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SPYE.DE vs. ZPRX.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPYE.DE vs. ZPRX.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI Europe UCITS ETF (SPYE.DE) and SPDR MSCI Europe Small Cap Value Weighted UCITS ETF (ZPRX.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with SPYE.DE having a 7.68% return and ZPRX.DE slightly higher at 7.81%. Over the past 10 years, SPYE.DE has outperformed ZPRX.DE with an annualized return of 9.09%, while ZPRX.DE has yielded a comparatively lower 8.15% annualized return.


SPYE.DE

1D
0.62%
1M
1.21%
YTD
7.68%
6M
10.03%
1Y
16.22%
3Y*
13.73%
5Y*
9.86%
10Y*
9.09%

ZPRX.DE

1D
0.33%
1M
1.27%
YTD
7.81%
6M
10.93%
1Y
17.80%
3Y*
15.09%
5Y*
7.77%
10Y*
8.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPYE.DE vs. ZPRX.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPYE.DE
SPDR MSCI Europe UCITS ETF
7.68%20.32%8.24%15.50%-9.42%25.11%-3.25%27.31%-10.83%10.49%
ZPRX.DE
SPDR MSCI Europe Small Cap Value Weighted UCITS ETF
7.81%26.81%4.28%15.28%-13.52%27.58%-3.52%29.02%-19.20%12.89%

Correlation

The correlation between SPYE.DE and ZPRX.DE is 0.83, 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

0.83

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

0.81

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

0.85

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

0.85

Correlation (All Time)
Calculated using the full available price history since Feb 20, 2015

0.86

The correlation between SPYE.DE and ZPRX.DE has been stable across timeframes, ranging from 0.81 to 0.86 - a consistent structural relationship.

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Return for Risk

SPYE.DE vs. ZPRX.DE — Risk / Return Rank

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

SPYE.DE
SPYE.DE Risk / Return Rank: 3737
Overall Rank
SPYE.DE Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
SPYE.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
SPYE.DE Omega Ratio Rank: 3838
Omega Ratio Rank
SPYE.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
SPYE.DE Martin Ratio Rank: 4141
Martin Ratio Rank

ZPRX.DE
ZPRX.DE Risk / Return Rank: 3434
Overall Rank
ZPRX.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
ZPRX.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
ZPRX.DE Omega Ratio Rank: 3434
Omega Ratio Rank
ZPRX.DE Calmar Ratio Rank: 3131
Calmar Ratio Rank
ZPRX.DE Martin Ratio Rank: 3636
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.

SPYE.DE vs. ZPRX.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe UCITS ETF (SPYE.DE) 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.


SPYE.DEZPRX.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.06

Omega ratioGain probability vs. loss probability

1.24

1.22

+0.02

Calmar ratioReturn relative to maximum drawdown

1.74

1.47

+0.27

Martin ratioReturn relative to average drawdown

6.36

5.42

+0.93

SPYE.DE vs. ZPRX.DE - Sharpe Ratio Comparison

The current SPYE.DE Sharpe Ratio is 1.28, which is comparable to the ZPRX.DE Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of SPYE.DE and ZPRX.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


SPYE.DEZPRX.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

1.23

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.46

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.45

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.39

+0.13

Drawdowns

SPYE.DE vs. ZPRX.DE - Drawdown Comparison

The maximum SPYE.DE drawdown since its inception was -35.54%, smaller than the maximum ZPRX.DE drawdown of -43.93%. Use the drawdown chart below to compare losses from any high point for SPYE.DE and ZPRX.DE.


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Drawdown Indicators


SPYE.DEZPRX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.54%

-43.93%

+8.39%

Max Drawdown (1Y)

Largest decline over 1 year

-9.45%

-11.63%

+2.18%

Max Drawdown (3Y)

Largest decline over 3 years

-16.65%

-15.95%

-0.70%

Max Drawdown (5Y)

Largest decline over 5 years

-19.53%

-27.52%

+7.99%

Max Drawdown (10Y)

Largest decline over 10 years

-35.54%

-43.93%

+8.39%

Current Drawdown

Current decline from peak

-1.47%

-1.51%

+0.04%

Average Drawdown

Average peak-to-trough decline

-5.36%

-7.71%

+2.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

3.16%

-0.57%

Volatility

SPYE.DE vs. ZPRX.DE - Volatility Comparison

SPDR MSCI Europe UCITS ETF (SPYE.DE) and SPDR MSCI Europe Small Cap Value Weighted UCITS ETF (ZPRX.DE) have volatilities of 4.24% and 4.17%, 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


SPYE.DEZPRX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.24%

4.17%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

10.58%

11.30%

-0.72%

Volatility (1Y)

Calculated over the trailing 1-year period

12.87%

13.94%

-1.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.30%

16.69%

-2.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.71%

18.14%

-2.43%

SPYE.DE vs. ZPRX.DE - Expense Ratio Comparison

SPYE.DE has a 0.25% expense ratio, which is lower than ZPRX.DE's 0.30% expense ratio.


Dividends

SPYE.DE vs. ZPRX.DE - Dividend Comparison

Neither SPYE.DE nor ZPRX.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SPYE.DE and ZPRX.DE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPYE.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPYE.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for ZPRX.DE.

SPYE.DE tracks MSCI Europe, while ZPRX.DE tracks MSCI Europe Small Cap Value Weighted. Their fees differ too: 0.25% for SPYE.DE and 0.30% for ZPRX.DE.

Portfolio Optimizer

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