ZPRW.DE vs. EXSH.DE
ZPRW.DE (SPDR MSCI Europe Value UCITS ETF) and EXSH.DE (iShares STOXX Europe Select Dividend 30 UCITS ETF (DE)) are both Europe Equities funds - ZPRW.DE tracks the MSCI Europe Value Exposure Select while EXSH.DE tracks the STOXX® Europe Select Dividend 30. Both are passively managed. Over the past 10 years, ZPRW.DE returned 10.74%/yr vs 10.31%/yr for EXSH.DE. A 0.79 correlation means they provide meaningful diversification when combined. ZPRW.DE charges 0.20%/yr vs 0.32%/yr for EXSH.DE.
Performance
ZPRW.DE vs. EXSH.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 EXSH.DE's 13.96% return. Both investments have delivered pretty close results over the past 10 years, with ZPRW.DE having a 10.74% annualized return and EXSH.DE not far behind at 10.31%.
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%
EXSH.DE
- 1D
- 0.47%
- 1M
- 4.04%
- YTD
- 13.96%
- 6M
- 19.08%
- 1Y
- 32.41%
- 3Y*
- 23.40%
- 5Y*
- 12.78%
- 10Y*
- 10.31%
ZPRW.DE vs. EXSH.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% |
EXSH.DE iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) | 13.96% | 44.94% | 5.72% | 10.87% | -9.92% | 23.55% | -9.64% | 27.73% | -4.87% | 5.22% |
Correlation
The correlation between ZPRW.DE and EXSH.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 | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Feb 19, 2015 | 0.79 |
The correlation between ZPRW.DE and EXSH.DE shifts across timeframes, from 0.76 (10 years) to 0.89 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
ZPRW.DE vs. EXSH.DE — Risk / Return Rank
ZPRW.DE
EXSH.DE
ZPRW.DE vs. EXSH.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 iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) (EXSH.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 | EXSH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.41 | ||
| Sortino ratioReturn per unit of downside risk | -0.54 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.48 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.33 | 4.85 | -1.52 |
| Martin ratioReturn relative to average drawdown | 12.39 | 16.10 | -3.71 |
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 | EXSH.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | 2.69 | -0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.86 | +0.06 |
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 | 0.32 | +0.13 |
Drawdowns
ZPRW.DE vs. EXSH.DE - Drawdown Comparison
The maximum ZPRW.DE drawdown since its inception was -39.54%, smaller than the maximum EXSH.DE drawdown of -70.20%. Use the drawdown chart below to compare losses from any high point for ZPRW.DE and EXSH.DE.
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Drawdown Indicators
| ZPRW.DE | EXSH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.54% | -70.20% | +30.66% |
Max Drawdown (1Y)Largest decline over 1 year | -9.27% | -6.65% | -2.62% |
Max Drawdown (3Y)Largest decline over 3 years | -17.04% | -14.43% | -2.61% |
Max Drawdown (5Y)Largest decline over 5 years | -18.41% | -22.98% | +4.57% |
Max Drawdown (10Y)Largest decline over 10 years | -39.54% | -40.34% | +0.80% |
Current DrawdownCurrent decline from peak | -1.75% | -1.87% | +0.12% |
Average DrawdownAverage peak-to-trough decline | -6.92% | -22.15% | +15.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 2.01% | +0.49% |
Volatility
ZPRW.DE vs. EXSH.DE - Volatility Comparison
SPDR MSCI Europe Value UCITS ETF (ZPRW.DE) has a higher volatility of 4.40% compared to iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) (EXSH.DE) at 3.90%. This indicates that ZPRW.DE's price experiences larger fluctuations and is considered to be riskier than EXSH.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 | EXSH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.40% | 3.90% | +0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 10.84% | 9.77% | +1.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.53% | 11.99% | +1.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.89% | 14.61% | +0.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.54% | 17.15% | +0.39% |
ZPRW.DE vs. EXSH.DE - Expense Ratio Comparison
ZPRW.DE has a 0.20% expense ratio, which is lower than EXSH.DE's 0.32% expense ratio.
Dividends
ZPRW.DE vs. EXSH.DE - Dividend Comparison
ZPRW.DE has not paid dividends to shareholders, while EXSH.DE's dividend yield for the trailing twelve months is around 4.47%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXSH.DE iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) | 4.47% | 5.15% | 5.86% | 6.39% | 6.06% | 3.77% | 3.58% | 4.50% | 4.42% | 5.03% | 4.99% | 3.96% |
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 EXSH.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 0.32% for EXSH.DE.
ZPRW.DE tracks MSCI Europe Value Exposure Select, while EXSH.DE tracks STOXX® Europe Select Dividend 30. They also come from different issuers: State Street and iShares. Their fees differ too: 0.20% for ZPRW.DE and 0.32% for EXSH.DE.
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