ZPRW.DE vs. DBXI.DE
ZPRW.DE (SPDR MSCI Europe Value UCITS ETF) and DBXI.DE (Xtrackers FTSE MIB UCITS ETF) are both Europe Equities funds - ZPRW.DE tracks the MSCI Europe Value Exposure Select while DBXI.DE tracks the FTSE MIB. Both are passively managed. Over the past 10 years, ZPRW.DE returned 10.74%/yr vs 14.91%/yr for DBXI.DE. A 0.71 correlation means they provide meaningful diversification when combined. ZPRW.DE charges 0.20%/yr vs 0.30%/yr for DBXI.DE.
Performance
ZPRW.DE vs. DBXI.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ZPRW.DE achieves a 11.85% return, which is significantly lower than DBXI.DE's 14.49% return. Over the past 10 years, ZPRW.DE has underperformed DBXI.DE with an annualized return of 10.74%, while DBXI.DE has yielded a comparatively higher 14.91% 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%
DBXI.DE
- 1D
- 0.21%
- 1M
- 4.80%
- YTD
- 14.49%
- 6M
- 18.18%
- 1Y
- 30.62%
- 3Y*
- 28.95%
- 5Y*
- 19.73%
- 10Y*
- 14.91%
ZPRW.DE vs. DBXI.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% |
DBXI.DE Xtrackers FTSE MIB UCITS ETF | 14.49% | 37.50% | 18.27% | 33.40% | -9.08% | 26.51% | -4.28% | 33.02% | -14.48% | 16.46% |
Correlation
The correlation between ZPRW.DE and DBXI.DE is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Feb 19, 2015 | 0.71 |
The correlation between ZPRW.DE and DBXI.DE shifts across timeframes, from 0.68 (10 years) to 0.82 (5 years), reflecting how their relationship changes across market environments.
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
ZPRW.DE vs. DBXI.DE — Risk / Return Rank
ZPRW.DE
DBXI.DE
ZPRW.DE vs. DBXI.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 Xtrackers FTSE MIB UCITS ETF (DBXI.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 | DBXI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.34 | ||
| Sortino ratioReturn per unit of downside risk | +0.46 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.34 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.33 | 3.17 | +0.16 |
| Martin ratioReturn relative to average drawdown | 12.39 | 11.42 | +0.97 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| ZPRW.DE | DBXI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | 1.94 | +0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 1.09 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.75 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.19 | +0.26 |
Drawdowns
ZPRW.DE vs. DBXI.DE - Drawdown Comparison
The maximum ZPRW.DE drawdown since its inception was -39.54%, smaller than the maximum DBXI.DE drawdown of -69.49%. Use the drawdown chart below to compare losses from any high point for ZPRW.DE and DBXI.DE.
Loading charts...
Drawdown Indicators
| ZPRW.DE | DBXI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.54% | -69.49% | +29.95% |
Max Drawdown (1Y)Largest decline over 1 year | -9.27% | -9.62% | +0.35% |
Max Drawdown (3Y)Largest decline over 3 years | -17.04% | -17.56% | +0.52% |
Max Drawdown (5Y)Largest decline over 5 years | -18.41% | -25.10% | +6.69% |
Max Drawdown (10Y)Largest decline over 10 years | -39.54% | -40.46% | +0.92% |
Current DrawdownCurrent decline from peak | -1.75% | -0.77% | -0.98% |
Average DrawdownAverage peak-to-trough decline | -6.92% | -29.56% | +22.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 2.67% | -0.17% |
Volatility
ZPRW.DE vs. DBXI.DE - Volatility Comparison
SPDR MSCI Europe Value UCITS ETF (ZPRW.DE) and Xtrackers FTSE MIB UCITS ETF (DBXI.DE) have volatilities of 4.40% and 4.63%, 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.
Loading charts...
Volatility by Period
| ZPRW.DE | DBXI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.40% | 4.63% | -0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 10.84% | 12.34% | -1.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.53% | 15.69% | -2.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.89% | 18.31% | -3.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.54% | 20.37% | -2.83% |
ZPRW.DE vs. DBXI.DE - Expense Ratio Comparison
ZPRW.DE has a 0.20% expense ratio, which is lower than DBXI.DE's 0.30% expense ratio.
Dividends
ZPRW.DE vs. DBXI.DE - Dividend Comparison
ZPRW.DE has not paid dividends to shareholders, while DBXI.DE's dividend yield for the trailing twelve months is around 3.63%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBXI.DE Xtrackers FTSE MIB UCITS ETF | 3.63% | 3.93% | 4.53% | 3.78% | 7.45% | 0.94% | 4.23% | 3.33% | 2.66% | 1.94% | 2.51% | 0.15% |
ZPRW.DE SPDR MSCI Europe Value 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
ZPRW.DE and DBXI.DE have a correlation of 0.80, 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 0.30% for DBXI.DE.
ZPRW.DE tracks MSCI Europe Value Exposure Select, while DBXI.DE tracks FTSE MIB. They also come from different issuers: State Street and Xtrackers. Their fees differ too: 0.20% for ZPRW.DE and 0.30% for DBXI.DE.
Find the right allocation for ZPRW.DE and DBXI.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