ZPRL.DE vs. 18M2.DE
ZPRL.DE (SPDR EURO STOXX Low Volatility UCITS ETF) and 18M2.DE (Amundi ETF MSCI EMU High Dividend UCITS ETF EUR) are both Europe Equities funds - ZPRL.DE tracks the EURO STOXX® Low Risk Weighted 100 while 18M2.DE tracks the MSCI EMU High Dividend Yield. Both are passively managed. Over the past 10 years, ZPRL.DE returned 6.55%/yr vs 8.26%/yr for 18M2.DE. Their correlation of 0.86 suggests significant overlap in exposure. Both charge a 0.30% expense ratio.
Performance
ZPRL.DE vs. 18M2.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ZPRL.DE achieves a 5.19% return, which is significantly lower than 18M2.DE's 6.76% return. Over the past 10 years, ZPRL.DE has underperformed 18M2.DE with an annualized return of 6.55%, while 18M2.DE has yielded a comparatively higher 8.26% annualized return.
ZPRL.DE
- 1D
- 0.22%
- 1M
- -0.23%
- YTD
- 5.19%
- 6M
- 6.78%
- 1Y
- 5.74%
- 3Y*
- 11.19%
- 5Y*
- 7.05%
- 10Y*
- 6.55%
18M2.DE
- 1D
- 0.32%
- 1M
- 1.10%
- YTD
- 6.76%
- 6M
- 8.84%
- 1Y
- 15.86%
- 3Y*
- 12.13%
- 5Y*
- 8.90%
- 10Y*
- 8.26%
ZPRL.DE vs. 18M2.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ZPRL.DE SPDR EURO STOXX Low Volatility UCITS ETF | 5.19% | 18.48% | 7.41% | 12.34% | -14.65% | 17.34% | -5.25% | 22.05% | -8.17% | 15.38% |
18M2.DE Amundi ETF MSCI EMU High Dividend UCITS ETF EUR | 6.76% | 21.49% | 3.36% | 16.14% | -6.47% | 16.02% | -6.39% | 24.91% | -4.44% | 7.99% |
Correlation
The correlation between ZPRL.DE and 18M2.DE is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 2014 | 0.86 |
The correlation between ZPRL.DE and 18M2.DE has been stable across timeframes, ranging from 0.82 to 0.86 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ZPRL.DE vs. 18M2.DE — Risk / Return Rank
ZPRL.DE
18M2.DE
ZPRL.DE vs. 18M2.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.DE) and Amundi ETF MSCI EMU High Dividend UCITS ETF EUR (18M2.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.
| ZPRL.DE | 18M2.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.87 | ||
| Sortino ratioReturn per unit of downside risk | -1.17 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.28 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.72 | 2.55 | -1.83 |
| Martin ratioReturn relative to average drawdown | 2.02 | 6.71 | -4.69 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| ZPRL.DE | 18M2.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 1.49 | -0.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.66 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.53 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.44 | +0.09 |
Drawdowns
ZPRL.DE vs. 18M2.DE - Drawdown Comparison
The maximum ZPRL.DE drawdown since its inception was -35.35%, roughly equal to the maximum 18M2.DE drawdown of -37.06%. Use the drawdown chart below to compare losses from any high point for ZPRL.DE and 18M2.DE.
Loading charts...
Drawdown Indicators
| ZPRL.DE | 18M2.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.35% | -37.06% | +1.71% |
Max Drawdown (1Y)Largest decline over 1 year | -7.97% | -6.19% | -1.78% |
Max Drawdown (3Y)Largest decline over 3 years | -9.37% | -14.68% | +5.31% |
Max Drawdown (5Y)Largest decline over 5 years | -23.37% | -20.81% | -2.56% |
Max Drawdown (10Y)Largest decline over 10 years | -35.35% | -37.06% | +1.71% |
Current DrawdownCurrent decline from peak | -3.70% | -1.44% | -2.26% |
Average DrawdownAverage peak-to-trough decline | -5.39% | -6.42% | +1.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.84% | 2.36% | +0.48% |
Volatility
ZPRL.DE vs. 18M2.DE - Volatility Comparison
SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.DE) has a higher volatility of 2.90% compared to Amundi ETF MSCI EMU High Dividend UCITS ETF EUR (18M2.DE) at 2.63%. This indicates that ZPRL.DE's price experiences larger fluctuations and is considered to be riskier than 18M2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ZPRL.DE | 18M2.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.90% | 2.63% | +0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 7.65% | 8.33% | -0.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.22% | 10.62% | -1.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.89% | 13.41% | -1.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.60% | 15.44% | -1.84% |
ZPRL.DE vs. 18M2.DE - Expense Ratio Comparison
Both ZPRL.DE and 18M2.DE have an expense ratio of 0.30%.
Dividends
ZPRL.DE vs. 18M2.DE - Dividend Comparison
Neither ZPRL.DE nor 18M2.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPRL.DE and 18M2.DE have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
ZPRL.DE and 18M2.DE have the same expense ratio: 0.30% per year.
ZPRL.DE tracks EURO STOXX® Low Risk Weighted 100, while 18M2.DE tracks MSCI EMU High Dividend Yield. They also come from different issuers: State Street and Amundi.
Find the right allocation for ZPRL.DE and 18M2.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer