SPYG.DE vs. ZPRL.DE
SPYG.DE (SPDR S&P UK Dividend Aristocrats UCITS ETF (Dist)) and ZPRL.DE (SPDR EURO STOXX Low Volatility UCITS ETF) are both Europe Equities funds from State Street - SPYG.DE tracks the S&P UK High Yield Dividend Aristocrats while ZPRL.DE tracks the EURO STOXX® Low Risk Weighted 100. Both are passively managed. Over the past 10 years, SPYG.DE returned 3.61%/yr vs 6.55%/yr for ZPRL.DE. A 0.73 correlation means they provide meaningful diversification when combined. Both charge a 0.30% expense ratio.
Performance
SPYG.DE vs. ZPRL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SPYG.DE achieves a 5.85% return, which is significantly higher than ZPRL.DE's 5.19% return. Over the past 10 years, SPYG.DE has underperformed ZPRL.DE with an annualized return of 3.61%, while ZPRL.DE has yielded a comparatively higher 6.55% annualized return.
SPYG.DE
- 1D
- 1.41%
- 1M
- 0.66%
- YTD
- 5.85%
- 6M
- 8.49%
- 1Y
- 11.94%
- 3Y*
- 11.53%
- 5Y*
- 6.76%
- 10Y*
- 3.61%
ZPRL.DE
- 1D
- 0.22%
- 1M
- -1.72%
- YTD
- 5.19%
- 6M
- 6.76%
- 1Y
- 5.48%
- 3Y*
- 11.19%
- 5Y*
- 7.05%
- 10Y*
- 6.55%
SPYG.DE vs. ZPRL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPYG.DE SPDR S&P UK Dividend Aristocrats UCITS ETF (Dist) | 5.85% | 12.61% | 14.64% | 8.08% | -13.77% | 20.96% | -20.77% | 41.80% | -15.19% | -0.54% |
ZPRL.DE SPDR EURO STOXX Low Volatility UCITS ETF | 5.19% | 18.48% | 7.41% | 12.34% | -14.65% | 17.34% | -5.25% | 22.05% | -8.17% | 15.38% |
Correlation
The correlation between SPYG.DE and ZPRL.DE is 0.67, 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 | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 2014 | 0.73 |
The correlation between SPYG.DE and ZPRL.DE has been stable across timeframes, ranging from 0.67 to 0.76 - a consistent structural relationship.
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Return for Risk
SPYG.DE vs. ZPRL.DE — Risk / Return Rank
SPYG.DE
ZPRL.DE
SPYG.DE vs. ZPRL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P UK Dividend Aristocrats UCITS ETF (Dist) (SPYG.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.
| SPYG.DE | ZPRL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.33 | ||
| Sortino ratioReturn per unit of downside risk | +0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.11 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.42 | 0.72 | +0.70 |
| Martin ratioReturn relative to average drawdown | 4.53 | 2.02 | +2.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SPYG.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 0.62 | +0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.59 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.20 | 0.48 | -0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.53 | -0.25 |
Drawdowns
SPYG.DE vs. ZPRL.DE - Drawdown Comparison
The maximum SPYG.DE drawdown since its inception was -44.67%, which is greater than ZPRL.DE's maximum drawdown of -35.35%. Use the drawdown chart below to compare losses from any high point for SPYG.DE and ZPRL.DE.
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Drawdown Indicators
| SPYG.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.67% | -35.35% | -9.32% |
Max Drawdown (1Y)Largest decline over 1 year | -8.78% | -7.97% | -0.81% |
Max Drawdown (3Y)Largest decline over 3 years | -16.46% | -9.37% | -7.09% |
Max Drawdown (5Y)Largest decline over 5 years | -21.83% | -23.37% | +1.54% |
Max Drawdown (10Y)Largest decline over 10 years | -44.67% | -35.35% | -9.32% |
Current DrawdownCurrent decline from peak | -1.89% | -3.70% | +1.81% |
Average DrawdownAverage peak-to-trough decline | -11.38% | -5.39% | -5.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 2.84% | -0.09% |
Volatility
SPYG.DE vs. ZPRL.DE - Volatility Comparison
SPDR S&P UK Dividend Aristocrats UCITS ETF (Dist) (SPYG.DE) has a higher volatility of 4.98% compared to SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.DE) at 2.90%. This indicates that SPYG.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
| SPYG.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.98% | 2.90% | +2.08% |
Volatility (6M)Calculated over the trailing 6-month period | 10.50% | 7.65% | +2.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.11% | 9.22% | +3.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.15% | 11.89% | +3.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.94% | 13.60% | +4.34% |
SPYG.DE vs. ZPRL.DE - Expense Ratio Comparison
Both SPYG.DE and ZPRL.DE have an expense ratio of 0.30%.
Dividends
SPYG.DE vs. ZPRL.DE - Dividend Comparison
SPYG.DE's dividend yield for the trailing twelve months is around 3.44%, while ZPRL.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPYG.DE SPDR S&P UK Dividend Aristocrats UCITS ETF (Dist) | 3.44% | 3.68% | 3.39% | 3.66% | 4.67% | 3.53% | 3.12% | 3.92% | 7.36% | 3.83% | 4.39% | 4.04% |
ZPRL.DE SPDR EURO STOXX Low Volatility 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
SPYG.DE and ZPRL.DE have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
SPYG.DE and ZPRL.DE have the same expense ratio: 0.30% per year.
SPYG.DE tracks S&P UK High Yield Dividend Aristocrats, while ZPRL.DE tracks EURO STOXX® Low Risk Weighted 100.
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