ZPRL.DE vs. VGER.DE
ZPRL.DE (SPDR EURO STOXX Low Volatility UCITS ETF) and VGER.DE (Vanguard Germany All Cap UCITS ETF Dist) are both Europe Equities funds - ZPRL.DE tracks the EURO STOXX® Low Risk Weighted 100 while VGER.DE tracks the FTSE Germany All Cap. Both are passively managed. Over the past 5 years, ZPRL.DE returned 7.22%/yr vs 6.77%/yr for VGER.DE. A 0.79 correlation means they provide meaningful diversification when combined. ZPRL.DE charges 0.30%/yr vs 0.10%/yr for VGER.DE.
Performance
ZPRL.DE vs. VGER.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ZPRL.DE achieves a 8.45% return, which is significantly higher than VGER.DE's 0.71% 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%
VGER.DE
- 1D
- -1.32%
- 1M
- -3.27%
- YTD
- 0.71%
- 6M
- 1.50%
- 1Y
- 3.24%
- 3Y*
- 14.25%
- 5Y*
- 6.77%
- 10Y*
- —
ZPRL.DE vs. VGER.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | -10.77% |
VGER.DE Vanguard Germany All Cap UCITS ETF Dist | 0.71% | 21.03% | 16.15% | 19.29% | -17.72% | 13.10% | 3.91% | 24.75% | -16.56% |
Correlation
The correlation between ZPRL.DE and VGER.DE is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Jul 17, 2018 | 0.79 |
Over the past year, the correlation between ZPRL.DE and VGER.DE has dropped to 0.46 - well below their long-term average of 0.79, suggesting their price drivers have been diverging.
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Return for Risk
ZPRL.DE vs. VGER.DE — Risk / Return Rank
ZPRL.DE
VGER.DE
ZPRL.DE vs. VGER.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 Vanguard Germany All Cap UCITS ETF Dist (VGER.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 | VGER.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.97 | ||
| Sortino ratioReturn per unit of downside risk | +1.25 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.05 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.47 | 0.26 | +1.21 |
| Martin ratioReturn relative to average drawdown | 4.26 | 0.79 | +3.47 |
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Drawdowns
ZPRL.DE vs. VGER.DE - Drawdown Comparison
The maximum ZPRL.DE drawdown since its inception was -35.34%, smaller than the maximum VGER.DE drawdown of -38.66%. Use the drawdown chart below to compare losses from any high point for ZPRL.DE and VGER.DE.
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Drawdown Indicators
| ZPRL.DE | VGER.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.34% | -38.66% | +3.32% |
Max Drawdown (1Y)Largest decline over 1 year | -7.74% | -12.61% | +4.87% |
Max Drawdown (3Y)Largest decline over 3 years | -9.36% | -15.65% | +6.29% |
Max Drawdown (5Y)Largest decline over 5 years | -23.37% | -31.17% | +7.80% |
Max Drawdown (10Y)Largest decline over 10 years | -35.34% | — | — |
Current DrawdownCurrent decline from peak | -0.64% | -3.83% | +3.19% |
Average DrawdownAverage peak-to-trough decline | -5.34% | -7.26% | +1.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 4.09% | -1.42% |
Volatility
ZPRL.DE vs. VGER.DE - Volatility Comparison
The current volatility for SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.DE) is 2.01%, while Vanguard Germany All Cap UCITS ETF Dist (VGER.DE) has a volatility of 4.07%. This indicates that ZPRL.DE experiences smaller price fluctuations and is considered to be less risky than VGER.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 | VGER.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.01% | 4.07% | -2.06% |
Volatility (6M)Calculated over the trailing 6-month period | 8.27% | 13.22% | -4.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.64% | 15.92% | -6.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.96% | 17.06% | -5.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.42% | 19.03% | -5.61% |
ZPRL.DE vs. VGER.DE - Expense Ratio Comparison
ZPRL.DE has a 0.30% expense ratio, which is higher than VGER.DE's 0.10% expense ratio.
Dividends
ZPRL.DE vs. VGER.DE - Dividend Comparison
ZPRL.DE has not paid dividends to shareholders, while VGER.DE's dividend yield for the trailing twelve months is around 2.29%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
VGER.DE Vanguard Germany All Cap UCITS ETF Dist | 2.29% | 2.12% | 2.40% | 2.96% | 4.07% | 1.86% | 2.93% | 2.55% |
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% |
Frequently Asked Questions
ZPRL.DE and VGER.DE have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VGER.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VGER.DE is cheaper with a 0.10% expense ratio, compared with 0.30% for ZPRL.DE.
ZPRL.DE tracks EURO STOXX® Low Risk Weighted 100, while VGER.DE tracks FTSE Germany All Cap. They also come from different issuers: State Street and Vanguard. Their fees differ too: 0.30% for ZPRL.DE and 0.10% for VGER.DE.
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