ZPRL.DE vs. AMED.DE
ZPRL.DE (SPDR EURO STOXX Low Volatility UCITS ETF) and AMED.DE (Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C)) are both Europe Equities funds - ZPRL.DE tracks the EURO STOXX® Low Risk Weighted 100 while AMED.DE tracks the MSCI EMU ESG Leaders Select 5% Issuer Capped. Both are passively managed. Over the past 10 years, ZPRL.DE returned 6.55%/yr vs 9.75%/yr for AMED.DE. Their correlation of 0.86 suggests significant overlap in exposure. ZPRL.DE charges 0.30%/yr vs 0.25%/yr for AMED.DE.
Performance
ZPRL.DE vs. AMED.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ZPRL.DE achieves a 5.19% return, which is significantly lower than AMED.DE's 16.87% return. Over the past 10 years, ZPRL.DE has underperformed AMED.DE with an annualized return of 6.55%, while AMED.DE has yielded a comparatively higher 9.75% 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%
AMED.DE
- 1D
- 0.51%
- 1M
- 7.96%
- YTD
- 16.87%
- 6M
- 18.54%
- 1Y
- 26.45%
- 3Y*
- 16.11%
- 5Y*
- 10.41%
- 10Y*
- 9.75%
ZPRL.DE vs. AMED.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% |
AMED.DE Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) | 16.87% | 20.15% | 5.95% | 16.68% | -10.71% | 20.90% | -1.35% | 27.22% | -12.98% | 11.86% |
Correlation
The correlation between ZPRL.DE and AMED.DE is 0.67, 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 | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
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 AMED.DE shifts across timeframes, from 0.67 (1 year) to 0.86 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ZPRL.DE vs. AMED.DE — Risk / Return Rank
ZPRL.DE
AMED.DE
ZPRL.DE vs. AMED.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 MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) (AMED.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 | AMED.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.12 | ||
| Sortino ratioReturn per unit of downside risk | -1.68 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.33 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 0.72 | 2.49 | -1.78 |
| Martin ratioReturn relative to average drawdown | 2.02 | 9.40 | -7.39 |
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
| ZPRL.DE | AMED.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 1.74 | -1.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.65 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.57 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.47 | +0.07 |
Drawdowns
ZPRL.DE vs. AMED.DE - Drawdown Comparison
The maximum ZPRL.DE drawdown since its inception was -35.35%, smaller than the maximum AMED.DE drawdown of -38.35%. Use the drawdown chart below to compare losses from any high point for ZPRL.DE and AMED.DE.
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Drawdown Indicators
| ZPRL.DE | AMED.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.35% | -38.35% | +3.00% |
Max Drawdown (1Y)Largest decline over 1 year | -7.97% | -10.56% | +2.59% |
Max Drawdown (3Y)Largest decline over 3 years | -9.37% | -14.07% | +4.70% |
Max Drawdown (5Y)Largest decline over 5 years | -23.37% | -24.06% | +0.69% |
Max Drawdown (10Y)Largest decline over 10 years | -35.35% | -38.35% | +3.00% |
Current DrawdownCurrent decline from peak | -3.70% | -0.17% | -3.53% |
Average DrawdownAverage peak-to-trough decline | -5.39% | -6.69% | +1.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.84% | 2.81% | +0.03% |
Volatility
ZPRL.DE vs. AMED.DE - Volatility Comparison
The current volatility for SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.DE) is 2.90%, while Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) (AMED.DE) has a volatility of 5.61%. This indicates that ZPRL.DE experiences smaller price fluctuations and is considered to be less risky than AMED.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ZPRL.DE | AMED.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.90% | 5.61% | -2.71% |
Volatility (6M)Calculated over the trailing 6-month period | 7.65% | 12.64% | -4.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.22% | 15.19% | -5.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.89% | 15.87% | -3.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.60% | 17.00% | -3.40% |
ZPRL.DE vs. AMED.DE - Expense Ratio Comparison
ZPRL.DE has a 0.30% expense ratio, which is higher than AMED.DE's 0.25% expense ratio.
Dividends
ZPRL.DE vs. AMED.DE - Dividend Comparison
Neither ZPRL.DE nor AMED.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPRL.DE and AMED.DE have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AMED.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AMED.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for ZPRL.DE.
ZPRL.DE tracks EURO STOXX® Low Risk Weighted 100, while AMED.DE tracks MSCI EMU ESG Leaders Select 5% Issuer Capped. They also come from different issuers: State Street and Amundi. Their fees differ too: 0.30% for ZPRL.DE and 0.25% for AMED.DE.
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