SLQX.DE vs. ZPRL.DE
SLQX.DE (Expat Slovenia SBI TOP UCITS ETF) and ZPRL.DE (SPDR EURO STOXX Low Volatility UCITS ETF) are both Europe Equities funds - SLQX.DE tracks the SBI TOP Index while ZPRL.DE tracks the EURO STOXX® Low Risk Weighted 100. Both are passively managed. Over the past 5 years, SLQX.DE returned 23.30%/yr vs 7.17%/yr for ZPRL.DE. At a 0.10 correlation, their price movements are largely independent. SLQX.DE charges 1.38%/yr vs 0.30%/yr for ZPRL.DE.
Performance
SLQX.DE vs. ZPRL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SLQX.DE achieves a 26.18% return, which is significantly higher than ZPRL.DE's 9.51% return.
SLQX.DE
- 1D
- 0.18%
- 1M
- 4.95%
- 6M
- 15.59%
- YTD
- 26.18%
- 1Y
- 29.14%
- 3Y*
- 36.50%
- 5Y*
- 23.30%
- 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%
SLQX.DE vs. ZPRL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SLQX.DE Expat Slovenia SBI TOP UCITS ETF | 26.18% | 46.37% | 33.58% | 16.52% | -10.85% | 43.83% | -3.91% | 11.50% | -17.12% |
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 SLQX.DE and ZPRL.DE is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Apr 16, 2018 | 0.10 |
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Return for Risk
SLQX.DE vs. ZPRL.DE — Risk / Return Rank
SLQX.DE
ZPRL.DE
SLQX.DE vs. ZPRL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Expat Slovenia SBI TOP UCITS ETF (SLQX.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.
| SLQX.DE | ZPRL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.10 | ||
| Sortino ratioReturn per unit of downside risk | +0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.23 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.31 | 1.58 | +0.73 |
| Martin ratioReturn relative to average drawdown | 5.57 | 4.60 | +0.97 |
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Drawdowns
SLQX.DE vs. ZPRL.DE - Drawdown Comparison
The maximum SLQX.DE drawdown since its inception was -34.33%, roughly equal to the maximum ZPRL.DE drawdown of -35.34%. Use the drawdown chart below to compare losses from any high point for SLQX.DE and ZPRL.DE.
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Drawdown Indicators
| SLQX.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.33% | -35.34% | +1.01% |
Max Drawdown (1Y)Largest decline over 1 year | -12.32% | -7.74% | -4.58% |
Max Drawdown (3Y)Largest decline over 3 years | -12.39% | -9.36% | -3.03% |
Max Drawdown (5Y)Largest decline over 5 years | -24.09% | -23.37% | -0.72% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.34% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.58% | +0.58% |
Average DrawdownAverage peak-to-trough decline | -8.99% | -5.32% | -3.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.13% | 2.67% | +2.46% |
Volatility
SLQX.DE vs. ZPRL.DE - Volatility Comparison
Expat Slovenia SBI TOP UCITS ETF (SLQX.DE) has a higher volatility of 3.38% compared to SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.DE) at 2.62%. This indicates that SLQX.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
| SLQX.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.38% | 2.62% | +0.76% |
Volatility (6M)Calculated over the trailing 6-month period | 16.14% | 8.45% | +7.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.11% | 9.84% | +11.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.41% | 11.96% | +6.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.91% | 13.37% | +4.54% |
SLQX.DE vs. ZPRL.DE - Expense Ratio Comparison
SLQX.DE has a 1.38% expense ratio, which is higher than ZPRL.DE's 0.30% expense ratio.
Dividends
SLQX.DE vs. ZPRL.DE - Dividend Comparison
Neither SLQX.DE nor ZPRL.DE has paid dividends to shareholders.
Frequently Asked Questions
SLQX.DE and ZPRL.DE have a correlation of 0.16, 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 SLQX.DE.
SLQX.DE tracks SBI TOP 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 SLQX.DE and 0.30% for ZPRL.DE.
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