ZPRW.DE vs. EUPE.DE
ZPRW.DE (SPDR MSCI Europe Value UCITS ETF) and EUPE.DE (Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR)) are both Europe Equities funds - ZPRW.DE tracks the MSCI Europe Value Exposure Select while EUPE.DE tracks the Shiller Barclays CAPE® Europe Sector Value. Both are passively managed. Over the past 10 years, ZPRW.DE returned 10.74%/yr vs 8.97%/yr for EUPE.DE. A 0.74 correlation means they provide meaningful diversification when combined. ZPRW.DE charges 0.20%/yr vs 0.65%/yr for EUPE.DE.
Performance
ZPRW.DE vs. EUPE.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 EUPE.DE's 15.44% return. Over the past 10 years, ZPRW.DE has outperformed EUPE.DE with an annualized return of 10.74%, while EUPE.DE has yielded a comparatively lower 8.97% 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%
EUPE.DE
- 1D
- 0.35%
- 1M
- 2.78%
- YTD
- 15.44%
- 6M
- 15.60%
- 1Y
- 24.52%
- 3Y*
- 11.71%
- 5Y*
- 8.60%
- 10Y*
- 8.97%
ZPRW.DE vs. EUPE.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% |
EUPE.DE Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) | 15.44% | 12.45% | 2.14% | 12.84% | -6.14% | 25.64% | 2.80% | 24.48% | -7.47% | 5.56% |
Correlation
The correlation between ZPRW.DE and EUPE.DE is 0.66, 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 | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Feb 19, 2015 | 0.74 |
The correlation between ZPRW.DE and EUPE.DE shifts across timeframes, from 0.66 (1 year) to 0.81 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
ZPRW.DE vs. EUPE.DE — Risk / Return Rank
ZPRW.DE
EUPE.DE
ZPRW.DE vs. EUPE.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 Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.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 | EUPE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.11 | ||
| Sortino ratioReturn per unit of downside risk | +0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.37 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.33 | 4.19 | -0.86 |
| Martin ratioReturn relative to average drawdown | 12.39 | 11.50 | +0.89 |
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 | EUPE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | 2.17 | +0.11 |
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 | 0.60 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.46 | -0.01 |
Drawdowns
ZPRW.DE vs. EUPE.DE - Drawdown Comparison
The maximum ZPRW.DE drawdown since its inception was -39.54%, which is greater than EUPE.DE's maximum drawdown of -32.64%. Use the drawdown chart below to compare losses from any high point for ZPRW.DE and EUPE.DE.
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Drawdown Indicators
| ZPRW.DE | EUPE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.54% | -32.64% | -6.90% |
Max Drawdown (1Y)Largest decline over 1 year | -9.27% | -5.82% | -3.45% |
Max Drawdown (3Y)Largest decline over 3 years | -17.04% | -15.63% | -1.41% |
Max Drawdown (5Y)Largest decline over 5 years | -18.41% | -15.63% | -2.78% |
Max Drawdown (10Y)Largest decline over 10 years | -39.54% | -32.64% | -6.90% |
Current DrawdownCurrent decline from peak | -1.75% | -3.04% | +1.29% |
Average DrawdownAverage peak-to-trough decline | -6.92% | -4.95% | -1.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 2.13% | +0.37% |
Volatility
ZPRW.DE vs. EUPE.DE - Volatility Comparison
SPDR MSCI Europe Value UCITS ETF (ZPRW.DE) has a higher volatility of 4.40% compared to Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.DE) at 3.64%. This indicates that ZPRW.DE's price experiences larger fluctuations and is considered to be riskier than EUPE.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 | EUPE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.40% | 3.64% | +0.76% |
Volatility (6M)Calculated over the trailing 6-month period | 10.84% | 8.56% | +2.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.53% | 11.27% | +2.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.89% | 13.17% | +1.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.54% | 14.99% | +2.55% |
ZPRW.DE vs. EUPE.DE - Expense Ratio Comparison
ZPRW.DE has a 0.20% expense ratio, which is lower than EUPE.DE's 0.65% expense ratio.
Dividends
ZPRW.DE vs. EUPE.DE - Dividend Comparison
Neither ZPRW.DE nor EUPE.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPRW.DE and EUPE.DE have a correlation of 0.66, 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 0.65% for EUPE.DE.
ZPRW.DE tracks MSCI Europe Value Exposure Select, while EUPE.DE tracks Shiller Barclays CAPE® Europe Sector Value. They also come from different issuers: State Street and Natixis. Their fees differ too: 0.20% for ZPRW.DE and 0.65% for EUPE.DE.
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