XB4A.DE vs. ZPRL.DE
XB4A.DE (Xtrackers ATX UCITS ETF (Acc)) and ZPRL.DE (SPDR EURO STOXX Low Volatility UCITS ETF) are both Europe Equities funds - XB4A.DE tracks the ATX Index while ZPRL.DE tracks the EURO STOXX® Low Risk Weighted 100. Both are passively managed. Over the past 10 years, XB4A.DE returned 15.98%/yr vs 7.46%/yr for ZPRL.DE. A 0.64 correlation means they provide meaningful diversification when combined. XB4A.DE charges 0.25%/yr vs 0.30%/yr for ZPRL.DE.
Performance
XB4A.DE vs. ZPRL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XB4A.DE achieves a 26.47% return, which is significantly higher than ZPRL.DE's 10.06% return. Over the past 10 years, XB4A.DE has outperformed ZPRL.DE with an annualized return of 15.98%, while ZPRL.DE has yielded a comparatively lower 7.46% annualized return.
XB4A.DE
- 1D
- 1.02%
- 1M
- 8.17%
- 6M
- 25.41%
- YTD
- 26.47%
- 1Y
- 51.75%
- 3Y*
- 31.70%
- 5Y*
- 17.96%
- 10Y*
- 15.98%
ZPRL.DE
- 1D
- 1.07%
- 1M
- 4.60%
- 6M
- 9.72%
- YTD
- 10.06%
- 1Y
- 12.03%
- 3Y*
- 12.63%
- 5Y*
- 7.53%
- 10Y*
- 7.46%
XB4A.DE vs. ZPRL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XB4A.DE Xtrackers ATX UCITS ETF (Acc) | 26.47% | 51.29% | 11.01% | 14.27% | -16.45% | 42.39% | -10.86% | 19.79% | -17.99% | 32.88% |
ZPRL.DE SPDR EURO STOXX Low Volatility UCITS ETF | 10.06% | 18.39% | 7.42% | 12.34% | -14.65% | 17.34% | -5.26% | 22.07% | -8.17% | 15.38% |
Correlation
The correlation between XB4A.DE and ZPRL.DE is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Mar 24, 2014 | 0.64 |
The correlation between XB4A.DE and ZPRL.DE shifts across timeframes, from 0.45 (1 year) to 0.64 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XB4A.DE vs. ZPRL.DE — Risk / Return Rank
XB4A.DE
ZPRL.DE
XB4A.DE vs. ZPRL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers ATX UCITS ETF (Acc) (XB4A.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XB4A.DE | ZPRL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.71 | ||
| Sortino ratioReturn per unit of downside risk | +2.39 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.23 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 4.73 | 1.55 | +3.18 |
| Martin ratioReturn relative to average drawdown | 16.12 | 4.50 | +11.62 |
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Drawdowns
XB4A.DE vs. ZPRL.DE - Drawdown Comparison
The maximum XB4A.DE drawdown since its inception was -53.54%, which is greater than ZPRL.DE's maximum drawdown of -35.34%. Use the drawdown chart below to compare losses from any high point for XB4A.DE and ZPRL.DE.
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Drawdown Indicators
| XB4A.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.54% | -35.34% | -18.20% |
Max Drawdown (1Y)Largest decline over 1 year | -10.88% | -7.74% | -3.14% |
Max Drawdown (3Y)Largest decline over 3 years | -16.26% | -9.36% | -6.90% |
Max Drawdown (5Y)Largest decline over 5 years | -32.50% | -23.37% | -9.13% |
Max Drawdown (10Y)Largest decline over 10 years | -53.54% | -35.34% | -18.20% |
Current DrawdownCurrent decline from peak | -0.54% | 0.00% | -0.54% |
Average DrawdownAverage peak-to-trough decline | -9.90% | -5.33% | -4.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.20% | 2.67% | +0.53% |
Volatility
XB4A.DE vs. ZPRL.DE - Volatility Comparison
Xtrackers ATX UCITS ETF (Acc) (XB4A.DE) has a higher volatility of 6.08% compared to SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.DE) at 2.47%. This indicates that XB4A.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
| XB4A.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.08% | 2.47% | +3.61% |
Volatility (6M)Calculated over the trailing 6-month period | 14.73% | 8.46% | +6.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.53% | 9.80% | +7.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.15% | 11.98% | +7.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.21% | 13.39% | +6.82% |
XB4A.DE vs. ZPRL.DE - Expense Ratio Comparison
XB4A.DE has a 0.25% expense ratio, which is lower than ZPRL.DE's 0.30% expense ratio.
Dividends
XB4A.DE vs. ZPRL.DE - Dividend Comparison
Neither XB4A.DE nor ZPRL.DE has paid dividends to shareholders.
Frequently Asked Questions
XB4A.DE and ZPRL.DE have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XB4A.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XB4A.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for ZPRL.DE.
XB4A.DE tracks ATX Index, while ZPRL.DE tracks EURO STOXX® Low Risk Weighted 100. They also come from different issuers: Xtrackers and State Street. Their fees differ too: 0.25% for XB4A.DE and 0.30% for ZPRL.DE.
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