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SPYW.DE vs. ZPRL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPYW.DE vs. ZPRL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.DE) and SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.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 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPYW.DE vs. ZPRL.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

SPYW.DE
SPYW.DE Risk / Return Rank: 2222
Overall Rank
SPYW.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
SPYW.DE Sortino Ratio Rank: 2121
Sortino Ratio Rank
SPYW.DE Omega Ratio Rank: 2222
Omega Ratio Rank
SPYW.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
SPYW.DE Martin Ratio Rank: 2424
Martin Ratio Rank

ZPRL.DE
ZPRL.DE Risk / Return Rank: 1919
Overall Rank
ZPRL.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
ZPRL.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
ZPRL.DE Omega Ratio Rank: 1919
Omega Ratio Rank
ZPRL.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
ZPRL.DE Martin Ratio Rank: 1919
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.

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.DEZPRL.DEDifference
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

SPYW.DE vs. ZPRL.DE - Sharpe Ratio Comparison

The current SPYW.DE Sharpe Ratio is 0.74, which is comparable to the ZPRL.DE Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of SPYW.DE and ZPRL.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


SPYW.DEZPRL.DEDifference

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.DEZPRL.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-2.54%

-3.70%

+1.16%

Average Drawdown

Average peak-to-trough decline

-5.62%

-5.39%

-0.23%

Ulcer Index

Depth 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.DEZPRL.DEDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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