04%

+2.91%

Max Drawdown (5Y)

Largest decline over 5 years

-23.02%

-18.41%

-4.61%

Max Drawdown (10Y)

Largest decline over 10 years

-40.65%

-39.54%

-1.11%

Current Drawdown

Current decline from peak

-1.80%

-1.75%

-0.05%

Average Drawdown

Average peak-to-trough decline

-25.32%

-6.92%

-18.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

2.50%

-0.51%

Volatility

SELD.DE vs. ZPRW.DE - Volatility Comparison

The current volatility for Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.DE) is 3.83%, while SPDR MSCI Europe Value UCITS ETF (ZPRW.DE) has a volatility of 4.40%. This indicates that SELD.DE experiences smaller price fluctuations and is considered to be less risky than ZPRW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SELD.DEZPRW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.83%

4.40%

-0.57%

Volatility (6M)

Calculated over the trailing 6-month period

9.59%

10.84%

-1.25%

Volatility (1Y)

Calculated over the trailing 1-year period

11.81%

13.53%

-1.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.87%

14.89%

-0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.42%

17.54%

-0.12%

SELD.DE vs. ZPRW.DE - Expense Ratio Comparison

SELD.DE has a 0.30% expense ratio, which is higher than ZPRW.DE's 0.20% expense ratio.


Dividends

SELD.DE vs. ZPRW.DE - Dividend Comparison

SELD.DE's dividend yield for the trailing twelve months is around 5.68%, while ZPRW.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
SELD.DE
Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist
5.68%6.48%6.46%0.00%7.70%4.52%5.09%5.34%5.60%4.75%5.20%5.48%
ZPRW.DE
SPDR MSCI Europe Value UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SELD.DE and ZPRW.DE have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ZPRW.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ZPRW.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for SELD.DE.

SELD.DE tracks STOXX® Europe Select Dividend 30, while ZPRW.DE tracks MSCI Europe Value Exposure Select. They also come from different issuers: Amundi and State Street. Their fees differ too: 0.30% for SELD.DE and 0.20% for ZPRW.DE.

Portfolio Optimizer

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