ZPRL.DE vs. SPYW.DE
ZPRL.DE (SPDR EURO STOXX Low Volatility UCITS ETF) and SPYW.DE (SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist)) are both Europe Equities funds from State Street - ZPRL.DE tracks the EURO STOXX® Low Risk Weighted 100 while SPYW.DE tracks the S&P Euro High Yield Dividend Aristocrats. Both are passively managed. Over the past 10 years, ZPRL.DE returned 6.55%/yr vs 6.79%/yr for SPYW.DE. Their correlation of 0.90 suggests significant overlap in exposure. Both charge a 0.30% expense ratio.
Performance
ZPRL.DE vs. SPYW.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with ZPRL.DE having a 5.19% return and SPYW.DE slightly higher at 5.36%. Both investments have delivered pretty close results over the past 10 years, with ZPRL.DE having a 6.55% annualized return and SPYW.DE not far ahead at 6.79%.
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%
SPYW.DE
- 1D
- 0.09%
- 1M
- -0.36%
- YTD
- 5.36%
- 6M
- 7.28%
- 1Y
- 7.88%
- 3Y*
- 13.21%
- 5Y*
- 8.07%
- 10Y*
- 6.79%
ZPRL.DE vs. SPYW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SPYW.DE SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) | 5.36% | 20.24% | 8.29% | 17.93% | -11.23% | 14.36% | -11.84% | 23.34% | -8.58% | 11.23% |
Correlation
The correlation between ZPRL.DE and SPYW.DE is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 2014 | 0.90 |
The correlation between ZPRL.DE and SPYW.DE has been stable across timeframes, ranging from 0.89 to 0.91 - a consistent structural relationship.
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Return for Risk
ZPRL.DE vs. SPYW.DE — Risk / Return Rank
ZPRL.DE
SPYW.DE
ZPRL.DE vs. SPYW.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 S&P Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.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 | SPYW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | -0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.14 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.72 | 0.98 | -0.26 |
| Martin ratioReturn relative to average drawdown | 2.02 | 3.14 | -1.12 |
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 | SPYW.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 0.74 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.60 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.45 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.53 | +0.01 |
Drawdowns
ZPRL.DE vs. SPYW.DE - Drawdown Comparison
The maximum ZPRL.DE drawdown since its inception was -35.35%, smaller than the maximum SPYW.DE drawdown of -38.68%. Use the drawdown chart below to compare losses from any high point for ZPRL.DE and SPYW.DE.
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Drawdown Indicators
| ZPRL.DE | SPYW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.35% | -38.68% | +3.33% |
Max Drawdown (1Y)Largest decline over 1 year | -7.97% | -7.99% | +0.02% |
Max Drawdown (3Y)Largest decline over 3 years | -9.37% | -11.64% | +2.27% |
Max Drawdown (5Y)Largest decline over 5 years | -23.37% | -23.97% | +0.60% |
Max Drawdown (10Y)Largest decline over 10 years | -35.35% | -38.68% | +3.33% |
Current DrawdownCurrent decline from peak | -3.70% | -2.54% | -1.16% |
Average DrawdownAverage peak-to-trough decline | -5.39% | -5.62% | +0.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.84% | 2.50% | +0.34% |
Volatility
ZPRL.DE vs. SPYW.DE - Volatility Comparison
SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.DE) and SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.DE) have volatilities of 2.90% and 2.92%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ZPRL.DE | SPYW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.90% | 2.92% | -0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 7.65% | 8.76% | -1.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.22% | 10.65% | -1.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.89% | 13.27% | -1.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.60% | 14.88% | -1.28% |
ZPRL.DE vs. SPYW.DE - Expense Ratio Comparison
Both ZPRL.DE and SPYW.DE have an expense ratio of 0.30%.
Dividends
ZPRL.DE vs. SPYW.DE - Dividend Comparison
ZPRL.DE has not paid dividends to shareholders, while SPYW.DE's dividend yield for the trailing twelve months is around 3.60%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPYW.DE SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) | 3.60% | 4.07% | 3.67% | 3.31% | 3.62% | 2.78% | 3.05% | 3.10% | 3.74% | 3.15% | 2.97% | 2.99% |
ZPRL.DE SPDR EURO STOXX Low Volatility UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ZPRL.DE and SPYW.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
ZPRL.DE and SPYW.DE have the same expense ratio: 0.30% per year.
ZPRL.DE tracks EURO STOXX® Low Risk Weighted 100, while SPYW.DE tracks S&P Euro High Yield Dividend Aristocrats.
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