VALU.DE vs. ZPRL.DE
VALU.DE (BNP Paribas Easy ESG Value Europe UCITS ETF) and ZPRL.DE (SPDR EURO STOXX Low Volatility UCITS ETF) are both Europe Equities funds - VALU.DE tracks the BNP Paribas Value Europe ESG while ZPRL.DE tracks the EURO STOXX® Low Risk Weighted 100. Both are passively managed. Over the past 5 years, VALU.DE returned 7.79%/yr vs 7.05%/yr for ZPRL.DE. Their correlation of 0.83 suggests significant overlap in exposure. Both charge a 0.30% expense ratio.
Performance
VALU.DE vs. ZPRL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VALU.DE achieves a 10.35% return, which is significantly higher than ZPRL.DE's 5.19% return.
VALU.DE
- 1D
- 0.71%
- 1M
- 1.81%
- YTD
- 10.35%
- 6M
- 13.44%
- 1Y
- 18.68%
- 3Y*
- 16.63%
- 5Y*
- 7.79%
- 10Y*
- —
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%
VALU.DE vs. ZPRL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VALU.DE BNP Paribas Easy ESG Value Europe UCITS ETF | 10.35% | 23.55% | 9.22% | 14.94% | -19.32% | 23.14% | -12.18% | 17.78% | -12.49% | 17.81% |
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 VALU.DE and ZPRL.DE is 0.80, 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 | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Sep 19, 2016 | 0.83 |
The correlation between VALU.DE and ZPRL.DE has been stable across timeframes, ranging from 0.80 to 0.86 - a consistent structural relationship.
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Return for Risk
VALU.DE vs. ZPRL.DE — Risk / Return Rank
VALU.DE
ZPRL.DE
VALU.DE vs. ZPRL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy ESG Value Europe UCITS ETF (VALU.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.
| VALU.DE | ZPRL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.00 | ||
| Sortino ratioReturn per unit of downside risk | +1.41 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.11 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 2.41 | 0.72 | +1.70 |
| Martin ratioReturn relative to average drawdown | 8.31 | 2.02 | +6.29 |
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
| VALU.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.62 | 0.62 | +1.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.59 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.48 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.53 | -0.05 |
Drawdowns
VALU.DE vs. ZPRL.DE - Drawdown Comparison
The maximum VALU.DE drawdown since its inception was -41.04%, 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 VALU.DE and ZPRL.DE.
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Drawdown Indicators
| VALU.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.04% | -35.35% | -5.69% |
Max Drawdown (1Y)Largest decline over 1 year | -7.71% | -7.97% | +0.26% |
Max Drawdown (3Y)Largest decline over 3 years | -14.17% | -9.37% | -4.80% |
Max Drawdown (5Y)Largest decline over 5 years | -31.19% | -23.37% | -7.82% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.35% | — |
Current DrawdownCurrent decline from peak | -1.01% | -3.70% | +2.69% |
Average DrawdownAverage peak-to-trough decline | -7.89% | -5.39% | -2.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.24% | 2.84% | -0.60% |
Volatility
VALU.DE vs. ZPRL.DE - Volatility Comparison
BNP Paribas Easy ESG Value Europe UCITS ETF (VALU.DE) has a higher volatility of 3.65% compared to SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.DE) at 2.90%. This indicates that VALU.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
| VALU.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.65% | 2.90% | +0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 9.20% | 7.65% | +1.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.49% | 9.22% | +2.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.43% | 11.89% | +2.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.76% | 13.60% | +2.16% |
VALU.DE vs. ZPRL.DE - Expense Ratio Comparison
Both VALU.DE and ZPRL.DE have an expense ratio of 0.30%.
Dividends
VALU.DE vs. ZPRL.DE - Dividend Comparison
Neither VALU.DE nor ZPRL.DE has paid dividends to shareholders.
Frequently Asked Questions
VALU.DE and ZPRL.DE have a correlation of 0.80, 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.
VALU.DE and ZPRL.DE have the same expense ratio: 0.30% per year.
VALU.DE tracks BNP Paribas Value Europe ESG, while ZPRL.DE tracks EURO STOXX® Low Risk Weighted 100. They also come from different issuers: BNP Paribas and State Street.
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