ZPRL.DE vs. EXSB.DE
ZPRL.DE (SPDR EURO STOXX Low Volatility UCITS ETF) and EXSB.DE (iShares DivDAX UCITS ETF (DE)) are both Europe Equities funds - ZPRL.DE tracks the EURO STOXX® Low Risk Weighted 100 while EXSB.DE tracks the DivDAX®. Both are passively managed. Over the past 10 years, ZPRL.DE returned 6.55%/yr vs 7.59%/yr for EXSB.DE. A 0.80 correlation means they provide meaningful diversification when combined. ZPRL.DE charges 0.30%/yr vs 0.31%/yr for EXSB.DE.
Performance
ZPRL.DE vs. EXSB.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 higher than EXSB.DE's 1.54% return. Over the past 10 years, ZPRL.DE has underperformed EXSB.DE with an annualized return of 6.55%, while EXSB.DE has yielded a comparatively higher 7.59% 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%
EXSB.DE
- 1D
- -0.71%
- 1M
- -0.92%
- YTD
- 1.54%
- 6M
- 3.75%
- 1Y
- 8.12%
- 3Y*
- 9.41%
- 5Y*
- 5.53%
- 10Y*
- 7.59%
ZPRL.DE vs. EXSB.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% |
EXSB.DE iShares DivDAX UCITS ETF (DE) | 1.54% | 21.72% | 4.26% | 17.02% | -11.05% | 13.58% | 2.20% | 23.19% | -16.62% | 13.85% |
Correlation
The correlation between ZPRL.DE and EXSB.DE is 0.70, 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 | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 2014 | 0.80 |
The correlation between ZPRL.DE and EXSB.DE has been stable across timeframes, ranging from 0.70 to 0.80 - a consistent structural relationship.
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Return for Risk
ZPRL.DE vs. EXSB.DE — Risk / Return Rank
ZPRL.DE
EXSB.DE
ZPRL.DE vs. EXSB.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 iShares DivDAX UCITS ETF (DE) (EXSB.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 | EXSB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.07 | ||
| Sortino ratioReturn per unit of downside risk | +0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.11 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.72 | 0.82 | -0.10 |
| Martin ratioReturn relative to average drawdown | 2.02 | 2.26 | -0.25 |
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 | EXSB.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 0.55 | +0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.32 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.40 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.34 | +0.19 |
Drawdowns
ZPRL.DE vs. EXSB.DE - Drawdown Comparison
The maximum ZPRL.DE drawdown since its inception was -35.35%, smaller than the maximum EXSB.DE drawdown of -60.17%. Use the drawdown chart below to compare losses from any high point for ZPRL.DE and EXSB.DE.
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Drawdown Indicators
| ZPRL.DE | EXSB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.35% | -60.17% | +24.82% |
Max Drawdown (1Y)Largest decline over 1 year | -7.97% | -9.88% | +1.91% |
Max Drawdown (3Y)Largest decline over 3 years | -9.37% | -15.89% | +6.52% |
Max Drawdown (5Y)Largest decline over 5 years | -23.37% | -25.49% | +2.12% |
Max Drawdown (10Y)Largest decline over 10 years | -35.35% | -41.68% | +6.33% |
Current DrawdownCurrent decline from peak | -3.70% | -5.13% | +1.43% |
Average DrawdownAverage peak-to-trough decline | -5.39% | -12.25% | +6.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.84% | 3.58% | -0.74% |
Volatility
ZPRL.DE vs. EXSB.DE - Volatility Comparison
The current volatility for SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.DE) is 2.90%, while iShares DivDAX UCITS ETF (DE) (EXSB.DE) has a volatility of 3.57%. This indicates that ZPRL.DE experiences smaller price fluctuations and is considered to be less risky than EXSB.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 | EXSB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.90% | 3.57% | -0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 7.65% | 11.51% | -3.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.22% | 14.64% | -5.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.89% | 16.99% | -5.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.60% | 18.65% | -5.05% |
ZPRL.DE vs. EXSB.DE - Expense Ratio Comparison
ZPRL.DE has a 0.30% expense ratio, which is lower than EXSB.DE's 0.31% expense ratio.
Dividends
ZPRL.DE vs. EXSB.DE - Dividend Comparison
ZPRL.DE has not paid dividends to shareholders, while EXSB.DE's dividend yield for the trailing twelve months is around 3.06%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXSB.DE iShares DivDAX UCITS ETF (DE) | 3.06% | 3.11% | 3.50% | 4.55% | 3.19% | 2.17% | 2.19% | 2.36% | 2.77% | 1.65% | 2.53% | 3.23% |
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 EXSB.DE have a correlation of 0.70, 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 0.31% for EXSB.DE.
ZPRL.DE tracks EURO STOXX® Low Risk Weighted 100, while EXSB.DE tracks DivDAX®. They also come from different issuers: State Street and iShares. Their fees differ too: 0.30% for ZPRL.DE and 0.31% for EXSB.DE.
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