ZPRW.DE vs. EDEU.DE
ZPRW.DE (SPDR MSCI Europe Value UCITS ETF) and EDEU.DE (BNP Paribas Easy ESG Dividend Europe UCITS ETF) are both Europe Equities funds - ZPRW.DE tracks the MSCI Europe Value Exposure Select while EDEU.DE tracks the BNP Paribas High Dividend Europe ESG. Both are passively managed. Over the past 5 years, ZPRW.DE returned 14.45%/yr vs 10.96%/yr for EDEU.DE. Their correlation of 0.87 suggests significant overlap in exposure. ZPRW.DE charges 0.20%/yr vs 0.31%/yr for EDEU.DE.
Performance
ZPRW.DE vs. EDEU.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ZPRW.DE achieves a 14.02% return, which is significantly higher than EDEU.DE's 12.19% return.
ZPRW.DE
- 1D
- 1.24%
- 1M
- 0.39%
- YTD
- 14.02%
- 6M
- 15.02%
- 1Y
- 35.17%
- 3Y*
- 21.69%
- 5Y*
- 14.45%
- 10Y*
- 12.21%
EDEU.DE
- 1D
- 0.61%
- 1M
- 1.00%
- YTD
- 12.19%
- 6M
- 12.77%
- 1Y
- 25.39%
- 3Y*
- 21.57%
- 5Y*
- 10.96%
- 10Y*
- —
ZPRW.DE vs. EDEU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ZPRW.DE SPDR MSCI Europe Value UCITS ETF | 14.02% | 35.69% | 8.88% | 13.70% | -4.74% | 27.37% | -7.65% | 23.75% | -14.98% | 6.23% |
EDEU.DE BNP Paribas Easy ESG Dividend Europe UCITS ETF | 12.19% | 28.12% | 11.83% | 16.84% | -12.98% | 27.34% | -14.08% | 23.54% | -20.58% | 9.22% |
Correlation
The correlation between ZPRW.DE and EDEU.DE is 0.86, 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 | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Aug 29, 2017 | 0.87 |
The correlation between ZPRW.DE and EDEU.DE has been stable across timeframes, ranging from 0.84 to 0.87 - a consistent structural relationship.
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Return for Risk
ZPRW.DE vs. EDEU.DE — Risk / Return Rank
ZPRW.DE
EDEU.DE
ZPRW.DE vs. EDEU.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 BNP Paribas Easy ESG Dividend Europe UCITS ETF (EDEU.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.
| ZPRW.DE | EDEU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.35 | ||
| Sortino ratioReturn per unit of downside risk | +0.49 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.41 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.78 | 3.56 | +0.21 |
| Martin ratioReturn relative to average drawdown | 14.06 | 12.17 | +1.89 |
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Drawdowns
ZPRW.DE vs. EDEU.DE - Drawdown Comparison
The maximum ZPRW.DE drawdown since its inception was -39.52%, smaller than the maximum EDEU.DE drawdown of -47.82%. Use the drawdown chart below to compare losses from any high point for ZPRW.DE and EDEU.DE.
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Drawdown Indicators
| ZPRW.DE | EDEU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.52% | -47.82% | +8.30% |
Max Drawdown (1Y)Largest decline over 1 year | -9.27% | -7.09% | -2.18% |
Max Drawdown (3Y)Largest decline over 3 years | -17.03% | -14.57% | -2.46% |
Max Drawdown (5Y)Largest decline over 5 years | -18.41% | -24.98% | +6.57% |
Max Drawdown (10Y)Largest decline over 10 years | -39.52% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.55% | +0.55% |
Average DrawdownAverage peak-to-trough decline | -7.01% | -9.02% | +2.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 2.08% | +0.41% |
Volatility
ZPRW.DE vs. EDEU.DE - Volatility Comparison
SPDR MSCI Europe Value UCITS ETF (ZPRW.DE) has a higher volatility of 3.41% compared to BNP Paribas Easy ESG Dividend Europe UCITS ETF (EDEU.DE) at 3.10%. This indicates that ZPRW.DE's price experiences larger fluctuations and is considered to be riskier than EDEU.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 | EDEU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.41% | 3.10% | +0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 11.04% | 8.98% | +2.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.57% | 11.32% | +2.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.90% | 14.55% | +0.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.83% | 18.29% | -1.46% |
ZPRW.DE vs. EDEU.DE - Expense Ratio Comparison
ZPRW.DE has a 0.20% expense ratio, which is lower than EDEU.DE's 0.31% expense ratio.
Dividends
ZPRW.DE vs. EDEU.DE - Dividend Comparison
Neither ZPRW.DE nor EDEU.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPRW.DE and EDEU.DE have a correlation of 0.86, 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 0.31% for EDEU.DE.
ZPRW.DE tracks MSCI Europe Value Exposure Select, while EDEU.DE tracks BNP Paribas High Dividend Europe ESG. They also come from different issuers: State Street and BNP Paribas. Their fees differ too: 0.20% for ZPRW.DE and 0.31% for EDEU.DE.
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