ZPRL.DE vs. ECDC.DE
ZPRL.DE (SPDR EURO STOXX Low Volatility UCITS ETF) and ECDC.DE (Expat Croatia Crobex UCITS ETF) are both Europe Equities funds - ZPRL.DE tracks the EURO STOXX® Low Risk Weighted 100 while ECDC.DE tracks the CROBEX Index. Both are passively managed. Over the past 5 years, ZPRL.DE returned 7.31%/yr vs 12.59%/yr for ECDC.DE. At a 0.17 correlation, their price movements are largely independent. ZPRL.DE charges 0.30%/yr vs 1.38%/yr for ECDC.DE.
Performance
ZPRL.DE vs. ECDC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ZPRL.DE achieves a 10.26% return, which is significantly lower than ECDC.DE's 14.06% return.
ZPRL.DE
- 1D
- 1.13%
- 1M
- 2.43%
- 6M
- 8.63%
- YTD
- 10.26%
- 1Y
- 12.71%
- 3Y*
- 13.05%
- 5Y*
- 7.31%
- 10Y*
- 7.17%
ECDC.DE
- 1D
- 0.69%
- 1M
- 1.39%
- 6M
- 12.31%
- YTD
- 14.06%
- 1Y
- 17.74%
- 3Y*
- 22.13%
- 5Y*
- 12.59%
- 10Y*
- —
ZPRL.DE vs. ECDC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
ZPRL.DE SPDR EURO STOXX Low Volatility UCITS ETF | 10.26% | 18.39% | 7.42% | 12.34% | -14.65% | 17.34% | -5.26% | 22.07% | -7.71% |
ECDC.DE Expat Croatia Crobex UCITS ETF | 14.06% | 19.63% | 25.09% | 27.42% | -21.40% | 16.97% | -22.59% | 10.86% | -9.33% |
Correlation
The correlation between ZPRL.DE and ECDC.DE is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Apr 16, 2018 | 0.17 |
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Return for Risk
ZPRL.DE vs. ECDC.DE — Risk / Return Rank
ZPRL.DE
ECDC.DE
ZPRL.DE vs. ECDC.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 Expat Croatia Crobex UCITS ETF (ECDC.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ZPRL.DE | ECDC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.30 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.64 | 2.35 | -0.71 |
| Martin ratioReturn relative to average drawdown | 4.75 | 7.55 | -2.80 |
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Drawdowns
ZPRL.DE vs. ECDC.DE - Drawdown Comparison
The maximum ZPRL.DE drawdown since its inception was -35.34%, roughly equal to the maximum ECDC.DE drawdown of -35.49%. Use the drawdown chart below to compare losses from any high point for ZPRL.DE and ECDC.DE.
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Drawdown Indicators
| ZPRL.DE | ECDC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.34% | -35.49% | +0.15% |
Max Drawdown (1Y)Largest decline over 1 year | -7.74% | -7.52% | -0.22% |
Max Drawdown (3Y)Largest decline over 3 years | -9.36% | -11.02% | +1.66% |
Max Drawdown (5Y)Largest decline over 5 years | -23.37% | -28.39% | +5.02% |
Max Drawdown (10Y)Largest decline over 10 years | -35.34% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -5.32% | -13.88% | +8.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 2.35% | +0.32% |
Volatility
ZPRL.DE vs. ECDC.DE - Volatility Comparison
SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.DE) has a higher volatility of 2.78% compared to Expat Croatia Crobex UCITS ETF (ECDC.DE) at 2.31%. This indicates that ZPRL.DE's price experiences larger fluctuations and is considered to be riskier than ECDC.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 | ECDC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.78% | 2.31% | +0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 8.49% | 11.01% | -2.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.87% | 13.20% | -3.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.97% | 12.69% | -0.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.38% | 13.55% | -0.17% |
ZPRL.DE vs. ECDC.DE - Expense Ratio Comparison
ZPRL.DE has a 0.30% expense ratio, which is lower than ECDC.DE's 1.38% expense ratio.
Dividends
ZPRL.DE vs. ECDC.DE - Dividend Comparison
Neither ZPRL.DE nor ECDC.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPRL.DE and ECDC.DE have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ZPRL.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZPRL.DE is cheaper with a 0.30% expense ratio, compared with 1.38% for ECDC.DE.
ZPRL.DE tracks EURO STOXX® Low Risk Weighted 100, while ECDC.DE tracks CROBEX Index. They also come from different issuers: State Street and Expat. Their fees differ too: 0.30% for ZPRL.DE and 1.38% for ECDC.DE.
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