ZPRW.DE vs. LCUK.DE
ZPRW.DE (SPDR MSCI Europe Value UCITS ETF) and LCUK.DE (Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist) are both Europe Equities funds - ZPRW.DE tracks the MSCI Europe Value Exposure Select while LCUK.DE tracks the FTSE AllSh TR GBP. Both are passively managed. Over the past 5 years, ZPRW.DE returned 13.99%/yr vs 10.57%/yr for LCUK.DE. A 0.72 correlation means they provide meaningful diversification when combined. ZPRW.DE charges 0.20%/yr vs 0.04%/yr for LCUK.DE.
Performance
ZPRW.DE vs. LCUK.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 higher than LCUK.DE's 6.49% 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%
LCUK.DE
- 1D
- 0.13%
- 1M
- 1.45%
- YTD
- 6.49%
- 6M
- 9.10%
- 1Y
- 17.00%
- 3Y*
- 14.46%
- 5Y*
- 10.57%
- 10Y*
- —
ZPRW.DE vs. LCUK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
ZPRW.DE SPDR MSCI Europe Value UCITS ETF | 11.85% | 35.70% | 8.86% | 13.72% | -4.74% | 27.39% | -7.65% | 23.73% | -12.47% |
LCUK.DE Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist | 6.49% | 19.79% | 13.71% | 9.61% | -4.22% | 25.64% | -15.89% | 26.84% | -5.66% |
Correlation
The correlation between ZPRW.DE and LCUK.DE is 0.75, 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 | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 2018 | 0.72 |
The correlation between ZPRW.DE and LCUK.DE shifts across timeframes, from 0.72 (all time) to 0.83 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
ZPRW.DE vs. LCUK.DE — Risk / Return Rank
ZPRW.DE
LCUK.DE
ZPRW.DE vs. LCUK.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 Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist (LCUK.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 | LCUK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.89 | ||
| Sortino ratioReturn per unit of downside risk | +1.20 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.26 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 3.33 | 2.04 | +1.29 |
| Martin ratioReturn relative to average drawdown | 12.39 | 7.27 | +5.12 |
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 | LCUK.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | 1.39 | +0.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.74 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.48 | -0.03 |
Drawdowns
ZPRW.DE vs. LCUK.DE - Drawdown Comparison
The maximum ZPRW.DE drawdown since its inception was -39.54%, roughly equal to the maximum LCUK.DE drawdown of -41.10%. Use the drawdown chart below to compare losses from any high point for ZPRW.DE and LCUK.DE.
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Drawdown Indicators
| ZPRW.DE | LCUK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.54% | -41.10% | +1.56% |
Max Drawdown (1Y)Largest decline over 1 year | -9.27% | -8.31% | -0.96% |
Max Drawdown (3Y)Largest decline over 3 years | -17.04% | -16.69% | -0.35% |
Max Drawdown (5Y)Largest decline over 5 years | -18.41% | -16.69% | -1.72% |
Max Drawdown (10Y)Largest decline over 10 years | -39.54% | — | — |
Current DrawdownCurrent decline from peak | -1.75% | -2.84% | +1.09% |
Average DrawdownAverage peak-to-trough decline | -6.92% | -5.66% | -1.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 2.33% | +0.17% |
Volatility
ZPRW.DE vs. LCUK.DE - Volatility Comparison
SPDR MSCI Europe Value UCITS ETF (ZPRW.DE) and Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist (LCUK.DE) have volatilities of 4.40% and 4.62%, 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.
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Volatility by Period
| ZPRW.DE | LCUK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.40% | 4.62% | -0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 10.84% | 10.28% | +0.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.53% | 12.17% | +1.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.89% | 14.12% | +0.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.54% | 17.10% | +0.44% |
ZPRW.DE vs. LCUK.DE - Expense Ratio Comparison
ZPRW.DE has a 0.20% expense ratio, which is higher than LCUK.DE's 0.04% expense ratio. However, 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. LCUK.DE - Dividend Comparison
ZPRW.DE has not paid dividends to shareholders, while LCUK.DE's dividend yield for the trailing twelve months is around 2.84%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
LCUK.DE Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist | 2.84% | 3.03% | 3.73% | 3.09% | 4.08% | 3.76% | 2.95% | 3.36% |
ZPRW.DE SPDR MSCI Europe Value UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ZPRW.DE and LCUK.DE have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LCUK.DE is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LCUK.DE is cheaper with a 0.04% expense ratio, compared with 0.20% for ZPRW.DE.
ZPRW.DE tracks MSCI Europe Value Exposure Select, while LCUK.DE tracks FTSE AllSh TR GBP. They also come from different issuers: State Street and Amundi. Their fees differ too: 0.20% for ZPRW.DE and 0.04% for LCUK.DE.
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