ZPRW.DE vs. AMED.DE
ZPRW.DE (SPDR MSCI Europe Value UCITS ETF) and AMED.DE (Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C)) are both Europe Equities funds - ZPRW.DE tracks the MSCI Europe Value Exposure Select while AMED.DE tracks the MSCI EMU ESG Leaders Select 5% Issuer Capped. Both are passively managed. Over the past 10 years, ZPRW.DE returned 10.74%/yr vs 9.75%/yr for AMED.DE. A 0.77 correlation means they provide meaningful diversification when combined. ZPRW.DE charges 0.20%/yr vs 0.25%/yr for AMED.DE.
Performance
ZPRW.DE vs. AMED.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ZPRW.DE achieves a 11.85% return, which is significantly lower than AMED.DE's 16.87% return. Over the past 10 years, ZPRW.DE has outperformed AMED.DE with an annualized return of 10.74%, while AMED.DE has yielded a comparatively lower 9.75% annualized return.
ZPRW.DE
- 1D
- 0.72%
- 1M
- 3.83%
- YTD
- 11.85%
- 6M
- 15.32%
- 1Y
- 31.00%
- 3Y*
- 20.72%
- 5Y*
- 13.99%
- 10Y*
- 10.74%
AMED.DE
- 1D
- 0.51%
- 1M
- 7.96%
- YTD
- 16.87%
- 6M
- 18.54%
- 1Y
- 26.45%
- 3Y*
- 16.11%
- 5Y*
- 10.41%
- 10Y*
- 9.75%
ZPRW.DE vs. AMED.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ZPRW.DE SPDR MSCI Europe Value UCITS ETF | 11.85% | 35.70% | 8.86% | 13.72% | -4.74% | 27.39% | -7.65% | 23.73% | -14.98% | 10.96% |
AMED.DE Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) | 16.87% | 20.15% | 5.95% | 16.68% | -10.71% | 20.90% | -1.35% | 27.22% | -12.98% | 11.86% |
Correlation
The correlation between ZPRW.DE and AMED.DE is 0.82, 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 | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Feb 19, 2015 | 0.77 |
The correlation between ZPRW.DE and AMED.DE shifts across timeframes, from 0.74 (10 years) to 0.87 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
ZPRW.DE vs. AMED.DE — Risk / Return Rank
ZPRW.DE
AMED.DE
ZPRW.DE vs. AMED.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe Value UCITS ETF (ZPRW.DE) and Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) (AMED.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.
| ZPRW.DE | AMED.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.55 | ||
| Sortino ratioReturn per unit of downside risk | +0.58 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.33 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.33 | 2.49 | +0.84 |
| Martin ratioReturn relative to average drawdown | 12.39 | 9.40 | +2.99 |
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
| ZPRW.DE | AMED.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | 1.74 | +0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.65 | +0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.57 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.47 | -0.01 |
Drawdowns
ZPRW.DE vs. AMED.DE - Drawdown Comparison
The maximum ZPRW.DE drawdown since its inception was -39.54%, roughly equal to the maximum AMED.DE drawdown of -38.35%. Use the drawdown chart below to compare losses from any high point for ZPRW.DE and AMED.DE.
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Drawdown Indicators
| ZPRW.DE | AMED.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.54% | -38.35% | -1.19% |
Max Drawdown (1Y)Largest decline over 1 year | -9.27% | -10.56% | +1.29% |
Max Drawdown (3Y)Largest decline over 3 years | -17.04% | -14.07% | -2.97% |
Max Drawdown (5Y)Largest decline over 5 years | -18.41% | -24.06% | +5.65% |
Max Drawdown (10Y)Largest decline over 10 years | -39.54% | -38.35% | -1.19% |
Current DrawdownCurrent decline from peak | -1.75% | -0.17% | -1.58% |
Average DrawdownAverage peak-to-trough decline | -6.92% | -6.69% | -0.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 2.81% | -0.31% |
Volatility
ZPRW.DE vs. AMED.DE - Volatility Comparison
The current volatility for SPDR MSCI Europe Value UCITS ETF (ZPRW.DE) is 4.40%, while Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) (AMED.DE) has a volatility of 5.61%. This indicates that ZPRW.DE experiences smaller price fluctuations and is considered to be less risky than AMED.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ZPRW.DE | AMED.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.40% | 5.61% | -1.21% |
Volatility (6M)Calculated over the trailing 6-month period | 10.84% | 12.64% | -1.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.53% | 15.19% | -1.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.89% | 15.87% | -0.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.54% | 17.00% | +0.54% |
ZPRW.DE vs. AMED.DE - Expense Ratio Comparison
ZPRW.DE has a 0.20% expense ratio, which is lower than AMED.DE's 0.25% 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
ZPRW.DE vs. AMED.DE - Dividend Comparison
Neither ZPRW.DE nor AMED.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPRW.DE and AMED.DE have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ZPRW.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZPRW.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for AMED.DE.
ZPRW.DE tracks MSCI Europe Value Exposure Select, while AMED.DE tracks MSCI EMU ESG Leaders Select 5% Issuer Capped. They also come from different issuers: State Street and Amundi. Their fees differ too: 0.20% for ZPRW.DE and 0.25% for AMED.DE.
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