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ZPRL.DE vs. FTGE.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ZPRL.DE vs. FTGE.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 First Trust Eurozone AlphaDEX UCITS ETF Acc (FTGE.DE). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020
ZPRL.DE
SPDR EURO STOXX Low Volatility UCITS ETF
4.94%18.48%7.41%12.34%-14.65%17.34%16.69%
FTGE.DE
First Trust Eurozone AlphaDEX UCITS ETF Acc
4.99%39.79%9.52%12.43%-14.37%20.47%24.16%

Returns By Period

The year-to-date returns for both investments are quite close, with ZPRL.DE having a 4.94% return and FTGE.DE slightly higher at 4.99%.


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%

FTGE.DE

1D
2.85%
1M
-2.67%
YTD
4.99%
6M
10.34%
1Y
31.92%
3Y*
19.19%
5Y*
10.98%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

ZPRL.DE has a 0.30% expense ratio, which is lower than FTGE.DE's 0.65% expense ratio.


Return for Risk

ZPRL.DE vs. FTGE.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: 4646
Overall Rank
ZPRL.DE Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
ZPRL.DE Sortino Ratio Rank: 4343
Sortino Ratio Rank
ZPRL.DE Omega Ratio Rank: 5252
Omega Ratio Rank
ZPRL.DE Calmar Ratio Rank: 4545
Calmar Ratio Rank
ZPRL.DE Martin Ratio Rank: 3939
Martin Ratio Rank

FTGE.DE
FTGE.DE Risk / Return Rank: 8787
Overall Rank
FTGE.DE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FTGE.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
FTGE.DE Omega Ratio Rank: 8787
Omega Ratio Rank
FTGE.DE Calmar Ratio Rank: 8989
Calmar Ratio Rank
FTGE.DE Martin Ratio Rank: 8888
Martin Ratio Rank
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. FTGE.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 First Trust Eurozone AlphaDEX UCITS ETF Acc (FTGE.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.DEFTGE.DEDifference

Sharpe ratio

Return per unit of total volatility

0.98

1.89

-0.92

Sortino ratio

Return per unit of downside risk

1.28

2.39

-1.11

Omega ratio

Gain probability vs. loss probability

1.21

1.38

-0.17

Calmar ratio

Return relative to maximum drawdown

1.33

3.28

-1.95

Martin ratio

Return relative to average drawdown

4.08

11.85

-7.77

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

The current ZPRL.DE Sharpe Ratio is 0.98, which is lower than the FTGE.DE Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of ZPRL.DE and FTGE.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.


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Sharpe Ratios by Period


ZPRL.DEFTGE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

1.89

-0.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.62

+0.04

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

0.82

-0.28

Correlation

The correlation between ZPRL.DE and FTGE.DE is 0.78, 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. FTGE.DE - Dividend Comparison

Neither ZPRL.DE nor FTGE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ZPRL.DE vs. FTGE.DE - Drawdown Comparison

The maximum ZPRL.DE drawdown since its inception was -35.35%, which is greater than FTGE.DE's maximum drawdown of -26.63%. Use the drawdown chart below to compare losses from any high point for ZPRL.DE and FTGE.DE.


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Drawdown Indicators


ZPRL.DEFTGE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.35%

-26.63%

-8.72%

Max Drawdown (1Y)

Largest decline over 1 year

-9.27%

-12.22%

+2.95%

Max Drawdown (5Y)

Largest decline over 5 years

-23.37%

-26.63%

+3.26%

Max Drawdown (10Y)

Largest decline over 10 years

-35.35%

Current Drawdown

Current decline from peak

-3.92%

-4.41%

+0.49%

Average Drawdown

Average peak-to-trough decline

-5.42%

-5.53%

+0.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.87%

2.72%

+0.15%

Volatility

ZPRL.DE vs. FTGE.DE - Volatility Comparison

The current volatility for SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.DE) is 4.19%, while First Trust Eurozone AlphaDEX UCITS ETF Acc (FTGE.DE) has a volatility of 6.95%. This indicates that ZPRL.DE experiences smaller price fluctuations and is considered to be less risky than FTGE.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.DEFTGE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.19%

6.95%

-2.76%

Volatility (6M)

Calculated over the trailing 6-month period

6.78%

10.80%

-4.02%

Volatility (1Y)

Calculated over the trailing 1-year period

11.90%

16.80%

-4.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.84%

17.52%

-5.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.59%

18.48%

-4.89%