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ZPRL.DE vs. SC0D.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZPRL.DE vs. SC0D.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 Invesco EURO STOXX 50 UCITS ETF (SC0D.DE). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZPRL.DE vs. SC0D.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

SC0D.DE
SC0D.DE Risk / Return Rank: 4343
Overall Rank
SC0D.DE Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SC0D.DE Sortino Ratio Rank: 4444
Sortino Ratio Rank
SC0D.DE Omega Ratio Rank: 4242
Omega Ratio Rank
SC0D.DE Calmar Ratio Rank: 4242
Calmar Ratio Rank
SC0D.DE Martin Ratio Rank: 4747
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. 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.DESC0D.DEDifference
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

ZPRL.DE vs. SC0D.DE - Sharpe Ratio Comparison

The current ZPRL.DE Sharpe Ratio is 1.28, which is comparable to the SC0D.DE Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of ZPRL.DE and SC0D.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.


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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.DESC0D.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

0.00%

-2.85%

+2.85%

Average Drawdown

Average peak-to-trough decline

-5.32%

-7.06%

+1.74%

Ulcer Index

Depth 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.DESC0D.DEDifference

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.


Tickers have no history of dividend payments

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.

Portfolio Optimizer

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