ZPRL.DE vs. IS3G.DE
ZPRL.DE (SPDR EURO STOXX Low Volatility UCITS ETF) and IS3G.DE (iShares MSCI EMU Large Cap UCITS ETF) are both Europe Equities funds - ZPRL.DE tracks the EURO STOXX® Low Risk Weighted 100 while IS3G.DE tracks the MSCI EMU Large Cap. Both are passively managed. Over the past 10 years, ZPRL.DE returned 6.55%/yr vs 9.99%/yr for IS3G.DE. Their correlation of 0.85 suggests significant overlap in exposure. ZPRL.DE charges 0.30%/yr vs 0.49%/yr for IS3G.DE.
Performance
ZPRL.DE vs. IS3G.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 lower than IS3G.DE's 8.74% return. Over the past 10 years, ZPRL.DE has underperformed IS3G.DE with an annualized return of 6.55%, while IS3G.DE has yielded a comparatively higher 9.99% 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%
IS3G.DE
- 1D
- 0.53%
- 1M
- 5.15%
- YTD
- 8.74%
- 6M
- 10.30%
- 1Y
- 17.68%
- 3Y*
- 15.08%
- 5Y*
- 10.43%
- 10Y*
- 9.99%
ZPRL.DE vs. IS3G.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% |
IS3G.DE iShares MSCI EMU Large Cap UCITS ETF | 8.74% | 22.66% | 8.54% | 20.59% | -11.41% | 23.35% | -2.21% | 29.80% | -12.63% | 11.55% |
Correlation
The correlation between ZPRL.DE and IS3G.DE is 0.68, 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 | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 2014 | 0.85 |
The correlation between ZPRL.DE and IS3G.DE shifts across timeframes, from 0.68 (1 year) to 0.85 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ZPRL.DE vs. IS3G.DE — Risk / Return Rank
ZPRL.DE
IS3G.DE
ZPRL.DE vs. IS3G.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 MSCI EMU Large Cap UCITS ETF (IS3G.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 | IS3G.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.55 | ||
| Sortino ratioReturn per unit of downside risk | -0.90 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.22 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 0.72 | 1.67 | -0.95 |
| Martin ratioReturn relative to average drawdown | 2.02 | 5.99 | -3.98 |
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 | IS3G.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 1.17 | -0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.62 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.57 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.51 | +0.03 |
Drawdowns
ZPRL.DE vs. IS3G.DE - Drawdown Comparison
The maximum ZPRL.DE drawdown since its inception was -35.35%, smaller than the maximum IS3G.DE drawdown of -38.66%. Use the drawdown chart below to compare losses from any high point for ZPRL.DE and IS3G.DE.
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Drawdown Indicators
| ZPRL.DE | IS3G.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.35% | -38.66% | +3.31% |
Max Drawdown (1Y)Largest decline over 1 year | -7.97% | -10.55% | +2.58% |
Max Drawdown (3Y)Largest decline over 3 years | -9.37% | -15.83% | +6.46% |
Max Drawdown (5Y)Largest decline over 5 years | -23.37% | -24.14% | +0.77% |
Max Drawdown (10Y)Largest decline over 10 years | -35.35% | -38.66% | +3.31% |
Current DrawdownCurrent decline from peak | -3.70% | -0.30% | -3.40% |
Average DrawdownAverage peak-to-trough decline | -5.39% | -6.22% | +0.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.84% | 2.94% | -0.10% |
Volatility
ZPRL.DE vs. IS3G.DE - Volatility Comparison
The current volatility for SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.DE) is 2.90%, while iShares MSCI EMU Large Cap UCITS ETF (IS3G.DE) has a volatility of 4.90%. This indicates that ZPRL.DE experiences smaller price fluctuations and is considered to be less risky than IS3G.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 | IS3G.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.90% | 4.90% | -2.00% |
Volatility (6M)Calculated over the trailing 6-month period | 7.65% | 12.46% | -4.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.22% | 15.12% | -5.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.89% | 16.59% | -4.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.60% | 17.41% | -3.81% |
ZPRL.DE vs. IS3G.DE - Expense Ratio Comparison
ZPRL.DE has a 0.30% expense ratio, which is lower than IS3G.DE's 0.49% expense ratio.
Dividends
ZPRL.DE vs. IS3G.DE - Dividend Comparison
Neither ZPRL.DE nor IS3G.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPRL.DE and IS3G.DE have a correlation of 0.68, 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 0.49% for IS3G.DE.
ZPRL.DE tracks EURO STOXX® Low Risk Weighted 100, while IS3G.DE tracks MSCI EMU Large Cap. They also come from different issuers: State Street and iShares. Their fees differ too: 0.30% for ZPRL.DE and 0.49% for IS3G.DE.
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