XMVE.DE vs. ZPRL.DE
XMVE.DE (Xtrackers MSCI EMU ESG Screened UCITS ETF) and ZPRL.DE (SPDR EURO STOXX Low Volatility UCITS ETF) are both Europe Equities funds - XMVE.DE tracks the MSCI EMU Select ESG Screened while ZPRL.DE tracks the EURO STOXX® Low Risk Weighted 100. Both are passively managed. Over the past 5 years, XMVE.DE returned 9.87%/yr vs 7.31%/yr for ZPRL.DE. Their correlation of 0.83 suggests significant overlap in exposure. XMVE.DE charges 0.12%/yr vs 0.30%/yr for ZPRL.DE.
Performance
XMVE.DE vs. ZPRL.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with XMVE.DE having a 10.01% return and ZPRL.DE slightly higher at 10.26%.
XMVE.DE
- 1D
- -0.87%
- 1M
- -2.04%
- 6M
- 6.70%
- YTD
- 10.01%
- 1Y
- 18.74%
- 3Y*
- 14.73%
- 5Y*
- 9.87%
- 10Y*
- —
ZPRL.DE
- 1D
- 1.13%
- 1M
- 2.43%
- 6M
- 8.63%
- YTD
- 10.26%
- 1Y
- 12.71%
- 3Y*
- 13.05%
- 5Y*
- 7.31%
- 10Y*
- 7.17%
XMVE.DE vs. ZPRL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XMVE.DE Xtrackers MSCI EMU ESG Screened UCITS ETF | 10.01% | 21.50% | 8.85% | 19.87% | -12.89% | 16.87% | -3.71% | 17.86% | -6.36% | 13.58% |
ZPRL.DE SPDR EURO STOXX Low Volatility UCITS ETF | 10.26% | 18.39% | 7.42% | 12.34% | -14.65% | 17.34% | -5.26% | 22.07% | -8.17% | 15.38% |
Correlation
The correlation between XMVE.DE and ZPRL.DE is 0.53, 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 | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Nov 8, 2016 | 0.83 |
Over the past year, the correlation between XMVE.DE and ZPRL.DE has dropped to 0.53 - well below their long-term average of 0.83, suggesting their price drivers have been diverging.
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Return for Risk
XMVE.DE vs. ZPRL.DE — Risk / Return Rank
XMVE.DE
ZPRL.DE
XMVE.DE vs. ZPRL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI EMU ESG Screened UCITS ETF (XMVE.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.
| XMVE.DE | ZPRL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.24 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.85 | 1.64 | +0.21 |
| Martin ratioReturn relative to average drawdown | 6.79 | 4.75 | +2.04 |
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Drawdowns
XMVE.DE vs. ZPRL.DE - Drawdown Comparison
The maximum XMVE.DE drawdown since its inception was -33.33%, smaller than the maximum ZPRL.DE drawdown of -35.34%. Use the drawdown chart below to compare losses from any high point for XMVE.DE and ZPRL.DE.
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Drawdown Indicators
| XMVE.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.33% | -35.34% | +2.01% |
Max Drawdown (1Y)Largest decline over 1 year | -10.11% | -7.74% | -2.37% |
Max Drawdown (3Y)Largest decline over 3 years | -15.52% | -9.36% | -6.16% |
Max Drawdown (5Y)Largest decline over 5 years | -25.28% | -23.37% | -1.91% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.34% | — |
Current DrawdownCurrent decline from peak | -2.68% | 0.00% | -2.68% |
Average DrawdownAverage peak-to-trough decline | -5.10% | -5.32% | +0.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 2.67% | +0.08% |
Volatility
XMVE.DE vs. ZPRL.DE - Volatility Comparison
Xtrackers MSCI EMU ESG Screened UCITS ETF (XMVE.DE) has a higher volatility of 3.86% compared to SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.DE) at 2.78%. This indicates that XMVE.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
| XMVE.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.86% | 2.78% | +1.08% |
Volatility (6M)Calculated over the trailing 6-month period | 12.41% | 8.49% | +3.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.80% | 9.87% | +4.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.24% | 11.97% | +4.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.46% | 13.38% | +2.08% |
XMVE.DE vs. ZPRL.DE - Expense Ratio Comparison
XMVE.DE has a 0.12% expense ratio, which is lower than ZPRL.DE's 0.30% expense ratio.
Dividends
XMVE.DE vs. ZPRL.DE - Dividend Comparison
XMVE.DE's dividend yield for the trailing twelve months is around 2.45%, while ZPRL.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
XMVE.DE Xtrackers MSCI EMU ESG Screened UCITS ETF | 2.45% | 2.62% | 2.92% | 2.64% | 4.73% | 1.87% | 6.84% | 0.00% | 0.68% |
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% |
Frequently Asked Questions
XMVE.DE and ZPRL.DE have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XMVE.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XMVE.DE is cheaper with a 0.12% expense ratio, compared with 0.30% for ZPRL.DE.
XMVE.DE tracks MSCI EMU Select ESG Screened, while ZPRL.DE tracks EURO STOXX® Low Risk Weighted 100. They also come from different issuers: Xtrackers and State Street. Their fees differ too: 0.12% for XMVE.DE and 0.30% for ZPRL.DE.
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