SPYW.DE vs. ZPRL.DE
SPYW.DE (SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist)) and ZPRL.DE (SPDR EURO STOXX Low Volatility UCITS ETF) are both Europe Equities funds from State Street - SPYW.DE tracks the S&P Euro High Yield Dividend Aristocrats while ZPRL.DE tracks the EURO STOXX® Low Risk Weighted 100. Both are passively managed. Over the past 10 years, SPYW.DE returned 6.79%/yr vs 6.55%/yr for ZPRL.DE. Their correlation of 0.90 suggests significant overlap in exposure. Both charge a 0.30% expense ratio.
Performance
SPYW.DE vs. ZPRL.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with SPYW.DE having a 5.36% return and ZPRL.DE slightly lower at 5.19%. Both investments have delivered pretty close results over the past 10 years, with SPYW.DE having a 6.79% annualized return and ZPRL.DE not far behind at 6.55%.
SPYW.DE
- 1D
- 0.09%
- 1M
- -0.36%
- YTD
- 5.36%
- 6M
- 7.28%
- 1Y
- 7.88%
- 3Y*
- 13.21%
- 5Y*
- 8.07%
- 10Y*
- 6.79%
ZPRL.DE
- 1D
- 0.22%
- 1M
- -0.23%
- YTD
- 5.19%
- 6M
- 6.78%
- 1Y
- 5.74%
- 3Y*
- 11.19%
- 5Y*
- 7.05%
- 10Y*
- 6.55%
SPYW.DE vs. ZPRL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPYW.DE SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) | 5.36% | 20.24% | 8.29% | 17.93% | -11.23% | 14.36% | -11.84% | 23.34% | -8.58% | 11.23% |
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 SPYW.DE and ZPRL.DE is 0.89, 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 | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 2014 | 0.90 |
The correlation between SPYW.DE and ZPRL.DE has been stable across timeframes, ranging from 0.89 to 0.91 - a consistent structural relationship.
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Return for Risk
SPYW.DE vs. ZPRL.DE — Risk / Return Rank
SPYW.DE
ZPRL.DE
SPYW.DE vs. ZPRL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.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.
| SPYW.DE | ZPRL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.12 | ||
| Sortino ratioReturn per unit of downside risk | +0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.11 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.98 | 0.72 | +0.26 |
| Martin ratioReturn relative to average drawdown | 3.14 | 2.02 | +1.12 |
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
| SPYW.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 0.62 | +0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.59 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.48 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.53 | -0.01 |
Drawdowns
SPYW.DE vs. ZPRL.DE - Drawdown Comparison
The maximum SPYW.DE drawdown since its inception was -38.68%, 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 SPYW.DE and ZPRL.DE.
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Drawdown Indicators
| SPYW.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.68% | -35.35% | -3.33% |
Max Drawdown (1Y)Largest decline over 1 year | -7.99% | -7.97% | -0.02% |
Max Drawdown (3Y)Largest decline over 3 years | -11.64% | -9.37% | -2.27% |
Max Drawdown (5Y)Largest decline over 5 years | -23.97% | -23.37% | -0.60% |
Max Drawdown (10Y)Largest decline over 10 years | -38.68% | -35.35% | -3.33% |
Current DrawdownCurrent decline from peak | -2.54% | -3.70% | +1.16% |
Average DrawdownAverage peak-to-trough decline | -5.62% | -5.39% | -0.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 2.84% | -0.34% |
Volatility
SPYW.DE vs. ZPRL.DE - Volatility Comparison
SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.DE) and SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.DE) have volatilities of 2.92% and 2.90%, 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
| SPYW.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.92% | 2.90% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 8.76% | 7.65% | +1.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.65% | 9.22% | +1.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.27% | 11.89% | +1.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.88% | 13.60% | +1.28% |
SPYW.DE vs. ZPRL.DE - Expense Ratio Comparison
Both SPYW.DE and ZPRL.DE have an expense ratio of 0.30%.
Dividends
SPYW.DE vs. ZPRL.DE - Dividend Comparison
SPYW.DE's dividend yield for the trailing twelve months is around 3.60%, while ZPRL.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPYW.DE SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) | 3.60% | 4.07% | 3.67% | 3.31% | 3.62% | 2.78% | 3.05% | 3.10% | 3.74% | 3.15% | 2.97% | 2.99% |
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
SPYW.DE and ZPRL.DE have a correlation of 0.89, 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.
SPYW.DE and ZPRL.DE have the same expense ratio: 0.30% per year.
SPYW.DE tracks S&P Euro High Yield Dividend Aristocrats, while ZPRL.DE tracks EURO STOXX® Low Risk Weighted 100.
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