ZPRW.DE vs. SELD.DE
ZPRW.DE (SPDR MSCI Europe Value UCITS ETF) and SELD.DE (Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist) are both Europe Equities funds - ZPRW.DE tracks the MSCI Europe Value Exposure Select while SELD.DE tracks the STOXX® Europe Select Dividend 30. Both are passively managed. Over the past 10 years, ZPRW.DE returned 10.74%/yr vs 9.59%/yr for SELD.DE. A 0.79 correlation means they provide meaningful diversification when combined. ZPRW.DE charges 0.20%/yr vs 0.30%/yr for SELD.DE.
Performance
ZPRW.DE vs. SELD.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 SELD.DE's 14.08% return. Over the past 10 years, ZPRW.DE has outperformed SELD.DE with an annualized return of 10.74%, while SELD.DE has yielded a comparatively lower 9.59% 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%
SELD.DE
- 1D
- 0.52%
- 1M
- 4.00%
- YTD
- 14.08%
- 6M
- 19.29%
- 1Y
- 32.34%
- 3Y*
- 20.75%
- 5Y*
- 11.33%
- 10Y*
- 9.59%
ZPRW.DE vs. SELD.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% |
SELD.DE Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist | 14.08% | 44.46% | 5.76% | 3.90% | -10.09% | 24.12% | -9.44% | 27.63% | -4.88% | 5.07% |
Correlation
The correlation between ZPRW.DE and SELD.DE is 0.85, 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 | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
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 SELD.DE shifts across timeframes, from 0.76 (10 years) to 0.88 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
ZPRW.DE vs. SELD.DE — Risk / Return Rank
ZPRW.DE
SELD.DE
ZPRW.DE vs. SELD.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 STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.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 | SELD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.45 | ||
| Sortino ratioReturn per unit of downside risk | -0.62 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.49 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.33 | 4.79 | -1.46 |
| Martin ratioReturn relative to average drawdown | 12.39 | 16.20 | -3.81 |
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 | SELD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | 2.73 | -0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.75 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.55 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.18 | +0.28 |
Drawdowns
ZPRW.DE vs. SELD.DE - Drawdown Comparison
The maximum ZPRW.DE drawdown since its inception was -39.54%, smaller than the maximum SELD.DE drawdown of -70.30%. Use the drawdown chart below to compare losses from any high point for ZPRW.DE and SELD.DE.
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Drawdown Indicators
| ZPRW.DE | SELD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.54% | -70.30% | +30.76% |
Max Drawdown (1Y)Largest decline over 1 year | -9.27% | -6.72% | -2.55% |
Max Drawdown (3Y)Largest decline over 3 years | -17.04% | -14.13% | -2.91% |
Max Drawdown (5Y)Largest decline over 5 years | -18.41% | -23.02% | +4.61% |
Max Drawdown (10Y)Largest decline over 10 years | -39.54% | -40.65% | +1.11% |
Current DrawdownCurrent decline from peak | -1.75% | -1.80% | +0.05% |
Average DrawdownAverage peak-to-trough decline | -6.92% | -25.32% | +18.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 1.99% | +0.51% |
Volatility
ZPRW.DE vs. SELD.DE - Volatility Comparison
SPDR MSCI Europe Value UCITS ETF (ZPRW.DE) has a higher volatility of 4.40% compared to Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.DE) at 3.83%. This indicates that ZPRW.DE's price experiences larger fluctuations and is considered to be riskier than SELD.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 | SELD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.40% | 3.83% | +0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 10.84% | 9.59% | +1.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.53% | 11.81% | +1.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.89% | 14.87% | +0.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.54% | 17.42% | +0.12% |
ZPRW.DE vs. SELD.DE - Expense Ratio Comparison
ZPRW.DE has a 0.20% expense ratio, which is lower than SELD.DE's 0.30% expense ratio.
Dividends
ZPRW.DE vs. SELD.DE - Dividend Comparison
ZPRW.DE has not paid dividends to shareholders, while SELD.DE's dividend yield for the trailing twelve months is around 5.68%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SELD.DE Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist | 5.68% | 6.48% | 6.46% | 0.00% | 7.70% | 4.52% | 5.09% | 5.34% | 5.60% | 4.75% | 5.20% | 5.48% |
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 SELD.DE have a correlation of 0.85, 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 0.30% for SELD.DE.
ZPRW.DE tracks MSCI Europe Value Exposure Select, while SELD.DE tracks STOXX® Europe Select Dividend 30. They also come from different issuers: State Street and Amundi. Their fees differ too: 0.20% for ZPRW.DE and 0.30% for SELD.DE.
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