ZPRL.DE vs. DBXI.DE
ZPRL.DE (SPDR EURO STOXX Low Volatility UCITS ETF) and DBXI.DE (Xtrackers FTSE MIB UCITS ETF) are both Europe Equities funds - ZPRL.DE tracks the EURO STOXX® Low Risk Weighted 100 while DBXI.DE tracks the FTSE MIB. Both are passively managed. Over the past 10 years, ZPRL.DE returned 6.55%/yr vs 14.91%/yr for DBXI.DE. A 0.73 correlation means they provide meaningful diversification when combined. Both charge a 0.30% expense ratio.
Performance
ZPRL.DE vs. DBXI.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 DBXI.DE's 14.49% return. Over the past 10 years, ZPRL.DE has underperformed DBXI.DE with an annualized return of 6.55%, while DBXI.DE has yielded a comparatively higher 14.91% 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%
DBXI.DE
- 1D
- 0.21%
- 1M
- 4.80%
- YTD
- 14.49%
- 6M
- 18.18%
- 1Y
- 30.62%
- 3Y*
- 28.95%
- 5Y*
- 19.73%
- 10Y*
- 14.91%
ZPRL.DE vs. DBXI.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% |
DBXI.DE Xtrackers FTSE MIB UCITS ETF | 14.49% | 37.50% | 18.27% | 33.40% | -9.08% | 26.51% | -4.28% | 33.02% | -14.48% | 16.46% |
Correlation
The correlation between ZPRL.DE and DBXI.DE is 0.66, 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 | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 2014 | 0.73 |
The correlation between ZPRL.DE and DBXI.DE has been stable across timeframes, ranging from 0.66 to 0.75 - a consistent structural relationship.
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Return for Risk
ZPRL.DE vs. DBXI.DE — Risk / Return Rank
ZPRL.DE
DBXI.DE
ZPRL.DE vs. DBXI.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 Xtrackers FTSE MIB UCITS ETF (DBXI.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 | DBXI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.32 | ||
| Sortino ratioReturn per unit of downside risk | -1.80 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.34 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 0.72 | 3.17 | -2.45 |
| Martin ratioReturn relative to average drawdown | 2.02 | 11.42 | -9.40 |
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 | DBXI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 1.94 | -1.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 1.09 | -0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.75 | -0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.19 | +0.34 |
Drawdowns
ZPRL.DE vs. DBXI.DE - Drawdown Comparison
The maximum ZPRL.DE drawdown since its inception was -35.35%, smaller than the maximum DBXI.DE drawdown of -69.49%. Use the drawdown chart below to compare losses from any high point for ZPRL.DE and DBXI.DE.
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Drawdown Indicators
| ZPRL.DE | DBXI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.35% | -69.49% | +34.14% |
Max Drawdown (1Y)Largest decline over 1 year | -7.97% | -9.62% | +1.65% |
Max Drawdown (3Y)Largest decline over 3 years | -9.37% | -17.56% | +8.19% |
Max Drawdown (5Y)Largest decline over 5 years | -23.37% | -25.10% | +1.73% |
Max Drawdown (10Y)Largest decline over 10 years | -35.35% | -40.46% | +5.11% |
Current DrawdownCurrent decline from peak | -3.70% | -0.77% | -2.93% |
Average DrawdownAverage peak-to-trough decline | -5.39% | -29.56% | +24.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.84% | 2.67% | +0.17% |
Volatility
ZPRL.DE vs. DBXI.DE - Volatility Comparison
The current volatility for SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.DE) is 2.90%, while Xtrackers FTSE MIB UCITS ETF (DBXI.DE) has a volatility of 4.63%. This indicates that ZPRL.DE experiences smaller price fluctuations and is considered to be less risky than DBXI.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 | DBXI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.90% | 4.63% | -1.73% |
Volatility (6M)Calculated over the trailing 6-month period | 7.65% | 12.34% | -4.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.22% | 15.69% | -6.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.89% | 18.31% | -6.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.60% | 20.37% | -6.77% |
ZPRL.DE vs. DBXI.DE - Expense Ratio Comparison
Both ZPRL.DE and DBXI.DE have an expense ratio of 0.30%.
Dividends
ZPRL.DE vs. DBXI.DE - Dividend Comparison
ZPRL.DE has not paid dividends to shareholders, while DBXI.DE's dividend yield for the trailing twelve months is around 3.63%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBXI.DE Xtrackers FTSE MIB UCITS ETF | 3.63% | 3.93% | 4.53% | 3.78% | 7.45% | 0.94% | 4.23% | 3.33% | 2.66% | 1.94% | 2.51% | 0.15% |
ZPRL.DE SPDR EURO STOXX Low Volatility 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
ZPRL.DE and DBXI.DE have a correlation of 0.66, 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 DBXI.DE have the same expense ratio: 0.30% per year.
ZPRL.DE tracks EURO STOXX® Low Risk Weighted 100, while DBXI.DE tracks FTSE MIB. They also come from different issuers: State Street and Xtrackers.
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