ZPRW.DE vs. SXRY.DE
ZPRW.DE (SPDR MSCI Europe Value UCITS ETF) and SXRY.DE (iShares FTSE MIB UCITS ETF (Acc)) are both Europe Equities funds - ZPRW.DE tracks the MSCI Europe Value Exposure Select while SXRY.DE tracks the FTSE MIB. Both are passively managed. Over the past 10 years, ZPRW.DE returned 12.21%/yr vs 17.09%/yr for SXRY.DE. Their correlation of 0.85 suggests significant overlap in exposure. ZPRW.DE charges 0.20%/yr vs 0.33%/yr for SXRY.DE.
Performance
ZPRW.DE vs. SXRY.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ZPRW.DE achieves a 14.02% return, which is significantly lower than SXRY.DE's 18.23% return. Over the past 10 years, ZPRW.DE has underperformed SXRY.DE with an annualized return of 12.21%, while SXRY.DE has yielded a comparatively higher 17.09% annualized return.
ZPRW.DE
- 1D
- 1.24%
- 1M
- 0.39%
- YTD
- 14.02%
- 6M
- 15.02%
- 1Y
- 35.17%
- 3Y*
- 21.69%
- 5Y*
- 14.45%
- 10Y*
- 12.21%
SXRY.DE
- 1D
- 0.23%
- 1M
- 4.00%
- YTD
- 18.23%
- 6M
- 19.05%
- 1Y
- 37.48%
- 3Y*
- 29.61%
- 5Y*
- 20.54%
- 10Y*
- 17.09%
ZPRW.DE vs. SXRY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ZPRW.DE SPDR MSCI Europe Value UCITS ETF | 14.02% | 35.69% | 8.88% | 13.70% | -4.74% | 27.37% | -7.65% | 23.75% | -14.98% | 10.96% |
SXRY.DE iShares FTSE MIB UCITS ETF (Acc) | 18.23% | 37.80% | 18.15% | 33.34% | -9.13% | 26.71% | -4.02% | 33.22% | -14.32% | 16.72% |
Correlation
The correlation between ZPRW.DE and SXRY.DE is 0.77, 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 | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Feb 18, 2015 | 0.85 |
The correlation between ZPRW.DE and SXRY.DE has been stable across timeframes, ranging from 0.77 to 0.85 - a consistent structural relationship.
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Return for Risk
ZPRW.DE vs. SXRY.DE — Risk / Return Rank
ZPRW.DE
SXRY.DE
ZPRW.DE vs. SXRY.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 FTSE MIB UCITS ETF (Acc) (SXRY.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ZPRW.DE | SXRY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.24 | ||
| Sortino ratioReturn per unit of downside risk | +0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.41 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.78 | 3.85 | -0.08 |
| Martin ratioReturn relative to average drawdown | 14.06 | 14.30 | -0.24 |
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Drawdowns
ZPRW.DE vs. SXRY.DE - Drawdown Comparison
The maximum ZPRW.DE drawdown since its inception was -39.52%, smaller than the maximum SXRY.DE drawdown of -43.59%. Use the drawdown chart below to compare losses from any high point for ZPRW.DE and SXRY.DE.
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Drawdown Indicators
| ZPRW.DE | SXRY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.52% | -43.59% | +4.07% |
Max Drawdown (1Y)Largest decline over 1 year | -9.27% | -9.69% | +0.42% |
Max Drawdown (3Y)Largest decline over 3 years | -17.03% | -17.61% | +0.58% |
Max Drawdown (5Y)Largest decline over 5 years | -18.41% | -25.00% | +6.59% |
Max Drawdown (10Y)Largest decline over 10 years | -39.52% | -40.81% | +1.29% |
Current DrawdownCurrent decline from peak | 0.00% | -1.98% | +1.98% |
Average DrawdownAverage peak-to-trough decline | -7.01% | -11.61% | +4.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 2.61% | -0.12% |
Volatility
ZPRW.DE vs. SXRY.DE - Volatility Comparison
The current volatility for SPDR MSCI Europe Value UCITS ETF (ZPRW.DE) is 3.41%, while iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) has a volatility of 3.90%. This indicates that ZPRW.DE experiences smaller price fluctuations and is considered to be less risky than SXRY.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 | SXRY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.41% | 3.90% | -0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 11.04% | 12.78% | -1.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.57% | 15.89% | -2.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.90% | 18.29% | -3.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.83% | 19.65% | -2.82% |
ZPRW.DE vs. SXRY.DE - Expense Ratio Comparison
ZPRW.DE has a 0.20% expense ratio, which is lower than SXRY.DE's 0.33% expense ratio.
Dividends
ZPRW.DE vs. SXRY.DE - Dividend Comparison
Neither ZPRW.DE nor SXRY.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPRW.DE and SXRY.DE have a correlation of 0.77, 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 0.33% for SXRY.DE.
ZPRW.DE tracks MSCI Europe Value Exposure Select, while SXRY.DE tracks FTSE MIB. They also come from different issuers: State Street and iShares. Their fees differ too: 0.20% for ZPRW.DE and 0.33% for SXRY.DE.
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