ZPRL.DE vs. SLQX.DE
ZPRL.DE (SPDR EURO STOXX Low Volatility UCITS ETF) and SLQX.DE (Expat Slovenia SBI TOP UCITS ETF) are both Europe Equities funds - ZPRL.DE tracks the EURO STOXX® Low Risk Weighted 100 while SLQX.DE tracks the SBI TOP Index. Both are passively managed. Over the past 5 years, ZPRL.DE returned 7.31%/yr vs 23.41%/yr for SLQX.DE. At a 0.10 correlation, their price movements are largely independent. ZPRL.DE charges 0.30%/yr vs 1.38%/yr for SLQX.DE.
Performance
ZPRL.DE vs. SLQX.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ZPRL.DE achieves a 10.26% return, which is significantly lower than SLQX.DE's 26.72% 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%
SLQX.DE
- 1D
- 0.30%
- 1M
- 5.06%
- 6M
- 16.08%
- YTD
- 26.72%
- 1Y
- 28.19%
- 3Y*
- 36.69%
- 5Y*
- 23.41%
- 10Y*
- —
ZPRL.DE vs. SLQX.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% |
SLQX.DE Expat Slovenia SBI TOP UCITS ETF | 26.72% | 46.37% | 33.58% | 16.52% | -10.85% | 43.83% | -3.91% | 11.50% | -17.12% |
Correlation
The correlation between ZPRL.DE and SLQX.DE is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Apr 16, 2018 | 0.10 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ZPRL.DE vs. SLQX.DE — Risk / Return Rank
ZPRL.DE
SLQX.DE
ZPRL.DE vs. SLQX.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 Slovenia SBI TOP UCITS ETF (SLQX.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 | SLQX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.28 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.64 | 2.28 | -0.64 |
| Martin ratioReturn relative to average drawdown | 4.75 | 5.48 | -0.74 |
Loading charts...
Drawdowns
ZPRL.DE vs. SLQX.DE - Drawdown Comparison
The maximum ZPRL.DE drawdown since its inception was -35.34%, roughly equal to the maximum SLQX.DE drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for ZPRL.DE and SLQX.DE.
Loading charts...
Drawdown Indicators
| ZPRL.DE | SLQX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.34% | -34.33% | -1.01% |
Max Drawdown (1Y)Largest decline over 1 year | -7.74% | -12.32% | +4.58% |
Max Drawdown (3Y)Largest decline over 3 years | -9.36% | -12.39% | +3.03% |
Max Drawdown (5Y)Largest decline over 5 years | -23.37% | -24.09% | +0.72% |
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% | -8.99% | +3.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 5.13% | -2.46% |
Volatility
ZPRL.DE vs. SLQX.DE - Volatility Comparison
The current volatility for SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.DE) is 2.78%, while Expat Slovenia SBI TOP UCITS ETF (SLQX.DE) has a volatility of 3.26%. This indicates that ZPRL.DE experiences smaller price fluctuations and is considered to be less risky than SLQX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ZPRL.DE | SLQX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.78% | 3.26% | -0.48% |
Volatility (6M)Calculated over the trailing 6-month period | 8.49% | 16.07% | -7.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.87% | 21.11% | -11.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.97% | 18.40% | -6.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.38% | 17.91% | -4.53% |
ZPRL.DE vs. SLQX.DE - Expense Ratio Comparison
ZPRL.DE has a 0.30% expense ratio, which is lower than SLQX.DE's 1.38% expense ratio.
Dividends
ZPRL.DE vs. SLQX.DE - Dividend Comparison
Neither ZPRL.DE nor SLQX.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPRL.DE and SLQX.DE have a correlation of 0.16, 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 SLQX.DE.
ZPRL.DE tracks EURO STOXX® Low Risk Weighted 100, while SLQX.DE tracks SBI TOP Index. They also come from different issuers: State Street and Expat. Their fees differ too: 0.30% for ZPRL.DE and 1.38% for SLQX.DE.
Find the right allocation for ZPRL.DE and SLQX.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer