ZPRL.DE vs. ROX.DE
ZPRL.DE (SPDR EURO STOXX Low Volatility UCITS ETF) and ROX.DE (Expat Romania BET UCITS ETF) are both Europe Equities funds - ZPRL.DE tracks the EURO STOXX® Low Risk Weighted 100 while ROX.DE tracks the BET Index. Both are passively managed. Over the past 5 years, ZPRL.DE returned 7.31%/yr vs 23.40%/yr for ROX.DE. At a 0.17 correlation, their price movements are largely independent. ZPRL.DE charges 0.30%/yr vs 1.38%/yr for ROX.DE.
Performance
ZPRL.DE vs. ROX.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ZPRL.DE achieves a 10.26% return, which is significantly lower than ROX.DE's 39.19% return.
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%
ROX.DE
- 1D
- 0.49%
- 1M
- 15.08%
- 6M
- 23.72%
- YTD
- 39.19%
- 1Y
- 72.38%
- 3Y*
- 35.94%
- 5Y*
- 23.40%
- 10Y*
- —
ZPRL.DE vs. ROX.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
ZPRL.DE SPDR EURO STOXX Low Volatility UCITS ETF | 10.26% | 18.39% | 7.42% | 12.34% | -14.65% | 17.34% | -5.26% | 22.07% | -7.12% |
ROX.DE Expat Romania BET UCITS ETF | 39.19% | 43.69% | 13.19% | 22.15% | -3.87% | 34.78% | -1.71% | 34.41% | -15.49% |
Correlation
The correlation between ZPRL.DE and ROX.DE is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Mar 19, 2018 | 0.17 |
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Return for Risk
ZPRL.DE vs. ROX.DE — Risk / Return Rank
ZPRL.DE
ROX.DE
ZPRL.DE vs. ROX.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 Expat Romania BET UCITS ETF (ROX.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.DE | ROX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.46 | ||
| Sortino ratioReturn per unit of downside risk | -3.00 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.62 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | 1.64 | 9.10 | -7.47 |
| Martin ratioReturn relative to average drawdown | 4.75 | 28.32 | -23.57 |
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Drawdowns
ZPRL.DE vs. ROX.DE - Drawdown Comparison
The maximum ZPRL.DE drawdown since its inception was -35.34%, which is greater than ROX.DE's maximum drawdown of -29.00%. Use the drawdown chart below to compare losses from any high point for ZPRL.DE and ROX.DE.
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Drawdown Indicators
| ZPRL.DE | ROX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.34% | -29.00% | -6.34% |
Max Drawdown (1Y)Largest decline over 1 year | -7.74% | -7.91% | +0.17% |
Max Drawdown (3Y)Largest decline over 3 years | -9.36% | -17.52% | +8.16% |
Max Drawdown (5Y)Largest decline over 5 years | -23.37% | -19.51% | -3.86% |
Max Drawdown (10Y)Largest decline over 10 years | -35.34% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -5.32% | -5.26% | -0.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 2.55% | +0.12% |
Volatility
ZPRL.DE vs. ROX.DE - Volatility Comparison
The current volatility for SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.DE) is 2.78%, while Expat Romania BET UCITS ETF (ROX.DE) has a volatility of 5.07%. This indicates that ZPRL.DE experiences smaller price fluctuations and is considered to be less risky than ROX.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 | ROX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.78% | 5.07% | -2.29% |
Volatility (6M)Calculated over the trailing 6-month period | 8.49% | 13.79% | -5.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.87% | 19.33% | -9.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.97% | 19.80% | -7.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.38% | 21.02% | -7.64% |
ZPRL.DE vs. ROX.DE - Expense Ratio Comparison
ZPRL.DE has a 0.30% expense ratio, which is lower than ROX.DE's 1.38% expense ratio.
Dividends
ZPRL.DE vs. ROX.DE - Dividend Comparison
Neither ZPRL.DE nor ROX.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPRL.DE and ROX.DE have a correlation of 0.12, 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 1.38% for ROX.DE.
ZPRL.DE tracks EURO STOXX® Low Risk Weighted 100, while ROX.DE tracks BET Index. They also come from different issuers: State Street and Expat. Their fees differ too: 0.30% for ZPRL.DE and 1.38% for ROX.DE.
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