ZPRM.DE vs. EGV2.DE
ZPRM.DE (State Street SPDR Bloomberg 1-3 Month T-Bill MXN Hdg UCITS ETF (Acc)) and EGV2.DE (Amundi Smart Overnight Return UCITS ETF (Dist)) are both Money Market funds - ZPRM.DE tracks the Bloomberg US Treasury Bills 1-3 Month Index (MXN Hedged) while EGV2.DE tracks the ESTR Compounded Index. Both are passively managed. Over the past 5 years, ZPRM.DE returned 12.31%/yr vs 1.45%/yr for EGV2.DE. At a 0.35 correlation, their price movements are largely independent. ZPRM.DE charges 0.05%/yr vs 0.10%/yr for EGV2.DE.
Performance
ZPRM.DE vs. EGV2.DE - Performance Comparison
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Different Trading Currencies
ZPRM.DE is traded in USD, while EGV2.DE is traded in EUR. To make them comparable, the EGV2.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, ZPRM.DE achieves a 6.36% return, which is significantly higher than EGV2.DE's -1.41% return.
ZPRM.DE
- 1D
- -0.04%
- 1M
- -0.34%
- 6M
- 5.69%
- YTD
- 6.36%
- 1Y
- 14.68%
- 3Y*
- 9.14%
- 5Y*
- 12.31%
- 10Y*
- —
EGV2.DE
- 1D
- 0.07%
- 1M
- -1.37%
- 6M
- -1.21%
- YTD
- -1.41%
- 1Y
- -0.36%
- 3Y*
- 5.00%
- 5Y*
- 1.45%
- 10Y*
- —
ZPRM.DE vs. EGV2.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ZPRM.DE State Street SPDR Bloomberg 1-3 Month T-Bill MXN Hdg UCITS ETF (Acc) | 6.36% | 23.34% | -6.88% | 29.70% | 13.58% | 1.41% | 7.07% |
EGV2.DE Amundi Smart Overnight Return UCITS ETF (Dist) | -1.41% | 15.69% | -1.85% | 6.52% | -5.35% | -8.32% | 3.62% |
Correlation
The correlation between ZPRM.DE and EGV2.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Sep 17, 2020 | 0.35 |
The correlation between ZPRM.DE and EGV2.DE shifts across timeframes, from 0.32 (3 years) to 0.43 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
ZPRM.DE vs. EGV2.DE — Risk / Return Rank
ZPRM.DE
EGV2.DE
ZPRM.DE vs. EGV2.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street SPDR Bloomberg 1-3 Month T-Bill MXN Hdg UCITS ETF (Acc) (ZPRM.DE) and Amundi Smart Overnight Return UCITS ETF (Dist) (EGV2.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.
| ZPRM.DE | EGV2.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.94 | ||
| Sortino ratioReturn per unit of downside risk | +2.78 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.00 | +0.36 |
| Calmar ratioReturn relative to maximum drawdown | 3.02 | -0.07 | +3.10 |
| Martin ratioReturn relative to average drawdown | 12.41 | -0.17 | +12.57 |
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Drawdowns
ZPRM.DE vs. EGV2.DE - Drawdown Comparison
The maximum ZPRM.DE drawdown since its inception was -24.15%, which is greater than EGV2.DE's maximum drawdown of -22.68%. Use the drawdown chart below to compare losses from any high point for ZPRM.DE and EGV2.DE.
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Drawdown Indicators
| ZPRM.DE | EGV2.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.15% | -22.68% | -1.47% |
Max Drawdown (1Y)Largest decline over 1 year | -4.84% | -4.86% | +0.02% |
Max Drawdown (3Y)Largest decline over 3 years | -15.56% | -7.39% | -8.17% |
Max Drawdown (5Y)Largest decline over 5 years | -15.56% | -19.61% | +4.05% |
Current DrawdownCurrent decline from peak | -1.36% | -4.04% | +2.68% |
Average DrawdownAverage peak-to-trough decline | -4.04% | -7.39% | +3.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.18% | 2.19% | -1.01% |
Volatility
ZPRM.DE vs. EGV2.DE - Volatility Comparison
State Street SPDR Bloomberg 1-3 Month T-Bill MXN Hdg UCITS ETF (Acc) (ZPRM.DE) has a higher volatility of 2.47% compared to Amundi Smart Overnight Return UCITS ETF (Dist) (EGV2.DE) at 1.72%. This indicates that ZPRM.DE's price experiences larger fluctuations and is considered to be riskier than EGV2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ZPRM.DE | EGV2.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.47% | 1.72% | +0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 6.37% | 4.66% | +1.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.78% | 6.33% | +1.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.70% | 7.66% | +3.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.70% | 7.46% | +6.24% |
ZPRM.DE vs. EGV2.DE - Expense Ratio Comparison
ZPRM.DE has a 0.05% expense ratio, which is lower than EGV2.DE's 0.10% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
ZPRM.DE vs. EGV2.DE - Dividend Comparison
ZPRM.DE has not paid dividends to shareholders, while EGV2.DE's dividend yield for the trailing twelve months is around 2.93%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
EGV2.DE Amundi Smart Overnight Return UCITS ETF (Dist) | 2.93% | 2.97% | 3.91% | 2.50% |
ZPRM.DE State Street SPDR Bloomberg 1-3 Month T-Bill MXN Hdg UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ZPRM.DE and EGV2.DE have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ZPRM.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZPRM.DE is cheaper with a 0.05% expense ratio, compared with 0.10% for EGV2.DE.
ZPRM.DE tracks Bloomberg US Treasury Bills 1-3 Month Index (MXN Hedged), while EGV2.DE tracks ESTR Compounded Index. They also come from different issuers: State Street and Amundi. Their fees differ too: 0.05% for ZPRM.DE and 0.10% for EGV2.DE.
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