SXRW.DE vs. ZPRL.DE
SXRW.DE (iShares Core FTSE 100 UCITS ETF GBP (Acc)) and ZPRL.DE (SPDR EURO STOXX Low Volatility UCITS ETF) are both Europe Equities funds - SXRW.DE tracks the FTSE 100 while ZPRL.DE tracks the EURO STOXX® Low Risk Weighted 100. Both are passively managed. Over the past 10 years, SXRW.DE returned 8.04%/yr vs 6.55%/yr for ZPRL.DE. A 0.74 correlation means they provide meaningful diversification when combined. SXRW.DE charges 0.07%/yr vs 0.30%/yr for ZPRL.DE.
Performance
SXRW.DE vs. ZPRL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRW.DE achieves a 6.50% return, which is significantly higher than ZPRL.DE's 5.19% return. Over the past 10 years, SXRW.DE has outperformed ZPRL.DE with an annualized return of 8.04%, while ZPRL.DE has yielded a comparatively lower 6.55% annualized return.
SXRW.DE
- 1D
- 0.14%
- 1M
- -0.73%
- YTD
- 6.50%
- 6M
- 9.61%
- 1Y
- 18.23%
- 3Y*
- 14.51%
- 5Y*
- 11.57%
- 10Y*
- 8.04%
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%
SXRW.DE vs. ZPRL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXRW.DE iShares Core FTSE 100 UCITS ETF GBP (Acc) | 6.50% | 20.63% | 13.57% | 10.46% | -1.47% | 24.81% | -15.42% | 25.18% | -10.61% | 8.11% |
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 SXRW.DE and ZPRL.DE is 0.68, 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 | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 2014 | 0.74 |
The correlation between SXRW.DE and ZPRL.DE has been stable across timeframes, ranging from 0.68 to 0.74 - a consistent structural relationship.
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Return for Risk
SXRW.DE vs. ZPRL.DE — Risk / Return Rank
SXRW.DE
ZPRL.DE
SXRW.DE vs. ZPRL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.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.
| SXRW.DE | ZPRL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.88 | ||
| Sortino ratioReturn per unit of downside risk | +1.25 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.11 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.30 | 0.72 | +1.58 |
| Martin ratioReturn relative to average drawdown | 8.40 | 2.02 | +6.38 |
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
| SXRW.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.50 | 0.62 | +0.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.59 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.48 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.53 | -0.03 |
Drawdowns
SXRW.DE vs. ZPRL.DE - Drawdown Comparison
The maximum SXRW.DE drawdown since its inception was -40.31%, 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 SXRW.DE and ZPRL.DE.
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Drawdown Indicators
| SXRW.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.31% | -35.35% | -4.96% |
Max Drawdown (1Y)Largest decline over 1 year | -7.91% | -7.97% | +0.06% |
Max Drawdown (3Y)Largest decline over 3 years | -16.86% | -9.37% | -7.49% |
Max Drawdown (5Y)Largest decline over 5 years | -16.86% | -23.37% | +6.51% |
Max Drawdown (10Y)Largest decline over 10 years | -40.31% | -35.35% | -4.96% |
Current DrawdownCurrent decline from peak | -2.75% | -3.70% | +0.95% |
Average DrawdownAverage peak-to-trough decline | -6.05% | -5.39% | -0.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.17% | 2.84% | -0.67% |
Volatility
SXRW.DE vs. ZPRL.DE - Volatility Comparison
iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE) has a higher volatility of 4.45% compared to SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.DE) at 2.90%. This indicates that SXRW.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
| SXRW.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.45% | 2.90% | +1.55% |
Volatility (6M)Calculated over the trailing 6-month period | 10.16% | 7.65% | +2.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.13% | 9.22% | +2.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.13% | 11.89% | +2.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.93% | 13.60% | +3.33% |
SXRW.DE vs. ZPRL.DE - Expense Ratio Comparison
SXRW.DE has a 0.07% expense ratio, which is lower than ZPRL.DE's 0.30% expense ratio.
Dividends
SXRW.DE vs. ZPRL.DE - Dividend Comparison
Neither SXRW.DE nor ZPRL.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRW.DE and ZPRL.DE have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRW.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRW.DE is cheaper with a 0.07% expense ratio, compared with 0.30% for ZPRL.DE.
SXRW.DE tracks FTSE 100, while ZPRL.DE tracks EURO STOXX® Low Risk Weighted 100. They also come from different issuers: iShares and State Street. Their fees differ too: 0.07% for SXRW.DE and 0.30% for ZPRL.DE.
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