ZPRW.DE vs. V50D.DE
ZPRW.DE (SPDR MSCI Europe Value UCITS ETF) and V50D.DE (Amundi EURO STOXX 50 UCITS ETF - EUR Dist) are both Europe Equities funds - ZPRW.DE tracks the MSCI Europe Value Exposure Select while V50D.DE tracks the EURO STOXX® 50. Both are passively managed. Over the past 10 years, ZPRW.DE returned 11.23%/yr vs 10.56%/yr for V50D.DE. Their correlation of 0.89 suggests significant overlap in exposure. ZPRW.DE charges 0.20%/yr vs 0.07%/yr for V50D.DE.
Performance
ZPRW.DE vs. V50D.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ZPRW.DE achieves a 14.94% return, which is significantly higher than V50D.DE's 9.77% return. Over the past 10 years, ZPRW.DE has outperformed V50D.DE with an annualized return of 11.23%, while V50D.DE has yielded a comparatively lower 10.56% annualized return.
ZPRW.DE
- 1D
- -0.40%
- 1M
- 1.29%
- 6M
- 11.98%
- YTD
- 14.94%
- 1Y
- 32.77%
- 3Y*
- 20.81%
- 5Y*
- 14.91%
- 10Y*
- 11.23%
V50D.DE
- 1D
- -0.83%
- 1M
- -0.94%
- 6M
- 5.51%
- YTD
- 9.77%
- 1Y
- 19.07%
- 3Y*
- 15.80%
- 5Y*
- 12.33%
- 10Y*
- 10.56%
ZPRW.DE vs. V50D.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ZPRW.DE SPDR MSCI Europe Value UCITS ETF | 14.94% | 35.69% | 8.88% | 13.70% | -4.74% | 27.37% | -7.65% | 23.75% | -14.98% | 10.96% |
V50D.DE Amundi EURO STOXX 50 UCITS ETF - EUR Dist | 9.77% | 22.19% | 11.12% | 22.60% | -8.93% | 23.50% | -2.88% | 30.02% | -12.24% | 10.03% |
Correlation
The correlation between ZPRW.DE and V50D.DE is 0.80, 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 | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Feb 18, 2015 | 0.89 |
The correlation between ZPRW.DE and V50D.DE has been stable across timeframes, ranging from 0.80 to 0.89 - a consistent structural relationship.
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Return for Risk
ZPRW.DE vs. V50D.DE — Risk / Return Rank
ZPRW.DE
V50D.DE
ZPRW.DE vs. V50D.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 EURO STOXX 50 UCITS ETF - EUR Dist (V50D.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 | V50D.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.19 | ||
| Sortino ratioReturn per unit of downside risk | +1.48 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.22 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 3.52 | 1.74 | +1.78 |
| Martin ratioReturn relative to average drawdown | 13.12 | 6.08 | +7.04 |
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Drawdowns
ZPRW.DE vs. V50D.DE - Drawdown Comparison
The maximum ZPRW.DE drawdown since its inception was -39.52%, roughly equal to the maximum V50D.DE drawdown of -38.46%. Use the drawdown chart below to compare losses from any high point for ZPRW.DE and V50D.DE.
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Drawdown Indicators
| ZPRW.DE | V50D.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.52% | -38.46% | -1.06% |
Max Drawdown (1Y)Largest decline over 1 year | -9.27% | -10.89% | +1.62% |
Max Drawdown (3Y)Largest decline over 3 years | -17.03% | -16.55% | -0.48% |
Max Drawdown (5Y)Largest decline over 5 years | -18.41% | -23.30% | +4.89% |
Max Drawdown (10Y)Largest decline over 10 years | -39.52% | -38.46% | -1.06% |
Current DrawdownCurrent decline from peak | -0.46% | -2.76% | +2.30% |
Average DrawdownAverage peak-to-trough decline | -6.98% | -8.72% | +1.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 3.13% | -0.64% |
Volatility
ZPRW.DE vs. V50D.DE - Volatility Comparison
The current volatility for SPDR MSCI Europe Value UCITS ETF (ZPRW.DE) is 3.73%, while Amundi EURO STOXX 50 UCITS ETF - EUR Dist (V50D.DE) has a volatility of 4.00%. This indicates that ZPRW.DE experiences smaller price fluctuations and is considered to be less risky than V50D.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 | V50D.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.73% | 4.00% | -0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 11.44% | 13.28% | -1.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.69% | 15.97% | -2.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.88% | 17.50% | -2.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.70% | 17.91% | -1.21% |
ZPRW.DE vs. V50D.DE - Expense Ratio Comparison
ZPRW.DE has a 0.20% expense ratio, which is higher than V50D.DE's 0.07% 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. V50D.DE - Dividend Comparison
ZPRW.DE has not paid dividends to shareholders, while V50D.DE's dividend yield for the trailing twelve months is around 2.30%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
V50D.DE Amundi EURO STOXX 50 UCITS ETF - EUR Dist | 2.30% | 2.53% | 2.83% | 2.81% | 2.93% | 1.83% | 2.06% | 2.85% | 3.75% | 3.09% |
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% |
Frequently Asked Questions
ZPRW.DE and V50D.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, V50D.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
V50D.DE is cheaper with a 0.07% expense ratio, compared with 0.20% for ZPRW.DE.
ZPRW.DE tracks MSCI Europe Value Exposure Select, while V50D.DE tracks EURO STOXX® 50. They also come from different issuers: State Street and Amundi. Their fees differ too: 0.20% for ZPRW.DE and 0.07% for V50D.DE.
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