ZPRL.DE vs. SK9A.DE
ZPRL.DE (SPDR EURO STOXX Low Volatility UCITS ETF) and SK9A.DE (Expat Slovakia SAX UCITS ETF) are both Europe Equities funds - ZPRL.DE tracks the EURO STOXX® Low Risk Weighted 100 while SK9A.DE tracks the SAX Index. Both are passively managed. Over the past 5 years, ZPRL.DE returned 7.31%/yr vs -11.36%/yr for SK9A.DE. At a 0.02 correlation, their price movements are largely independent. ZPRL.DE charges 0.30%/yr vs 1.38%/yr for SK9A.DE.
Performance
ZPRL.DE vs. SK9A.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 SK9A.DE's -5.31% 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%
SK9A.DE
- 1D
- 0.00%
- 1M
- 3.83%
- 6M
- -3.70%
- YTD
- -5.31%
- 1Y
- -8.51%
- 3Y*
- -8.81%
- 5Y*
- -11.36%
- 10Y*
- —
ZPRL.DE vs. SK9A.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% | -7.71% |
SK9A.DE Expat Slovakia SAX UCITS ETF | -5.31% | -7.70% | -11.57% | -2.72% | -26.07% | 0.64% | -6.13% | -2.42% | -10.23% |
Correlation
The correlation between ZPRL.DE and SK9A.DE is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Apr 16, 2018 | 0.02 |
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Return for Risk
ZPRL.DE vs. SK9A.DE — Risk / Return Rank
ZPRL.DE
SK9A.DE
ZPRL.DE vs. SK9A.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 Slovakia SAX UCITS ETF (SK9A.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 | SK9A.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.13 | ||
| Sortino ratioReturn per unit of downside risk | +2.94 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 0.84 | +0.40 |
| Calmar ratioReturn relative to maximum drawdown | 1.64 | -0.55 | +2.19 |
| Martin ratioReturn relative to average drawdown | 4.75 | -1.05 | +5.80 |
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Drawdowns
ZPRL.DE vs. SK9A.DE - Drawdown Comparison
The maximum ZPRL.DE drawdown since its inception was -35.34%, smaller than the maximum SK9A.DE drawdown of -73.30%. Use the drawdown chart below to compare losses from any high point for ZPRL.DE and SK9A.DE.
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Drawdown Indicators
| ZPRL.DE | SK9A.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.34% | -73.30% | +37.96% |
Max Drawdown (1Y)Largest decline over 1 year | -7.74% | -15.32% | +7.58% |
Max Drawdown (3Y)Largest decline over 3 years | -9.36% | -31.08% | +21.72% |
Max Drawdown (5Y)Largest decline over 5 years | -23.37% | -49.50% | +26.13% |
Max Drawdown (10Y)Largest decline over 10 years | -35.34% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -71.34% | +71.34% |
Average DrawdownAverage peak-to-trough decline | -5.32% | -45.91% | +40.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 8.08% | -5.41% |
Volatility
ZPRL.DE vs. SK9A.DE - Volatility Comparison
The current volatility for SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.DE) is 2.78%, while Expat Slovakia SAX UCITS ETF (SK9A.DE) has a volatility of 5.89%. This indicates that ZPRL.DE experiences smaller price fluctuations and is considered to be less risky than SK9A.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 | SK9A.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.78% | 5.89% | -3.11% |
Volatility (6M)Calculated over the trailing 6-month period | 8.49% | 7.79% | +0.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.87% | 10.02% | -0.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.97% | 9.51% | +2.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.38% | 38.28% | -24.90% |
ZPRL.DE vs. SK9A.DE - Expense Ratio Comparison
ZPRL.DE has a 0.30% expense ratio, which is lower than SK9A.DE's 1.38% expense ratio.
Dividends
ZPRL.DE vs. SK9A.DE - Dividend Comparison
Neither ZPRL.DE nor SK9A.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPRL.DE and SK9A.DE have a correlation of -0.01, 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 SK9A.DE.
ZPRL.DE tracks EURO STOXX® Low Risk Weighted 100, while SK9A.DE tracks SAX Index. They also come from different issuers: State Street and Expat. Their fees differ too: 0.30% for ZPRL.DE and 1.38% for SK9A.DE.
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