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ZPRE.DE vs. LCUK.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ZPRE.DE vs. LCUK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI EMU UCITS ETF (ZPRE.DE) and Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist (LCUK.DE). The values are adjusted to include any dividend payments, if applicable.

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ZPRE.DE vs. LCUK.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
ZPRE.DE
SPDR MSCI EMU UCITS ETF
0.39%24.37%9.48%18.70%-11.85%21.92%-0.70%27.13%-11.13%
LCUK.DE
Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist
5.27%19.79%13.71%9.61%-4.22%25.64%-15.89%26.84%-5.66%

Returns By Period

In the year-to-date period, ZPRE.DE achieves a 0.39% return, which is significantly lower than LCUK.DE's 5.27% return.


ZPRE.DE

1D
-0.07%
1M
-0.41%
YTD
0.39%
6M
3.52%
1Y
14.69%
3Y*
13.32%
5Y*
9.85%
10Y*
9.45%

LCUK.DE

1D
0.42%
1M
-0.55%
YTD
5.27%
6M
11.12%
1Y
19.52%
3Y*
14.70%
5Y*
11.29%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ZPRE.DE vs. LCUK.DE - Expense Ratio Comparison

ZPRE.DE has a 0.18% expense ratio, which is higher than LCUK.DE's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

ZPRE.DE vs. LCUK.DE — Risk / Return Rank

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

ZPRE.DE
ZPRE.DE Risk / Return Rank: 4949
Overall Rank
ZPRE.DE Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
ZPRE.DE Sortino Ratio Rank: 4444
Sortino Ratio Rank
ZPRE.DE Omega Ratio Rank: 4444
Omega Ratio Rank
ZPRE.DE Calmar Ratio Rank: 5656
Calmar Ratio Rank
ZPRE.DE Martin Ratio Rank: 5656
Martin Ratio Rank

LCUK.DE
LCUK.DE Risk / Return Rank: 7171
Overall Rank
LCUK.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
LCUK.DE Sortino Ratio Rank: 6161
Sortino Ratio Rank
LCUK.DE Omega Ratio Rank: 7070
Omega Ratio Rank
LCUK.DE Calmar Ratio Rank: 7777
Calmar Ratio Rank
LCUK.DE Martin Ratio Rank: 8181
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.

ZPRE.DE vs. LCUK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI EMU UCITS ETF (ZPRE.DE) and Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist (LCUK.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.


ZPRE.DELCUK.DEDifference

Sharpe ratio

Return per unit of total volatility

0.91

1.26

-0.35

Sortino ratio

Return per unit of downside risk

1.29

1.64

-0.35

Omega ratio

Gain probability vs. loss probability

1.19

1.27

-0.09

Calmar ratio

Return relative to maximum drawdown

1.77

2.65

-0.88

Martin ratio

Return relative to average drawdown

6.82

10.74

-3.92

ZPRE.DE vs. LCUK.DE - Sharpe Ratio Comparison

The current ZPRE.DE Sharpe Ratio is 0.91, which is comparable to the LCUK.DE Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of ZPRE.DE and LCUK.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ZPRE.DELCUK.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

1.26

-0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.80

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.49

+0.02

Correlation

The correlation between ZPRE.DE and LCUK.DE is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

ZPRE.DE vs. LCUK.DE - Dividend Comparison

ZPRE.DE has not paid dividends to shareholders, while LCUK.DE's dividend yield for the trailing twelve months is around 2.87%.


TTM2025202420232022202120202019
ZPRE.DE
SPDR MSCI EMU UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LCUK.DE
Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist
2.87%3.03%3.73%3.09%4.08%3.76%2.95%3.36%

Drawdowns

ZPRE.DE vs. LCUK.DE - Drawdown Comparison

The maximum ZPRE.DE drawdown since its inception was -38.16%, smaller than the maximum LCUK.DE drawdown of -41.10%. Use the drawdown chart below to compare losses from any high point for ZPRE.DE and LCUK.DE.


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Drawdown Indicators


ZPRE.DELCUK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.16%

-41.10%

+2.94%

Max Drawdown (1Y)

Largest decline over 1 year

-10.27%

-11.77%

+1.50%

Max Drawdown (5Y)

Largest decline over 5 years

-24.48%

-16.69%

-7.79%

Max Drawdown (10Y)

Largest decline over 10 years

-38.16%

Current Drawdown

Current decline from peak

-6.27%

-3.96%

-2.31%

Average Drawdown

Average peak-to-trough decline

-5.87%

-5.72%

-0.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.67%

2.05%

+0.62%

Volatility

ZPRE.DE vs. LCUK.DE - Volatility Comparison

SPDR MSCI EMU UCITS ETF (ZPRE.DE) has a higher volatility of 6.17% compared to Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist (LCUK.DE) at 5.40%. This indicates that ZPRE.DE's price experiences larger fluctuations and is considered to be riskier than LCUK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZPRE.DELCUK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.17%

5.40%

+0.77%

Volatility (6M)

Calculated over the trailing 6-month period

10.15%

8.83%

+1.32%

Volatility (1Y)

Calculated over the trailing 1-year period

15.99%

15.42%

+0.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.90%

14.01%

+1.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.07%

17.12%

-0.05%