WTD7.DE vs. ZPRL.DE
WTD7.DE (WisdomTree Europe SmallCap Dividend UCITS ETF Acc) and ZPRL.DE (SPDR EURO STOXX Low Volatility UCITS ETF) are both Europe Equities funds - WTD7.DE tracks the WisdomTree Europe SmallCap Dividend while ZPRL.DE tracks the EURO STOXX® Low Risk Weighted 100. Both are passively managed. Over the past 5 years, WTD7.DE returned 5.48%/yr vs 7.05%/yr for ZPRL.DE. A 0.56 correlation means they provide meaningful diversification when combined. WTD7.DE charges 0.38%/yr vs 0.30%/yr for ZPRL.DE.
Performance
WTD7.DE vs. ZPRL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, WTD7.DE achieves a 6.85% return, which is significantly higher than ZPRL.DE's 5.19% return.
WTD7.DE
- 1D
- 0.77%
- 1M
- 0.61%
- YTD
- 6.85%
- 6M
- 9.31%
- 1Y
- 11.30%
- 3Y*
- 11.54%
- 5Y*
- 5.48%
- 10Y*
- —
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%
WTD7.DE vs. ZPRL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WTD7.DE WisdomTree Europe SmallCap Dividend UCITS ETF Acc | 6.85% | 17.19% | 5.65% | 10.32% | -15.50% | 27.86% | -4.84% | 31.36% | -18.57% | 16.84% |
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 WTD7.DE and ZPRL.DE is 0.62, 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 | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Nov 14, 2016 | 0.56 |
The correlation between WTD7.DE and ZPRL.DE shifts across timeframes, from 0.56 (all time) to 0.75 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
WTD7.DE vs. ZPRL.DE — Risk / Return Rank
WTD7.DE
ZPRL.DE
WTD7.DE vs. ZPRL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Europe SmallCap Dividend UCITS ETF Acc (WTD7.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.
| WTD7.DE | ZPRL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.32 | ||
| Sortino ratioReturn per unit of downside risk | +0.48 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.11 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.35 | 0.72 | +0.63 |
| Martin ratioReturn relative to average drawdown | 4.48 | 2.02 | +2.46 |
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
| WTD7.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 0.62 | +0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.59 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.48 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.53 | -0.13 |
Drawdowns
WTD7.DE vs. ZPRL.DE - Drawdown Comparison
The maximum WTD7.DE drawdown since its inception was -43.81%, 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 WTD7.DE and ZPRL.DE.
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Drawdown Indicators
| WTD7.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.81% | -35.35% | -8.46% |
Max Drawdown (1Y)Largest decline over 1 year | -8.60% | -7.97% | -0.63% |
Max Drawdown (3Y)Largest decline over 3 years | -13.97% | -9.37% | -4.60% |
Max Drawdown (5Y)Largest decline over 5 years | -26.58% | -23.37% | -3.21% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.35% | — |
Current DrawdownCurrent decline from peak | -1.81% | -3.70% | +1.89% |
Average DrawdownAverage peak-to-trough decline | -7.60% | -5.39% | -2.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 2.84% | -0.24% |
Volatility
WTD7.DE vs. ZPRL.DE - Volatility Comparison
WisdomTree Europe SmallCap Dividend UCITS ETF Acc (WTD7.DE) has a higher volatility of 3.55% compared to SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.DE) at 2.90%. This indicates that WTD7.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
| WTD7.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.55% | 2.90% | +0.65% |
Volatility (6M)Calculated over the trailing 6-month period | 9.91% | 7.65% | +2.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.40% | 9.22% | +3.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.71% | 11.89% | +3.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.81% | 13.60% | +5.21% |
WTD7.DE vs. ZPRL.DE - Expense Ratio Comparison
WTD7.DE has a 0.38% expense ratio, which is higher than ZPRL.DE's 0.30% expense ratio.
Dividends
WTD7.DE vs. ZPRL.DE - Dividend Comparison
Neither WTD7.DE nor ZPRL.DE has paid dividends to shareholders.
Frequently Asked Questions
WTD7.DE and ZPRL.DE have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ZPRL.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZPRL.DE is cheaper with a 0.30% expense ratio, compared with 0.38% for WTD7.DE.
WTD7.DE tracks WisdomTree Europe SmallCap Dividend, while ZPRL.DE tracks EURO STOXX® Low Risk Weighted 100. They also come from different issuers: WisdomTree and State Street. Their fees differ too: 0.38% for WTD7.DE and 0.30% for ZPRL.DE.
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