SK9A.DE vs. ZPRL.DE
SK9A.DE (Expat Slovakia SAX UCITS ETF) and ZPRL.DE (SPDR EURO STOXX Low Volatility UCITS ETF) are both Europe Equities funds - SK9A.DE tracks the SAX Index while ZPRL.DE tracks the EURO STOXX® Low Risk Weighted 100. Both are passively managed. Over the past 5 years, SK9A.DE returned -11.34%/yr vs 7.17%/yr for ZPRL.DE. At a 0.02 correlation, their price movements are largely independent. SK9A.DE charges 1.38%/yr vs 0.30%/yr for ZPRL.DE.
Performance
SK9A.DE vs. ZPRL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SK9A.DE achieves a -5.23% return, which is significantly lower than ZPRL.DE's 9.51% return.
SK9A.DE
- 1D
- 0.09%
- 1M
- 4.26%
- 6M
- -3.96%
- YTD
- -5.23%
- 1Y
- -8.43%
- 3Y*
- -8.81%
- 5Y*
- -11.34%
- 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%
SK9A.DE vs. ZPRL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SK9A.DE Expat Slovakia SAX UCITS ETF | -5.23% | -7.70% | -11.57% | -2.72% | -26.07% | 0.64% | -6.13% | -2.42% | -10.23% |
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% | -7.71% |
Correlation
The correlation between SK9A.DE and ZPRL.DE is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Apr 16, 2018 | 0.02 |
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Return for Risk
SK9A.DE vs. ZPRL.DE — Risk / Return Rank
SK9A.DE
ZPRL.DE
SK9A.DE vs. ZPRL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Expat Slovakia SAX UCITS ETF (SK9A.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.
| SK9A.DE | ZPRL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.09 | ||
| Sortino ratioReturn per unit of downside risk | -2.88 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 1.23 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | -0.55 | 1.58 | -2.13 |
| Martin ratioReturn relative to average drawdown | -1.04 | 4.60 | -5.64 |
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Drawdowns
SK9A.DE vs. ZPRL.DE - Drawdown Comparison
The maximum SK9A.DE drawdown since its inception was -73.30%, which is greater than ZPRL.DE's maximum drawdown of -35.34%. Use the drawdown chart below to compare losses from any high point for SK9A.DE and ZPRL.DE.
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Drawdown Indicators
| SK9A.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.30% | -35.34% | -37.96% |
Max Drawdown (1Y)Largest decline over 1 year | -15.32% | -7.74% | -7.58% |
Max Drawdown (3Y)Largest decline over 3 years | -31.08% | -9.36% | -21.72% |
Max Drawdown (5Y)Largest decline over 5 years | -49.50% | -23.37% | -26.13% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.34% | — |
Current DrawdownCurrent decline from peak | -71.32% | -0.58% | -70.74% |
Average DrawdownAverage peak-to-trough decline | -45.90% | -5.32% | -40.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.06% | 2.67% | +5.39% |
Volatility
SK9A.DE vs. ZPRL.DE - Volatility Comparison
Expat Slovakia SAX UCITS ETF (SK9A.DE) has a higher volatility of 5.90% compared to SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.DE) at 2.62%. This indicates that SK9A.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
| SK9A.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.90% | 2.62% | +3.28% |
Volatility (6M)Calculated over the trailing 6-month period | 7.80% | 8.45% | -0.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.02% | 9.84% | +0.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.51% | 11.96% | -2.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.29% | 13.37% | +24.92% |
SK9A.DE vs. ZPRL.DE - Expense Ratio Comparison
SK9A.DE has a 1.38% expense ratio, which is higher than ZPRL.DE's 0.30% expense ratio.
Dividends
SK9A.DE vs. ZPRL.DE - Dividend Comparison
Neither SK9A.DE nor ZPRL.DE has paid dividends to shareholders.
Frequently Asked Questions
SK9A.DE and ZPRL.DE have a correlation of -0.01, 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 SK9A.DE.
SK9A.DE tracks SAX 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 SK9A.DE and 0.30% for ZPRL.DE.
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