ZPRL.DE vs. EXSH.DE

Last updated Apr 2, 2026

Compare and contrast key facts about SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.DE) and iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) (EXSH.DE).

ZPRL.DE and EXSH.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ZPRL.DE is a passively managed fund by State Street that tracks the performance of the EURO STOXX® Low Risk Weighted 100. It was launched on Mar 24, 2014. EXSH.DE is a passively managed fund by iShares that tracks the performance of the STOXX® Europe Select Dividend 30. It was launched on May 3, 2005. Both ZPRL.DE and EXSH.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

ZPRL.DE vs. EXSH.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.DE) and iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) (EXSH.DE). The values are adjusted to include any dividend payments, if applicable.

ZPRL.DE vs. EXSH.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ZPRL.DE SPDR EURO STOXX Low Volatility UCITS ETF	4.94%	18.48%	7.41%	12.34%	-14.65%	17.34%	-5.25%	22.05%	-8.17%	15.38%
EXSH.DE iShares STOXX Europe Select Dividend 30 UCITS ETF (DE)	4.95%	44.94%	5.72%	10.87%	-9.92%	23.55%	-9.64%	27.73%	-4.87%	5.22%

Returns By Period

The year-to-date returns for both investments are quite close, with ZPRL.DE having a 4.94% return and EXSH.DE slightly higher at 4.95%. Over the past 10 years, ZPRL.DE has underperformed EXSH.DE with an annualized return of 6.82%, while EXSH.DE has yielded a comparatively higher 9.95% annualized return.

ZPRL.DE

• 1D: 1.55%
• 1M: -2.79%
• YTD: 4.94%
• 6M: 7.62%
• 1Y: 11.66%
• 3Y*: 11.27%
• 5Y*: 7.87%
• 10Y*: 6.82%

EXSH.DE

• 1D: 2.22%
• 1M: -1.18%
• YTD: 4.95%
• 6M: 14.32%
• 1Y: 30.02%
• 3Y*: 20.92%
• 5Y*: 11.88%
• 10Y*: 9.95%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ZPRL.DE vs. EXSH.DE - Expense Ratio Comparison

ZPRL.DE has a 0.30% expense ratio, which is lower than EXSH.DE's 0.32% expense ratio.

EXSH.DE

iShares STOXX Europe Select Dividend 30 UCITS ETF (DE)

ZPRL.DE

SPDR EURO STOXX Low Volatility UCITS ETF

Return for Risk

ZPRL.DE vs. EXSH.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ZPRL.DE

ZPRL.DE Risk / Return Rank: 46
ZPRL.DE Sharpe Ratio Rank: 51
ZPRL.DE Sortino Ratio Rank: 43
ZPRL.DE Omega Ratio Rank: 52
ZPRL.DE Calmar Ratio Rank: 45
ZPRL.DE Martin Ratio Rank: 39

EXSH.DE

EXSH.DE Risk / Return Rank: 90
EXSH.DE Sharpe Ratio Rank: 90
EXSH.DE Sortino Ratio Rank: 88
EXSH.DE Omega Ratio Rank: 91
EXSH.DE Calmar Ratio Rank: 89
EXSH.DE Martin Ratio Rank: 92

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ZPRL.DE vs. EXSH.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 STOXX Europe Select Dividend 30 UCITS ETF (DE) (EXSH.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	EXSH.DE	Difference
Sharpe ratio Return per unit of total volatility	0.98	2.04	-1.06
Sortino ratio Return per unit of downside risk	1.28	2.51	-1.23
Omega ratio Gain probability vs. loss probability	1.21	1.40	-0.19
Calmar ratio Return relative to maximum drawdown	1.33	3.03	-1.71
Martin ratio Return relative to average drawdown	4.08	13.44	-9.36
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ZPRL.DE vs. EXSH.DE - Sharpe Ratio Comparison

The current ZPRL.DE Sharpe Ratio is 0.98, which is lower than the EXSH.DE Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of ZPRL.DE and EXSH.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ZPRL.DE	EXSH.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.98	2.04	-1.06
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.66	0.81	-0.15
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.50	0.58	-0.08
Sharpe Ratio (All Time) Calculated using the full available price history	0.54	0.30	+0.24

Correlation

The correlation between ZPRL.DE and EXSH.DE is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

ZPRL.DE vs. EXSH.DE - Dividend Comparison

ZPRL.DE has not paid dividends to shareholders, while EXSH.DE's dividend yield for the trailing twelve months is around 4.77%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
EXSH.DE iShares STOXX Europe Select Dividend 30 UCITS ETF (DE)	4.77%	5.15%	5.86%	6.39%	6.06%	3.77%	3.58%	4.50%	4.42%	5.03%	4.99%	3.96%

Drawdowns

ZPRL.DE vs. EXSH.DE - Drawdown Comparison

The maximum ZPRL.DE drawdown since its inception was -35.35%, smaller than the maximum EXSH.DE drawdown of -70.20%. Use the drawdown chart below to compare losses from any high point for ZPRL.DE and EXSH.DE.

Drawdown Indicators

	ZPRL.DE	EXSH.DE	Difference
Max Drawdown Largest peak-to-trough decline	-35.35%	-70.20%	+34.85%
Max Drawdown (1Y) Largest decline over 1 year	-9.27%	-12.67%	+3.40%
Max Drawdown (5Y) Largest decline over 5 years	-23.37%	-22.98%	-0.39%
Max Drawdown (10Y) Largest decline over 10 years	-35.35%	-40.34%	+4.99%
Current Drawdown Current decline from peak	-3.92%	-2.28%	-1.64%
Average Drawdown Average peak-to-trough decline	-5.42%	-22.32%	+16.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.87%	2.28%	+0.59%

Volatility

ZPRL.DE vs. EXSH.DE - Volatility Comparison

The current volatility for SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.DE) is 4.19%, while iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) (EXSH.DE) has a volatility of 5.26%. This indicates that ZPRL.DE experiences smaller price fluctuations and is considered to be less risky than EXSH.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ZPRL.DE	EXSH.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.19%	5.26%	-1.07%
Volatility (6M) Calculated over the trailing 6-month period	6.78%	8.89%	-2.11%
Volatility (1Y) Calculated over the trailing 1-year period	11.90%	14.68%	-2.78%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.84%	14.48%	-2.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.59%	17.14%	-3.55%