ZPRL.DE vs. SC0D.DE
ZPRL.DE (SPDR EURO STOXX Low Volatility UCITS ETF) and SC0D.DE (Invesco EURO STOXX 50 UCITS ETF) are both Europe Equities funds - ZPRL.DE tracks the EURO STOXX® Low Risk Weighted 100 while SC0D.DE tracks the EURO STOXX® 50. Both are passively managed. Over the past 10 years, ZPRL.DE returned 7.17%/yr vs 10.85%/yr for SC0D.DE. Their correlation of 0.84 suggests significant overlap in exposure. ZPRL.DE charges 0.30%/yr vs 0.05%/yr for SC0D.DE.
Performance
ZPRL.DE vs. SC0D.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 higher than SC0D.DE's 9.71% return. Over the past 10 years, ZPRL.DE has underperformed SC0D.DE with an annualized return of 7.17%, while SC0D.DE has yielded a comparatively higher 10.85% annualized 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%
SC0D.DE
- 1D
- -0.83%
- 1M
- -1.04%
- 6M
- 5.51%
- YTD
- 9.71%
- 1Y
- 18.75%
- 3Y*
- 15.56%
- 5Y*
- 12.12%
- 10Y*
- 10.85%
ZPRL.DE vs. SC0D.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | -8.17% | 15.38% |
SC0D.DE Invesco EURO STOXX 50 UCITS ETF | 9.71% | 22.01% | 10.91% | 22.46% | -9.02% | 23.19% | -3.03% | 30.01% | -12.06% | 10.07% |
Correlation
The correlation between ZPRL.DE and SC0D.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Mar 24, 2014 | 0.84 |
Over the past year, the correlation between ZPRL.DE and SC0D.DE has dropped to 0.48 - well below their long-term average of 0.84, suggesting their price drivers have been diverging.
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Return for Risk
ZPRL.DE vs. SC0D.DE — Risk / Return Rank
ZPRL.DE
SC0D.DE
ZPRL.DE vs. SC0D.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 Invesco EURO STOXX 50 UCITS ETF (SC0D.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 | SC0D.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.12 | ||
| Sortino ratioReturn per unit of downside risk | +0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.22 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.64 | 1.71 | -0.07 |
| Martin ratioReturn relative to average drawdown | 4.75 | 6.00 | -1.26 |
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Drawdowns
ZPRL.DE vs. SC0D.DE - Drawdown Comparison
The maximum ZPRL.DE drawdown since its inception was -35.34%, smaller than the maximum SC0D.DE drawdown of -38.50%. Use the drawdown chart below to compare losses from any high point for ZPRL.DE and SC0D.DE.
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Drawdown Indicators
| ZPRL.DE | SC0D.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.34% | -38.50% | +3.16% |
Max Drawdown (1Y)Largest decline over 1 year | -7.74% | -10.93% | +3.19% |
Max Drawdown (3Y)Largest decline over 3 years | -9.36% | -16.54% | +7.18% |
Max Drawdown (5Y)Largest decline over 5 years | -23.37% | -23.38% | +0.01% |
Max Drawdown (10Y)Largest decline over 10 years | -35.34% | -38.50% | +3.16% |
Current DrawdownCurrent decline from peak | 0.00% | -2.85% | +2.85% |
Average DrawdownAverage peak-to-trough decline | -5.32% | -7.06% | +1.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 3.12% | -0.45% |
Volatility
ZPRL.DE vs. SC0D.DE - Volatility Comparison
The current volatility for SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.DE) is 2.78%, while Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) has a volatility of 4.14%. This indicates that ZPRL.DE experiences smaller price fluctuations and is considered to be less risky than SC0D.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 | SC0D.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.78% | 4.14% | -1.36% |
Volatility (6M)Calculated over the trailing 6-month period | 8.49% | 13.36% | -4.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.87% | 16.12% | -6.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.97% | 17.55% | -5.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.38% | 17.90% | -4.52% |
ZPRL.DE vs. SC0D.DE - Expense Ratio Comparison
ZPRL.DE has a 0.30% expense ratio, which is higher than SC0D.DE's 0.05% expense ratio.
Dividends
ZPRL.DE vs. SC0D.DE - Dividend Comparison
Neither ZPRL.DE nor SC0D.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPRL.DE and SC0D.DE have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SC0D.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC0D.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 SC0D.DE tracks EURO STOXX® 50. They also come from different issuers: State Street and Invesco. Their fees differ too: 0.30% for ZPRL.DE and 0.05% for SC0D.DE.
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