ZPDX.DE vs. 5MVL.DE
Compare and contrast key facts about SPDR STOXX Europe 600 SRI UCITS ETF (ZPDX.DE) and iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE).
ZPDX.DE and 5MVL.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ZPDX.DE is a passively managed fund by State Street that tracks the performance of the STOXX® Europe 600 SRI. It was launched on Sep 30, 2019. 5MVL.DE is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Select Value Factor Focus. It was launched on Dec 6, 2018. Both ZPDX.DE and 5MVL.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
ZPDX.DE vs. 5MVL.DE - Performance Comparison
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ZPDX.DE vs. 5MVL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ZPDX.DE SPDR STOXX Europe 600 SRI UCITS ETF | 0.17% | 14.73% | 10.10% | 18.67% | -11.83% | 25.89% | -2.05% | 8.15% |
5MVL.DE iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) | 13.88% | 27.25% | 21.00% | 14.58% | -10.54% | 13.07% | -2.40% | 10.80% |
Returns By Period
In the year-to-date period, ZPDX.DE achieves a 0.17% return, which is significantly lower than 5MVL.DE's 13.88% return.
ZPDX.DE
- 1D
- 2.76%
- 1M
- -5.06%
- YTD
- 0.17%
- 6M
- 4.44%
- 1Y
- 8.32%
- 3Y*
- 11.20%
- 5Y*
- 8.96%
- 10Y*
- —
5MVL.DE
- 1D
- 2.72%
- 1M
- -5.92%
- YTD
- 13.88%
- 6M
- 24.33%
- 1Y
- 43.63%
- 3Y*
- 24.58%
- 5Y*
- 11.88%
- 10Y*
- —
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ZPDX.DE vs. 5MVL.DE - Expense Ratio Comparison
ZPDX.DE has a 0.12% expense ratio, which is lower than 5MVL.DE's 0.40% expense ratio.
Return for Risk
ZPDX.DE vs. 5MVL.DE — Risk / Return Rank
ZPDX.DE
5MVL.DE
ZPDX.DE vs. 5MVL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR STOXX Europe 600 SRI UCITS ETF (ZPDX.DE) and iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.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.
| ZPDX.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.53 | 2.24 | -1.71 |
Sortino ratioReturn per unit of downside risk | 0.80 | 2.81 | -2.01 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.41 | -0.29 |
Calmar ratioReturn relative to maximum drawdown | 0.83 | 3.88 | -3.05 |
Martin ratioReturn relative to average drawdown | 2.70 | 14.02 | -11.32 |
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
| ZPDX.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.53 | 2.24 | -1.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.72 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.65 | -0.11 |
Correlation
The correlation between ZPDX.DE and 5MVL.DE is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
ZPDX.DE vs. 5MVL.DE - Dividend Comparison
Neither ZPDX.DE nor 5MVL.DE has paid dividends to shareholders.
Drawdowns
ZPDX.DE vs. 5MVL.DE - Drawdown Comparison
The maximum ZPDX.DE drawdown since its inception was -35.97%, which is greater than 5MVL.DE's maximum drawdown of -32.25%. Use the drawdown chart below to compare losses from any high point for ZPDX.DE and 5MVL.DE.
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Drawdown Indicators
| ZPDX.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.97% | -32.25% | -3.72% |
Max Drawdown (1Y)Largest decline over 1 year | -11.96% | -14.51% | +2.55% |
Max Drawdown (5Y)Largest decline over 5 years | -20.27% | -20.60% | +0.33% |
Current DrawdownCurrent decline from peak | -6.87% | -6.83% | -0.04% |
Average DrawdownAverage peak-to-trough decline | -5.36% | -6.39% | +1.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.31% | 3.13% | +0.18% |
Volatility
ZPDX.DE vs. 5MVL.DE - Volatility Comparison
The current volatility for SPDR STOXX Europe 600 SRI UCITS ETF (ZPDX.DE) is 5.92%, while iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) has a volatility of 6.89%. This indicates that ZPDX.DE experiences smaller price fluctuations and is considered to be less risky than 5MVL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ZPDX.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.92% | 6.89% | -0.97% |
Volatility (6M)Calculated over the trailing 6-month period | 9.47% | 14.23% | -4.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.62% | 19.39% | -3.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.06% | 16.24% | -2.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.69% | 18.62% | -1.93% |