PortfoliosLab logoPortfoliosLab logo
ZPRL.DE vs. PR1Z.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZPRL.DE vs. PR1Z.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 Amundi Prime Eurozone UCITS ETF DR (D) (PR1Z.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both investments are quite close, with ZPRL.DE having a 10.26% return and PR1Z.DE slightly higher at 10.76%.


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%

PR1Z.DE

1D
-0.90%
1M
-1.74%
6M
6.62%
YTD
10.76%
1Y
20.54%
3Y*
16.17%
5Y*
11.34%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZPRL.DE vs. PR1Z.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ZPRL.DE
SPDR EURO STOXX Low Volatility UCITS ETF
10.26%18.39%7.42%12.34%-14.65%17.34%-5.26%15.45%
PR1Z.DE
Amundi Prime Eurozone UCITS ETF DR (D)
10.76%24.78%9.45%19.41%-12.44%27.38%-4.63%22.47%

Correlation

The correlation between ZPRL.DE and PR1Z.DE is 0.50, 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

0.50

Correlation (3Y)
Calculated over the trailing 3-year period

0.71

Correlation (5Y)
Calculated over the trailing 5-year period

0.79

Correlation (All Time)
Calculated using the full available price history since Jan 30, 2019

0.80

Over the past year, the correlation between ZPRL.DE and PR1Z.DE has dropped to 0.50 - well below their long-term average of 0.80, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ZPRL.DE vs. PR1Z.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: 4343
Overall Rank
ZPRL.DE Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
ZPRL.DE Sortino Ratio Rank: 4444
Sortino Ratio Rank
ZPRL.DE Omega Ratio Rank: 4747
Omega Ratio Rank
ZPRL.DE Calmar Ratio Rank: 4040
Calmar Ratio Rank
ZPRL.DE Martin Ratio Rank: 3939
Martin Ratio Rank

PR1Z.DE
PR1Z.DE Risk / Return Rank: 5353
Overall Rank
PR1Z.DE Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
PR1Z.DE Sortino Ratio Rank: 5555
Sortino Ratio Rank
PR1Z.DE Omega Ratio Rank: 5353
Omega Ratio Rank
PR1Z.DE Calmar Ratio Rank: 4949
Calmar Ratio Rank
PR1Z.DE Martin Ratio Rank: 5656
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. PR1Z.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 Amundi Prime Eurozone UCITS ETF DR (D) (PR1Z.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.DEPR1Z.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.11

Sortino ratioReturn per unit of downside risk

-0.29

Omega ratioGain probability vs. loss probability

1.24

1.26

-0.02

Calmar ratioReturn relative to maximum drawdown

1.64

1.98

-0.35

Martin ratioReturn relative to average drawdown

4.75

7.42

-2.67

ZPRL.DE vs. PR1Z.DE - Sharpe Ratio Comparison

The current ZPRL.DE Sharpe Ratio is 1.28, which is comparable to the PR1Z.DE Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of ZPRL.DE and PR1Z.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

ZPRL.DE vs. PR1Z.DE - Drawdown Comparison

The maximum ZPRL.DE drawdown since its inception was -35.34%, smaller than the maximum PR1Z.DE drawdown of -39.55%. Use the drawdown chart below to compare losses from any high point for ZPRL.DE and PR1Z.DE.


Loading charts...

Drawdown Indicators


ZPRL.DEPR1Z.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.34%

-39.55%

+4.21%

Max Drawdown (1Y)

Largest decline over 1 year

-7.74%

-10.31%

+2.57%

Max Drawdown (3Y)

Largest decline over 3 years

-9.36%

-15.67%

+6.31%

Max Drawdown (5Y)

Largest decline over 5 years

-23.37%

-24.21%

+0.84%

Max Drawdown (10Y)

Largest decline over 10 years

-35.34%

Current Drawdown

Current decline from peak

0.00%

-3.14%

+3.14%

Average Drawdown

Average peak-to-trough decline

-5.32%

-5.54%

+0.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.67%

2.76%

-0.09%

Volatility

ZPRL.DE vs. PR1Z.DE - Volatility Comparison

The current volatility for SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.DE) is 2.78%, while Amundi Prime Eurozone UCITS ETF DR (D) (PR1Z.DE) has a volatility of 4.10%. This indicates that ZPRL.DE experiences smaller price fluctuations and is considered to be less risky than PR1Z.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ZPRL.DEPR1Z.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.78%

4.10%

-1.32%

Volatility (6M)

Calculated over the trailing 6-month period

8.49%

12.54%

-4.05%

Volatility (1Y)

Calculated over the trailing 1-year period

9.87%

14.77%

-4.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.97%

16.31%

-4.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.38%

18.65%

-5.27%

ZPRL.DE vs. PR1Z.DE - Expense Ratio Comparison

ZPRL.DE has a 0.30% expense ratio, which is higher than PR1Z.DE's 0.05% expense ratio.


Dividends

ZPRL.DE vs. PR1Z.DE - Dividend Comparison

ZPRL.DE has not paid dividends to shareholders, while PR1Z.DE's dividend yield for the trailing twelve months is around 2.28%.


PositionTTM2025202420232022202120202019
PR1Z.DE
Amundi Prime Eurozone UCITS ETF DR (D)
2.28%2.53%2.77%2.80%3.09%1.83%2.11%2.60%
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%

Frequently Asked Questions


ZPRL.DE and PR1Z.DE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PR1Z.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PR1Z.DE is cheaper with a 0.05% expense ratio, compared with 0.30% for ZPRL.DE.

ZPRL.DE tracks EURO STOXX® Low Risk Weighted 100, while PR1Z.DE tracks Solactive GBS Developed Markets Eurozone Large & Mid Cap. They also come from different issuers: State Street and Amundi. Their fees differ too: 0.30% for ZPRL.DE and 0.05% for PR1Z.DE.

Portfolio Optimizer

Find the right allocation for ZPRL.DE and PR1Z.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer