SP5L.L vs. ZPRX.DE
SP5L.L (Lyxor S&P 500 UCITS ETF - Acc) and ZPRX.DE (SPDR MSCI Europe Small Cap Value Weighted UCITS ETF) are both exchange-traded funds - SP5L.L is a S&P 500 fund tracking the S&P 500 Index, while ZPRX.DE is a Europe Equities fund tracking the MSCI Europe Small Cap Value Weighted. Both are passively managed. Over the past 10 years, SP5L.L returned 13.66%/yr vs 9.60%/yr for ZPRX.DE. At a 0.46 correlation, their price movements are largely independent. SP5L.L charges 0.07%/yr vs 0.30%/yr for ZPRX.DE.
Performance
SP5L.L vs. ZPRX.DE - Performance Comparison
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Different Trading Currencies
SP5L.L is traded in GBP, while ZPRX.DE is traded in EUR. To make them comparable, the ZPRX.DE values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, SP5L.L achieves a 10.96% return, which is significantly higher than ZPRX.DE's 7.36% return. Over the past 10 years, SP5L.L has outperformed ZPRX.DE with an annualized return of 13.66%, while ZPRX.DE has yielded a comparatively lower 9.60% annualized return.
SP5L.L
- 1D
- 0.80%
- 1M
- 3.25%
- YTD
- 10.96%
- 6M
- 11.84%
- 1Y
- 28.19%
- 3Y*
- 19.49%
- 5Y*
- 14.85%
- 10Y*
- 13.66%
ZPRX.DE
- 1D
- -0.22%
- 1M
- 2.94%
- YTD
- 7.36%
- 6M
- 8.69%
- 1Y
- 20.25%
- 3Y*
- 15.65%
- 5Y*
- 8.77%
- 10Y*
- 9.60%
SP5L.L vs. ZPRX.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SP5L.L Lyxor S&P 500 UCITS ETF - Acc | 10.96% | 9.50% | 27.60% | 19.99% | -8.84% | 31.19% | 13.92% | 26.93% | 1.00% | -5.12% |
ZPRX.DE SPDR MSCI Europe Small Cap Value Weighted UCITS ETF | 7.36% | 33.41% | -0.25% | 12.96% | -8.78% | 18.59% | 1.93% | 22.28% | -18.05% | 17.71% |
Correlation
The correlation between SP5L.L and ZPRX.DE is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Feb 18, 2015 | 0.46 |
The correlation between SP5L.L and ZPRX.DE shifts across timeframes, from 0.41 (3 years) to 0.52 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SP5L.L vs. ZPRX.DE — Risk / Return Rank
SP5L.L
ZPRX.DE
SP5L.L vs. ZPRX.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor S&P 500 UCITS ETF - Acc (SP5L.L) and SPDR MSCI Europe Small Cap Value Weighted UCITS ETF (ZPRX.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.
| SP5L.L | ZPRX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.11 | ||
| Sortino ratioReturn per unit of downside risk | +1.31 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.26 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 3.90 | 1.63 | +2.26 |
| Martin ratioReturn relative to average drawdown | 13.82 | 5.95 | +7.86 |
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Drawdowns
SP5L.L vs. ZPRX.DE - Drawdown Comparison
The maximum SP5L.L drawdown since its inception was -25.47%, smaller than the maximum ZPRX.DE drawdown of -39.68%. Use the drawdown chart below to compare losses from any high point for SP5L.L and ZPRX.DE.
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Drawdown Indicators
| SP5L.L | ZPRX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.47% | -39.68% | +14.21% |
Max Drawdown (1Y)Largest decline over 1 year | -7.20% | -12.35% | +5.15% |
Max Drawdown (3Y)Largest decline over 3 years | -21.12% | -14.77% | -6.35% |
Max Drawdown (5Y)Largest decline over 5 years | -21.12% | -24.08% | +2.96% |
Max Drawdown (10Y)Largest decline over 10 years | -25.47% | -39.68% | +14.21% |
Current DrawdownCurrent decline from peak | 0.00% | -0.79% | +0.79% |
Average DrawdownAverage peak-to-trough decline | -5.17% | -6.56% | +1.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.03% | 3.39% | -1.36% |
Volatility
SP5L.L vs. ZPRX.DE - Volatility Comparison
Lyxor S&P 500 UCITS ETF - Acc (SP5L.L) and SPDR MSCI Europe Small Cap Value Weighted UCITS ETF (ZPRX.DE) have volatilities of 3.42% and 3.48%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SP5L.L | ZPRX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.42% | 3.48% | -0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 7.73% | 11.33% | -3.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.88% | 13.71% | -2.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.78% | 16.55% | +2.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.97% | 17.26% | +0.71% |
SP5L.L vs. ZPRX.DE - Expense Ratio Comparison
SP5L.L has a 0.07% expense ratio, which is lower than ZPRX.DE's 0.30% expense ratio.
Dividends
SP5L.L vs. ZPRX.DE - Dividend Comparison
Neither SP5L.L nor ZPRX.DE has paid dividends to shareholders.
Frequently Asked Questions
SP5L.L and ZPRX.DE have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SP5L.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SP5L.L is cheaper with a 0.07% expense ratio, compared with 0.30% for ZPRX.DE.
SP5L.L is categorized as S&P 500, while ZPRX.DE is Europe Equities. SP5L.L tracks S&P 500 Index, while ZPRX.DE tracks MSCI Europe Small Cap Value Weighted. They also come from different issuers: Amundi and State Street. Their fees differ too: 0.07% for SP5L.L and 0.30% for ZPRX.DE.
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