ZPRL.DE vs. SXRY.DE
ZPRL.DE (SPDR EURO STOXX Low Volatility UCITS ETF) and SXRY.DE (iShares FTSE MIB UCITS ETF (Acc)) are both Europe Equities funds - ZPRL.DE tracks the EURO STOXX® Low Risk Weighted 100 while SXRY.DE tracks the FTSE MIB. Both are passively managed. Over the past 10 years, ZPRL.DE returned 7.56%/yr vs 16.60%/yr for SXRY.DE. A 0.75 correlation means they provide meaningful diversification when combined. ZPRL.DE charges 0.30%/yr vs 0.33%/yr for SXRY.DE.
Performance
ZPRL.DE vs. SXRY.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ZPRL.DE achieves a 8.45% return, which is significantly lower than SXRY.DE's 17.22% return. Over the past 10 years, ZPRL.DE has underperformed SXRY.DE with an annualized return of 7.56%, while SXRY.DE has yielded a comparatively higher 16.60% annualized return.
ZPRL.DE
- 1D
- -0.06%
- 1M
- 0.91%
- YTD
- 8.45%
- 6M
- 9.22%
- 1Y
- 11.39%
- 3Y*
- 12.67%
- 5Y*
- 7.22%
- 10Y*
- 7.56%
SXRY.DE
- 1D
- -0.85%
- 1M
- 3.87%
- YTD
- 17.22%
- 6M
- 18.03%
- 1Y
- 36.08%
- 3Y*
- 29.01%
- 5Y*
- 20.33%
- 10Y*
- 16.60%
ZPRL.DE vs. SXRY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ZPRL.DE SPDR EURO STOXX Low Volatility UCITS ETF | 8.45% | 18.39% | 7.42% | 12.34% | -14.65% | 17.34% | -5.26% | 22.07% | -8.17% | 15.38% |
SXRY.DE iShares FTSE MIB UCITS ETF (Acc) | 17.22% | 37.80% | 18.15% | 33.34% | -9.13% | 26.71% | -4.02% | 33.22% | -14.32% | 16.72% |
Correlation
The correlation between ZPRL.DE and SXRY.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Mar 24, 2014 | 0.75 |
Over the past year, the correlation between ZPRL.DE and SXRY.DE has dropped to 0.48 - well below their long-term average of 0.75, suggesting their price drivers have been diverging.
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. SXRY.DE — Risk / Return Rank
ZPRL.DE
SXRY.DE
ZPRL.DE vs. SXRY.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 iShares FTSE MIB UCITS ETF (Acc) (SXRY.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 | SXRY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.08 | ||
| Sortino ratioReturn per unit of downside risk | -1.44 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.39 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.47 | 3.71 | -2.24 |
| Martin ratioReturn relative to average drawdown | 4.26 | 13.73 | -9.47 |
Loading charts...
Drawdowns
ZPRL.DE vs. SXRY.DE - Drawdown Comparison
The maximum ZPRL.DE drawdown since its inception was -35.34%, smaller than the maximum SXRY.DE drawdown of -43.59%. Use the drawdown chart below to compare losses from any high point for ZPRL.DE and SXRY.DE.
Loading charts...
Drawdown Indicators
| ZPRL.DE | SXRY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.34% | -43.59% | +8.25% |
Max Drawdown (1Y)Largest decline over 1 year | -7.74% | -9.69% | +1.95% |
Max Drawdown (3Y)Largest decline over 3 years | -9.36% | -17.61% | +8.25% |
Max Drawdown (5Y)Largest decline over 5 years | -23.37% | -25.00% | +1.63% |
Max Drawdown (10Y)Largest decline over 10 years | -35.34% | -40.81% | +5.47% |
Current DrawdownCurrent decline from peak | -0.64% | -2.82% | +2.18% |
Average DrawdownAverage peak-to-trough decline | -5.34% | -11.60% | +6.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 2.62% | +0.05% |
Volatility
ZPRL.DE vs. SXRY.DE - Volatility Comparison
The current volatility for SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.DE) is 2.01%, while iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) has a volatility of 4.01%. This indicates that ZPRL.DE experiences smaller price fluctuations and is considered to be less risky than SXRY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ZPRL.DE | SXRY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.01% | 4.01% | -2.00% |
Volatility (6M)Calculated over the trailing 6-month period | 8.27% | 12.81% | -4.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.64% | 15.91% | -6.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.96% | 18.29% | -6.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.42% | 19.60% | -6.18% |
ZPRL.DE vs. SXRY.DE - Expense Ratio Comparison
ZPRL.DE has a 0.30% expense ratio, which is lower than SXRY.DE's 0.33% expense ratio.
Dividends
ZPRL.DE vs. SXRY.DE - Dividend Comparison
Neither ZPRL.DE nor SXRY.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPRL.DE and SXRY.DE have a correlation of 0.48, 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 0.33% for SXRY.DE.
ZPRL.DE tracks EURO STOXX® Low Risk Weighted 100, while SXRY.DE tracks FTSE MIB. They also come from different issuers: State Street and iShares. Their fees differ too: 0.30% for ZPRL.DE and 0.33% for SXRY.DE.
Find the right allocation for ZPRL.DE and SXRY.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