ZPRL.DE vs. EXXX.DE
ZPRL.DE (SPDR EURO STOXX Low Volatility UCITS ETF) and EXXX.DE (iShares ATX UCITS ETF (DE)) are both Europe Equities funds - ZPRL.DE tracks the EURO STOXX® Low Risk Weighted 100 while EXXX.DE tracks the ATX Index. Both are passively managed. Over the past 10 years, ZPRL.DE returned 7.17%/yr vs 14.21%/yr for EXXX.DE. A 0.63 correlation means they provide meaningful diversification when combined. ZPRL.DE charges 0.30%/yr vs 0.32%/yr for EXXX.DE.
Performance
ZPRL.DE vs. EXXX.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 EXXX.DE's 22.53% return. Over the past 10 years, ZPRL.DE has underperformed EXXX.DE with an annualized return of 7.17%, while EXXX.DE has yielded a comparatively higher 14.21% annualized 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%
EXXX.DE
- 1D
- -1.55%
- 1M
- -2.82%
- 6M
- 19.05%
- YTD
- 22.53%
- 1Y
- 45.03%
- 3Y*
- 30.20%
- 5Y*
- 17.45%
- 10Y*
- 14.21%
ZPRL.DE vs. EXXX.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | -8.17% | 15.38% |
EXXX.DE iShares ATX UCITS ETF (DE) | 22.53% | 51.31% | 10.39% | 13.71% | -16.43% | 42.16% | -11.27% | 19.95% | -18.96% | 32.71% |
Correlation
The correlation between ZPRL.DE and EXXX.DE is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Mar 24, 2014 | 0.63 |
Over the past year, the correlation between ZPRL.DE and EXXX.DE has dropped to 0.40 - well below their long-term average of 0.63, suggesting their price drivers have been diverging.
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Return for Risk
ZPRL.DE vs. EXXX.DE — Risk / Return Rank
ZPRL.DE
EXXX.DE
ZPRL.DE vs. EXXX.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 ATX UCITS ETF (DE) (EXXX.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 | EXXX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.28 | ||
| Sortino ratioReturn per unit of downside risk | -1.83 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.43 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.64 | 4.19 | -2.55 |
| Martin ratioReturn relative to average drawdown | 4.75 | 14.04 | -9.30 |
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Drawdowns
ZPRL.DE vs. EXXX.DE - Drawdown Comparison
The maximum ZPRL.DE drawdown since its inception was -35.34%, smaller than the maximum EXXX.DE drawdown of -71.43%. Use the drawdown chart below to compare losses from any high point for ZPRL.DE and EXXX.DE.
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Drawdown Indicators
| ZPRL.DE | EXXX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.34% | -71.43% | +36.09% |
Max Drawdown (1Y)Largest decline over 1 year | -7.74% | -10.71% | +2.97% |
Max Drawdown (3Y)Largest decline over 3 years | -9.36% | -16.11% | +6.75% |
Max Drawdown (5Y)Largest decline over 5 years | -23.37% | -32.69% | +9.32% |
Max Drawdown (10Y)Largest decline over 10 years | -35.34% | -52.90% | +17.56% |
Current DrawdownCurrent decline from peak | 0.00% | -3.48% | +3.48% |
Average DrawdownAverage peak-to-trough decline | -5.32% | -28.47% | +23.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 3.20% | -0.53% |
Volatility
ZPRL.DE vs. EXXX.DE - Volatility Comparison
The current volatility for SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.DE) is 2.78%, while iShares ATX UCITS ETF (DE) (EXXX.DE) has a volatility of 4.88%. This indicates that ZPRL.DE experiences smaller price fluctuations and is considered to be less risky than EXXX.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 | EXXX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.78% | 4.88% | -2.10% |
Volatility (6M)Calculated over the trailing 6-month period | 8.49% | 14.74% | -6.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.87% | 17.54% | -7.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.97% | 19.15% | -7.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.38% | 19.93% | -6.55% |
ZPRL.DE vs. EXXX.DE - Expense Ratio Comparison
ZPRL.DE has a 0.30% expense ratio, which is lower than EXXX.DE's 0.32% expense ratio.
Dividends
ZPRL.DE vs. EXXX.DE - Dividend Comparison
ZPRL.DE has not paid dividends to shareholders, while EXXX.DE's dividend yield for the trailing twelve months is around 3.01%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXXX.DE iShares ATX UCITS ETF (DE) | 3.01% | 2.53% | 4.30% | 3.53% | 3.61% | 1.04% | 1.18% | 1.73% | 0.48% | 0.65% | 1.08% | 1.65% |
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 EXXX.DE have a correlation of 0.40, 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 0.32% for EXXX.DE.
ZPRL.DE tracks EURO STOXX® Low Risk Weighted 100, while EXXX.DE tracks ATX Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.30% for ZPRL.DE and 0.32% for EXXX.DE.
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