ZPRL.DE vs. FEUQ.DE
Compare and contrast key facts about SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.DE) and Fidelity Europe Quality Income UCITS ETF (FEUQ.DE).
ZPRL.DE and FEUQ.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. FEUQ.DE is a passively managed fund by Fidelity that tracks the performance of the Fidelity Europe Quality Income. It was launched on Oct 30, 2017. Both ZPRL.DE and FEUQ.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. FEUQ.DE - Performance Comparison
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ZPRL.DE vs. FEUQ.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% | -0.60% |
FEUQ.DE Fidelity Europe Quality Income UCITS ETF | 2.66% | 18.63% | 5.62% | 17.92% | -16.24% | 25.15% | -2.54% | 30.46% | -9.06% | -1.88% |
Returns By Period
In the year-to-date period, ZPRL.DE achieves a 4.94% return, which is significantly higher than FEUQ.DE's 2.66% 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%
FEUQ.DE
- 1D
- 2.25%
- 1M
- -3.40%
- YTD
- 2.66%
- 6M
- 7.89%
- 1Y
- 14.16%
- 3Y*
- 12.28%
- 5Y*
- 8.11%
- 10Y*
- —
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ZPRL.DE vs. FEUQ.DE - Expense Ratio Comparison
Both ZPRL.DE and FEUQ.DE have an expense ratio of 0.30%.
Return for Risk
ZPRL.DE vs. FEUQ.DE — Risk / Return Rank
ZPRL.DE
FEUQ.DE
ZPRL.DE vs. FEUQ.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 Fidelity Europe Quality Income UCITS ETF (FEUQ.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 | FEUQ.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 0.93 | +0.05 |
Sortino ratioReturn per unit of downside risk | 1.28 | 1.28 | 0.00 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.19 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.33 | 1.44 | -0.11 |
Martin ratioReturn relative to average drawdown | 4.08 | 5.69 | -1.61 |
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 | FEUQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 0.93 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.55 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.46 | +0.08 |
Correlation
The correlation between ZPRL.DE and FEUQ.DE is 0.86, 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. FEUQ.DE - Dividend Comparison
Neither ZPRL.DE nor FEUQ.DE has paid dividends to shareholders.
Drawdowns
ZPRL.DE vs. FEUQ.DE - Drawdown Comparison
The maximum ZPRL.DE drawdown since its inception was -35.35%, roughly equal to the maximum FEUQ.DE drawdown of -33.84%. Use the drawdown chart below to compare losses from any high point for ZPRL.DE and FEUQ.DE.
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Drawdown Indicators
| ZPRL.DE | FEUQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.35% | -33.84% | -1.51% |
Max Drawdown (1Y)Largest decline over 1 year | -9.27% | -12.63% | +3.36% |
Max Drawdown (5Y)Largest decline over 5 years | -23.37% | -25.53% | +2.16% |
Max Drawdown (10Y)Largest decline over 10 years | -35.35% | — | — |
Current DrawdownCurrent decline from peak | -3.92% | -4.82% | +0.90% |
Average DrawdownAverage peak-to-trough decline | -5.42% | -5.96% | +0.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.87% | 2.53% | +0.34% |
Volatility
ZPRL.DE vs. FEUQ.DE - Volatility Comparison
The current volatility for SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.DE) is 4.19%, while Fidelity Europe Quality Income UCITS ETF (FEUQ.DE) has a volatility of 5.03%. This indicates that ZPRL.DE experiences smaller price fluctuations and is considered to be less risky than FEUQ.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 | FEUQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.19% | 5.03% | -0.84% |
Volatility (6M)Calculated over the trailing 6-month period | 6.78% | 8.84% | -2.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.90% | 15.25% | -3.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.84% | 14.58% | -2.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.59% | 15.59% | -2.00% |