ZPRL.DE vs. SPYL.DE
ZPRL.DE (SPDR EURO STOXX Low Volatility UCITS ETF) and SPYL.DE (State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc)) are both exchange-traded funds - ZPRL.DE is a Europe Equities fund tracking the EURO STOXX® Low Risk Weighted 100, while SPYL.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past year, ZPRL.DE returned 5.74% vs 25.61% for SPYL.DE. At a 0.30 correlation, their price movements are largely independent. ZPRL.DE charges 0.30%/yr vs 0.03%/yr for SPYL.DE.
Performance
ZPRL.DE vs. SPYL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ZPRL.DE achieves a 5.19% return, which is significantly lower than SPYL.DE's 11.37% return.
ZPRL.DE
- 1D
- 0.22%
- 1M
- -0.23%
- YTD
- 5.19%
- 6M
- 6.78%
- 1Y
- 5.74%
- 3Y*
- 11.19%
- 5Y*
- 7.05%
- 10Y*
- 6.55%
SPYL.DE
- 1D
- -0.15%
- 1M
- 5.19%
- YTD
- 11.37%
- 6M
- 11.41%
- 1Y
- 25.61%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ZPRL.DE vs. SPYL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ZPRL.DE SPDR EURO STOXX Low Volatility UCITS ETF | 5.19% | 18.48% | 7.41% | 7.90% |
SPYL.DE State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) | 11.37% | 4.71% | 32.33% | 9.54% |
Correlation
The correlation between ZPRL.DE and SPYL.DE is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Nov 2, 2023 | 0.30 |
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Return for Risk
ZPRL.DE vs. SPYL.DE — Risk / Return Rank
ZPRL.DE
SPYL.DE
ZPRL.DE vs. SPYL.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 State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) (SPYL.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.
| ZPRL.DE | SPYL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.59 | ||
| Sortino ratioReturn per unit of downside risk | -2.11 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.41 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 0.72 | 3.58 | -2.86 |
| Martin ratioReturn relative to average drawdown | 2.02 | 12.72 | -10.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ZPRL.DE | SPYL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 2.21 | -1.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 1.54 | -1.00 |
Drawdowns
ZPRL.DE vs. SPYL.DE - Drawdown Comparison
The maximum ZPRL.DE drawdown since its inception was -35.35%, which is greater than SPYL.DE's maximum drawdown of -23.27%. Use the drawdown chart below to compare losses from any high point for ZPRL.DE and SPYL.DE.
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Drawdown Indicators
| ZPRL.DE | SPYL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.35% | -23.27% | -12.08% |
Max Drawdown (1Y)Largest decline over 1 year | -7.97% | -7.13% | -0.84% |
Max Drawdown (3Y)Largest decline over 3 years | -9.37% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -23.37% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -35.35% | — | — |
Current DrawdownCurrent decline from peak | -3.70% | -0.46% | -3.24% |
Average DrawdownAverage peak-to-trough decline | -5.39% | -3.24% | -2.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.84% | 2.01% | +0.83% |
Volatility
ZPRL.DE vs. SPYL.DE - Volatility Comparison
SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.DE) has a higher volatility of 2.90% compared to State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) (SPYL.DE) at 2.66%. This indicates that ZPRL.DE's price experiences larger fluctuations and is considered to be riskier than SPYL.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 | SPYL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.90% | 2.66% | +0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 7.65% | 7.57% | +0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.22% | 11.52% | -2.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.89% | 14.61% | -2.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.60% | 14.61% | -1.01% |
ZPRL.DE vs. SPYL.DE - Expense Ratio Comparison
ZPRL.DE has a 0.30% expense ratio, which is higher than SPYL.DE's 0.03% expense ratio.
Dividends
ZPRL.DE vs. SPYL.DE - Dividend Comparison
Neither ZPRL.DE nor SPYL.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPRL.DE and SPYL.DE have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPYL.DE is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPYL.DE is cheaper with a 0.03% expense ratio, compared with 0.30% for ZPRL.DE.
ZPRL.DE is categorized as Europe Equities, while SPYL.DE is S&P 500. ZPRL.DE tracks EURO STOXX® Low Risk Weighted 100, while SPYL.DE tracks S&P 500 Index. Their fees differ too: 0.30% for ZPRL.DE and 0.03% for SPYL.DE.
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