ZPRL.DE vs. PRAZ.DE
ZPRL.DE (SPDR EURO STOXX Low Volatility UCITS ETF) and PRAZ.DE (Amundi Prime Eurozone UCITS ETF) are both Europe Equities funds - ZPRL.DE tracks the EURO STOXX® Low Risk Weighted 100 while PRAZ.DE tracks the Solactive GBS Developed Markets Eurozone Large & Mid Cap. Both are passively managed. Over the past 5 years, ZPRL.DE returned 7.05%/yr vs 10.92%/yr for PRAZ.DE. A 0.70 correlation means they provide meaningful diversification when combined. ZPRL.DE charges 0.30%/yr vs 0.05%/yr for PRAZ.DE.
Performance
ZPRL.DE vs. PRAZ.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 PRAZ.DE's 9.30% 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%
PRAZ.DE
- 1D
- 0.60%
- 1M
- 4.74%
- YTD
- 9.30%
- 6M
- 11.04%
- 1Y
- 18.71%
- 3Y*
- 16.37%
- 5Y*
- 10.92%
- 10Y*
- —
ZPRL.DE vs. PRAZ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ZPRL.DE SPDR EURO STOXX Low Volatility UCITS ETF | 5.19% | 18.48% | 7.41% | 12.34% | -14.65% | 17.34% | -6.89% |
PRAZ.DE Amundi Prime Eurozone UCITS ETF | 9.30% | 24.75% | 9.66% | 19.29% | -11.83% | 26.38% | -4.68% |
Correlation
The correlation between ZPRL.DE and PRAZ.DE is 0.67, 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 | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Jan 23, 2020 | 0.70 |
The correlation between ZPRL.DE and PRAZ.DE shifts across timeframes, from 0.67 (1 year) to 0.77 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
ZPRL.DE vs. PRAZ.DE — Risk / Return Rank
ZPRL.DE
PRAZ.DE
ZPRL.DE vs. PRAZ.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 (PRAZ.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 | PRAZ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.63 | ||
| Sortino ratioReturn per unit of downside risk | -1.00 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.23 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.72 | 1.78 | -1.07 |
| Martin ratioReturn relative to average drawdown | 2.02 | 6.54 | -4.52 |
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 | PRAZ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 1.25 | -0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.64 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.55 | -0.01 |
Drawdowns
ZPRL.DE vs. PRAZ.DE - Drawdown Comparison
The maximum ZPRL.DE drawdown since its inception was -35.35%, which is greater than PRAZ.DE's maximum drawdown of -29.52%. Use the drawdown chart below to compare losses from any high point for ZPRL.DE and PRAZ.DE.
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Drawdown Indicators
| ZPRL.DE | PRAZ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.35% | -29.52% | -5.83% |
Max Drawdown (1Y)Largest decline over 1 year | -7.97% | -10.45% | +2.48% |
Max Drawdown (3Y)Largest decline over 3 years | -9.37% | -15.46% | +6.09% |
Max Drawdown (5Y)Largest decline over 5 years | -23.37% | -24.09% | +0.72% |
Max Drawdown (10Y)Largest decline over 10 years | -35.35% | — | — |
Current DrawdownCurrent decline from peak | -3.70% | -0.37% | -3.33% |
Average DrawdownAverage peak-to-trough decline | -5.39% | -6.18% | +0.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.84% | 2.86% | -0.02% |
Volatility
ZPRL.DE vs. PRAZ.DE - Volatility Comparison
The current volatility for SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.DE) is 2.90%, while Amundi Prime Eurozone UCITS ETF (PRAZ.DE) has a volatility of 4.69%. This indicates that ZPRL.DE experiences smaller price fluctuations and is considered to be less risky than PRAZ.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 | PRAZ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.90% | 4.69% | -1.79% |
Volatility (6M)Calculated over the trailing 6-month period | 7.65% | 12.25% | -4.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.22% | 14.95% | -5.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.89% | 16.99% | -5.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.60% | 19.16% | -5.56% |
ZPRL.DE vs. PRAZ.DE - Expense Ratio Comparison
ZPRL.DE has a 0.30% expense ratio, which is higher than PRAZ.DE's 0.05% expense ratio.
Dividends
ZPRL.DE vs. PRAZ.DE - Dividend Comparison
Neither ZPRL.DE nor PRAZ.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPRL.DE and PRAZ.DE have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, PRAZ.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PRAZ.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 PRAZ.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 PRAZ.DE.
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