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ZPDX.DE vs. IEUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZPDX.DE vs. IEUS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR STOXX Europe 600 SRI UCITS ETF (ZPDX.DE) and iShares MSCI Europe Small-Cap ETF (IEUS). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ZPDX.DE is traded in EUR, while IEUS is traded in USD. To make them comparable, the IEUS values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, ZPDX.DE achieves a 6.68% return, which is significantly lower than IEUS's 8.20% return.


ZPDX.DE

1D
0.99%
1M
4.13%
YTD
6.68%
6M
8.95%
1Y
11.89%
3Y*
12.67%
5Y*
9.14%
10Y*

IEUS

1D
1.08%
1M
2.24%
YTD
8.20%
6M
10.43%
1Y
12.55%
3Y*
11.74%
5Y*
3.97%
10Y*
7.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZPDX.DE vs. IEUS - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ZPDX.DE
SPDR STOXX Europe 600 SRI UCITS ETF
6.68%14.73%10.10%18.67%-11.83%25.89%-2.05%8.15%
IEUS
iShares MSCI Europe Small-Cap ETF
8.20%16.39%4.90%13.82%-22.55%23.67%3.67%13.36%

Correlation

The correlation between ZPDX.DE and IEUS is 0.68, 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

0.68

Correlation (3Y)
Calculated over the trailing 3-year period

0.62

Correlation (5Y)
Calculated over the trailing 5-year period

0.67

Correlation (All Time)
Calculated using the full available price history since Oct 2, 2019

0.67

The correlation between ZPDX.DE and IEUS has been stable across timeframes, ranging from 0.62 to 0.68 - a consistent structural relationship.

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Return for Risk

ZPDX.DE vs. IEUS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ZPDX.DE
ZPDX.DE Risk / Return Rank: 2525
Overall Rank
ZPDX.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
ZPDX.DE Sortino Ratio Rank: 2525
Sortino Ratio Rank
ZPDX.DE Omega Ratio Rank: 2525
Omega Ratio Rank
ZPDX.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
ZPDX.DE Martin Ratio Rank: 2626
Martin Ratio Rank

IEUS
IEUS Risk / Return Rank: 2626
Overall Rank
IEUS Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
IEUS Sortino Ratio Rank: 2626
Sortino Ratio Rank
IEUS Omega Ratio Rank: 2626
Omega Ratio Rank
IEUS Calmar Ratio Rank: 2525
Calmar Ratio Rank
IEUS Martin Ratio Rank: 2828
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ZPDX.DE vs. IEUS - 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 MSCI Europe Small-Cap ETF (IEUS). 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.DEIEUSDifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

-0.05

Omega ratioGain probability vs. loss probability

1.16

1.17

-0.01

Calmar ratioReturn relative to maximum drawdown

1.10

1.19

-0.08

Martin ratioReturn relative to average drawdown

3.43

4.42

-0.99

ZPDX.DE vs. IEUS - Sharpe Ratio Comparison

The current ZPDX.DE Sharpe Ratio is 0.86, which is comparable to the IEUS Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of ZPDX.DE and IEUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ZPDX.DEIEUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

0.93

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.22

+0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.33

+0.25

Drawdowns

ZPDX.DE vs. IEUS - Drawdown Comparison

The maximum ZPDX.DE drawdown since its inception was -35.97%, smaller than the maximum IEUS drawdown of -55.91%. Use the drawdown chart below to compare losses from any high point for ZPDX.DE and IEUS.


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Drawdown Indicators


ZPDX.DEIEUSDifference

Max Drawdown

Largest peak-to-trough decline

-35.97%

-55.91%

+19.94%

Max Drawdown (1Y)

Largest decline over 1 year

-10.73%

-10.63%

-0.10%

Max Drawdown (3Y)

Largest decline over 3 years

-16.01%

-14.92%

-1.09%

Max Drawdown (5Y)

Largest decline over 5 years

-20.27%

-33.14%

+12.87%

Max Drawdown (10Y)

Largest decline over 10 years

-42.75%

Current Drawdown

Current decline from peak

-1.40%

-0.62%

-0.78%

Average Drawdown

Average peak-to-trough decline

-5.32%

-11.16%

+5.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.47%

2.85%

+0.62%

Volatility

ZPDX.DE vs. IEUS - Volatility Comparison

SPDR STOXX Europe 600 SRI UCITS ETF (ZPDX.DE) and iShares MSCI Europe Small-Cap ETF (IEUS) have volatilities of 4.19% and 4.34%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZPDX.DEIEUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.19%

4.34%

-0.15%

Volatility (6M)

Calculated over the trailing 6-month period

11.18%

11.28%

-0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

13.77%

13.61%

+0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.29%

17.75%

-3.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.74%

18.47%

-1.73%

ZPDX.DE vs. IEUS - Expense Ratio Comparison

ZPDX.DE has a 0.12% expense ratio, which is lower than IEUS's 0.40% expense ratio.


Dividends

ZPDX.DE vs. IEUS - Dividend Comparison

ZPDX.DE has not paid dividends to shareholders, while IEUS's dividend yield for the trailing twelve months is around 2.99%.


PositionTTM20252024202320222021202020192018201720162015
IEUS
iShares MSCI Europe Small-Cap ETF
2.99%3.19%3.25%2.97%3.00%2.63%1.21%4.03%3.21%2.13%2.48%2.06%
ZPDX.DE
SPDR STOXX Europe 600 SRI UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ZPDX.DE and IEUS have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ZPDX.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ZPDX.DE is cheaper with a 0.12% expense ratio, compared with 0.40% for IEUS.

ZPDX.DE tracks STOXX® Europe 600 SRI, while IEUS tracks MSCI Europe Small Cap Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.12% for ZPDX.DE and 0.40% for IEUS.

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