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ZPRE.DE vs. SC0D.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZPRE.DE vs. SC0D.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI EMU UCITS ETF (ZPRE.DE) and Invesco EURO STOXX 50 UCITS ETF (SC0D.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ZPRE.DE achieves a 9.05% return, which is significantly higher than SC0D.DE's 7.29% return. Both investments have delivered pretty close results over the past 10 years, with ZPRE.DE having a 9.98% annualized return and SC0D.DE not far ahead at 10.37%.


ZPRE.DE

1D
0.59%
1M
4.67%
YTD
9.05%
6M
10.89%
1Y
18.16%
3Y*
15.98%
5Y*
10.50%
10Y*
9.98%

SC0D.DE

1D
0.74%
1M
1.96%
YTD
7.29%
6M
8.66%
1Y
15.55%
3Y*
15.50%
5Y*
11.35%
10Y*
10.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZPRE.DE vs. SC0D.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ZPRE.DE
SPDR MSCI EMU UCITS ETF
9.05%24.37%9.48%18.70%-11.85%21.92%-0.70%27.13%-12.82%13.22%
SC0D.DE
Invesco EURO STOXX 50 UCITS ETF
7.29%22.01%10.91%22.46%-9.02%23.19%-3.03%30.01%-12.05%10.07%

Correlation

The correlation between ZPRE.DE and SC0D.DE is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.99

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

0.99

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

0.99

Correlation (10Y)
Calculated over the trailing 10-year period

0.99

Correlation (All Time)
Calculated using the full available price history since Jan 29, 2013

0.99

The correlation between ZPRE.DE and SC0D.DE has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.

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Return for Risk

ZPRE.DE vs. SC0D.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: 3737
Overall Rank
ZPRE.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
ZPRE.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
ZPRE.DE Omega Ratio Rank: 3636
Omega Ratio Rank
ZPRE.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
ZPRE.DE Martin Ratio Rank: 4141
Martin Ratio Rank

SC0D.DE
SC0D.DE Risk / Return Rank: 2929
Overall Rank
SC0D.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
SC0D.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
SC0D.DE Omega Ratio Rank: 2828
Omega Ratio Rank
SC0D.DE Calmar Ratio Rank: 2929
Calmar Ratio Rank
SC0D.DE Martin Ratio Rank: 3333
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. SC0D.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI EMU UCITS ETF (ZPRE.DE) and Invesco EURO STOXX 50 UCITS ETF (SC0D.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.DESC0D.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.27

Sortino ratioReturn per unit of downside risk

+0.35

Omega ratioGain probability vs. loss probability

1.23

1.18

+0.05

Calmar ratioReturn relative to maximum drawdown

1.76

1.43

+0.33

Martin ratioReturn relative to average drawdown

6.43

4.87

+1.57

ZPRE.DE vs. SC0D.DE - Sharpe Ratio Comparison

The current ZPRE.DE Sharpe Ratio is 1.25, which is comparable to the SC0D.DE Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of ZPRE.DE and SC0D.DE, 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


ZPRE.DESC0D.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

0.98

+0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.64

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.56

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.46

+0.08

Drawdowns

ZPRE.DE vs. SC0D.DE - Drawdown Comparison

The maximum ZPRE.DE drawdown since its inception was -38.16%, roughly equal to the maximum SC0D.DE drawdown of -38.50%. Use the drawdown chart below to compare losses from any high point for ZPRE.DE and SC0D.DE.


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Drawdown Indicators


ZPRE.DESC0D.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.16%

-38.50%

+0.34%

Max Drawdown (1Y)

Largest decline over 1 year

-10.27%

-10.93%

+0.66%

Max Drawdown (3Y)

Largest decline over 3 years

-15.13%

-16.54%

+1.41%

Max Drawdown (5Y)

Largest decline over 5 years

-24.48%

-23.38%

-1.10%

Max Drawdown (10Y)

Largest decline over 10 years

-38.16%

-38.50%

+0.34%

Current Drawdown

Current decline from peak

-0.47%

-0.53%

+0.06%

Average Drawdown

Average peak-to-trough decline

-5.83%

-7.22%

+1.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.82%

3.21%

-0.39%

Volatility

ZPRE.DE vs. SC0D.DE - Volatility Comparison

The current volatility for SPDR MSCI EMU UCITS ETF (ZPRE.DE) is 4.62%, while Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) has a volatility of 4.94%. This indicates that ZPRE.DE experiences smaller price fluctuations and is considered to be less risky than SC0D.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.DESC0D.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.62%

4.94%

-0.32%

Volatility (6M)

Calculated over the trailing 6-month period

11.92%

12.94%

-1.02%

Volatility (1Y)

Calculated over the trailing 1-year period

14.52%

15.95%

-1.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.13%

17.53%

-1.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.12%

18.27%

-1.15%

ZPRE.DE vs. SC0D.DE - Expense Ratio Comparison

ZPRE.DE has a 0.18% expense ratio, which is higher than SC0D.DE's 0.05% 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%.


Dividends

ZPRE.DE vs. SC0D.DE - Dividend Comparison

Neither ZPRE.DE nor SC0D.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.99, ZPRE.DE and SC0D.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, SC0D.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SC0D.DE is cheaper with a 0.05% expense ratio, compared with 0.18% for ZPRE.DE.

ZPRE.DE tracks MSCI EMU, while SC0D.DE tracks EURO STOXX® 50. They also come from different issuers: State Street and Invesco. Their fees differ too: 0.18% for ZPRE.DE and 0.05% for SC0D.DE.

Portfolio Optimizer

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