ZPRW.DE vs. LSMC.DE
ZPRW.DE (SPDR MSCI Europe Value UCITS ETF) and LSMC.DE (Amundi MSCI Semiconductors ESG Screened UCITS ETF) are both exchange-traded funds - ZPRW.DE is a Europe Equities fund tracking the MSCI Europe Value Exposure Select, while LSMC.DE is a Semiconductors fund tracking the MSCI ACWI Semiconductors & Semiconductor Equipment ESG Filtered NET USD Index. Both are passively managed. Over the past 10 years, ZPRW.DE returned 10.74%/yr vs 28.49%/yr for LSMC.DE. At a 0.45 correlation, their price movements are largely independent. ZPRW.DE charges 0.20%/yr vs 0.45%/yr for LSMC.DE.
Performance
ZPRW.DE vs. LSMC.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 LSMC.DE's 63.83% return. Over the past 10 years, ZPRW.DE has underperformed LSMC.DE with an annualized return of 10.74%, while LSMC.DE has yielded a comparatively higher 28.49% 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%
LSMC.DE
- 1D
- -3.34%
- 1M
- 16.45%
- YTD
- 63.83%
- 6M
- 64.57%
- 1Y
- 130.64%
- 3Y*
- 62.06%
- 5Y*
- 36.20%
- 10Y*
- 28.49%
ZPRW.DE vs. LSMC.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% |
LSMC.DE Amundi MSCI Semiconductors ESG Screened UCITS ETF | 63.83% | 32.60% | 66.54% | 74.46% | -34.66% | 37.56% | 23.03% | 39.73% | -5.73% | 12.36% |
Correlation
The correlation between ZPRW.DE and LSMC.DE is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Feb 19, 2015 | 0.45 |
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Return for Risk
ZPRW.DE vs. LSMC.DE — Risk / Return Rank
ZPRW.DE
LSMC.DE
ZPRW.DE vs. LSMC.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 Amundi MSCI Semiconductors ESG Screened UCITS ETF (LSMC.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 | LSMC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.99 | ||
| Sortino ratioReturn per unit of downside risk | -1.44 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.59 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 3.33 | 10.37 | -7.04 |
| Martin ratioReturn relative to average drawdown | 12.39 | 32.83 | -20.44 |
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 | LSMC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | 4.27 | -1.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 1.15 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 1.09 | -0.48 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.82 | -0.36 |
Drawdowns
ZPRW.DE vs. LSMC.DE - Drawdown Comparison
The maximum ZPRW.DE drawdown since its inception was -39.54%, roughly equal to the maximum LSMC.DE drawdown of -39.77%. Use the drawdown chart below to compare losses from any high point for ZPRW.DE and LSMC.DE.
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Drawdown Indicators
| ZPRW.DE | LSMC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.54% | -39.77% | +0.23% |
Max Drawdown (1Y)Largest decline over 1 year | -9.27% | -12.53% | +3.26% |
Max Drawdown (3Y)Largest decline over 3 years | -17.04% | -36.22% | +19.18% |
Max Drawdown (5Y)Largest decline over 5 years | -18.41% | -39.77% | +21.36% |
Max Drawdown (10Y)Largest decline over 10 years | -39.54% | -39.77% | +0.23% |
Current DrawdownCurrent decline from peak | -1.75% | -3.34% | +1.59% |
Average DrawdownAverage peak-to-trough decline | -6.92% | -9.37% | +2.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 3.96% | -1.46% |
Volatility
ZPRW.DE vs. LSMC.DE - Volatility Comparison
The current volatility for SPDR MSCI Europe Value UCITS ETF (ZPRW.DE) is 4.40%, while Amundi MSCI Semiconductors ESG Screened UCITS ETF (LSMC.DE) has a volatility of 11.23%. This indicates that ZPRW.DE experiences smaller price fluctuations and is considered to be less risky than LSMC.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 | LSMC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.40% | 11.23% | -6.83% |
Volatility (6M)Calculated over the trailing 6-month period | 10.84% | 22.18% | -11.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.53% | 30.40% | -16.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.89% | 31.21% | -16.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.54% | 26.06% | -8.52% |
ZPRW.DE vs. LSMC.DE - Expense Ratio Comparison
ZPRW.DE has a 0.20% expense ratio, which is lower than LSMC.DE's 0.45% expense ratio.
Dividends
ZPRW.DE vs. LSMC.DE - Dividend Comparison
Neither ZPRW.DE nor LSMC.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPRW.DE and LSMC.DE have a correlation of 0.42, 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 0.45% for LSMC.DE.
ZPRW.DE is categorized as Europe Equities, while LSMC.DE is Semiconductors. ZPRW.DE tracks MSCI Europe Value Exposure Select, while LSMC.DE tracks MSCI ACWI Semiconductors & Semiconductor Equipment ESG Filtered NET USD Index. They also come from different issuers: State Street and Amundi. Their fees differ too: 0.20% for ZPRW.DE and 0.45% for LSMC.DE.
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