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

Performance

ZPRL.DE vs. SPYM.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 SPDR MSCI Emerging Markets UCITS ETF (SPYM.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 5.19% return, which is significantly lower than SPYM.DE's 27.39% return. Over the past 10 years, ZPRL.DE has underperformed SPYM.DE with an annualized return of 6.55%, while SPYM.DE has yielded a comparatively higher 9.90% annualized 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%

SPYM.DE

1D
-1.63%
1M
6.11%
YTD
27.39%
6M
29.25%
1Y
50.03%
3Y*
21.15%
5Y*
8.45%
10Y*
9.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
ZPRL.DE
SPDR EURO STOXX Low Volatility UCITS ETF
5.19%18.48%7.41%12.34%-14.65%17.34%-5.25%22.05%-8.17%15.38%
SPYM.DE
SPDR MSCI Emerging Markets UCITS ETF
27.39%19.08%14.04%6.06%-14.90%5.27%6.28%22.30%-11.26%19.74%

Correlation

The correlation between ZPRL.DE and SPYM.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 (3Y)
Calculated over the trailing 3-year period

0.37

Correlation (5Y)
Calculated over the trailing 5-year period

0.42

Correlation (10Y)
Calculated over the trailing 10-year period

0.52

Correlation (All Time)
Calculated using the full available price history since Mar 26, 2014

0.54

Over the past year, the correlation between ZPRL.DE and SPYM.DE has dropped to 0.32 - well below their long-term average of 0.54, suggesting their price drivers have been diverging.

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Return for Risk

ZPRL.DE vs. SPYM.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: 1919
Overall Rank
ZPRL.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
ZPRL.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
ZPRL.DE Omega Ratio Rank: 1919
Omega Ratio Rank
ZPRL.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
ZPRL.DE Martin Ratio Rank: 1919
Martin Ratio Rank

SPYM.DE
SPYM.DE Risk / Return Rank: 8585
Overall Rank
SPYM.DE Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
SPYM.DE Sortino Ratio Rank: 8383
Sortino Ratio Rank
SPYM.DE Omega Ratio Rank: 8484
Omega Ratio Rank
SPYM.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
SPYM.DE Martin Ratio Rank: 8585
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. SPYM.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 SPDR MSCI Emerging Markets UCITS ETF (SPYM.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.DESPYM.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.17

Sortino ratioReturn per unit of downside risk

-2.79

Omega ratioGain probability vs. loss probability

1.11

1.50

-0.39

Calmar ratioReturn relative to maximum drawdown

0.72

4.80

-4.08

Martin ratioReturn relative to average drawdown

2.02

17.28

-15.26

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

The current ZPRL.DE Sharpe Ratio is 0.62, which is lower than the SPYM.DE Sharpe Ratio of 2.79. The chart below compares the historical Sharpe Ratios of ZPRL.DE and SPYM.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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Sharpe Ratios by Period


ZPRL.DESPYM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

2.79

-2.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.50

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.54

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.34

+0.19

Drawdowns

ZPRL.DE vs. SPYM.DE - Drawdown Comparison

The maximum ZPRL.DE drawdown since its inception was -35.35%, roughly equal to the maximum SPYM.DE drawdown of -36.28%. Use the drawdown chart below to compare losses from any high point for ZPRL.DE and SPYM.DE.


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Drawdown Indicators


ZPRL.DESPYM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.35%

-36.28%

+0.93%

Max Drawdown (1Y)

Largest decline over 1 year

-7.97%

-10.38%

+2.41%

Max Drawdown (3Y)

Largest decline over 3 years

-9.37%

-18.96%

+9.59%

Max Drawdown (5Y)

Largest decline over 5 years

-23.37%

-23.86%

+0.49%

Max Drawdown (10Y)

Largest decline over 10 years

-35.35%

-31.69%

-3.66%

Current Drawdown

Current decline from peak

-3.70%

-2.74%

-0.96%

Average Drawdown

Average peak-to-trough decline

-5.39%

-9.95%

+4.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.84%

2.89%

-0.05%

Volatility

ZPRL.DE vs. SPYM.DE - Volatility Comparison

The current volatility for SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.DE) is 2.90%, while SPDR MSCI Emerging Markets UCITS ETF (SPYM.DE) has a volatility of 7.34%. This indicates that ZPRL.DE experiences smaller price fluctuations and is considered to be less risky than SPYM.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.DESPYM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.90%

7.34%

-4.44%

Volatility (6M)

Calculated over the trailing 6-month period

7.65%

15.16%

-7.51%

Volatility (1Y)

Calculated over the trailing 1-year period

9.22%

17.87%

-8.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.89%

16.78%

-4.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.60%

18.40%

-4.80%

ZPRL.DE vs. SPYM.DE - Expense Ratio Comparison

ZPRL.DE has a 0.30% expense ratio, which is higher than SPYM.DE's 0.18% expense ratio.


Dividends

ZPRL.DE vs. SPYM.DE - Dividend Comparison

Neither ZPRL.DE nor SPYM.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ZPRL.DE and SPYM.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, SPYM.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPYM.DE is cheaper with a 0.18% expense ratio, compared with 0.30% for ZPRL.DE.

ZPRL.DE is categorized as Europe Equities, while SPYM.DE is Emerging Markets Equities. ZPRL.DE tracks EURO STOXX® Low Risk Weighted 100, while SPYM.DE tracks MSCI Emerging Markets. Their fees differ too: 0.30% for ZPRL.DE and 0.18% for SPYM.DE.

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