ZPRX.DE vs. AMED.DE
ZPRX.DE (SPDR MSCI Europe Small Cap Value Weighted UCITS ETF) and AMED.DE (Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C)) are both Europe Equities funds - ZPRX.DE tracks the MSCI Europe Small Cap Value Weighted while AMED.DE tracks the MSCI EMU ESG Leaders Select 5% Issuer Capped. Both are passively managed. Over the past 10 years, ZPRX.DE returned 8.15%/yr vs 9.75%/yr for AMED.DE. Their correlation of 0.85 suggests significant overlap in exposure. ZPRX.DE charges 0.30%/yr vs 0.25%/yr for AMED.DE.
Performance
ZPRX.DE vs. AMED.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ZPRX.DE achieves a 7.81% return, which is significantly lower than AMED.DE's 16.87% return. Over the past 10 years, ZPRX.DE has underperformed AMED.DE with an annualized return of 8.15%, while AMED.DE has yielded a comparatively higher 9.75% annualized return.
ZPRX.DE
- 1D
- 0.33%
- 1M
- 3.14%
- YTD
- 7.81%
- 6M
- 11.48%
- 1Y
- 17.16%
- 3Y*
- 15.09%
- 5Y*
- 7.77%
- 10Y*
- 8.15%
AMED.DE
- 1D
- 0.51%
- 1M
- 7.96%
- YTD
- 16.87%
- 6M
- 18.54%
- 1Y
- 26.45%
- 3Y*
- 16.11%
- 5Y*
- 10.41%
- 10Y*
- 9.75%
ZPRX.DE vs. AMED.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ZPRX.DE SPDR MSCI Europe Small Cap Value Weighted UCITS ETF | 7.81% | 26.81% | 4.28% | 15.28% | -13.52% | 27.58% | -3.52% | 29.02% | -19.20% | 12.89% |
AMED.DE Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) | 16.87% | 20.15% | 5.95% | 16.68% | -10.71% | 20.90% | -1.35% | 27.22% | -12.98% | 11.86% |
Correlation
The correlation between ZPRX.DE and AMED.DE is 0.79, 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 | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Feb 20, 2015 | 0.85 |
The correlation between ZPRX.DE and AMED.DE has been stable across timeframes, ranging from 0.79 to 0.85 - a consistent structural relationship.
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Return for Risk
ZPRX.DE vs. AMED.DE — Risk / Return Rank
ZPRX.DE
AMED.DE
ZPRX.DE vs. AMED.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe Small Cap Value Weighted UCITS ETF (ZPRX.DE) and Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) (AMED.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.
| ZPRX.DE | AMED.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.51 | ||
| Sortino ratioReturn per unit of downside risk | -0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.33 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.47 | 2.49 | -1.02 |
| Martin ratioReturn relative to average drawdown | 5.42 | 9.40 | -3.98 |
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
| ZPRX.DE | AMED.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.23 | 1.74 | -0.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.65 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.57 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.47 | -0.07 |
Drawdowns
ZPRX.DE vs. AMED.DE - Drawdown Comparison
The maximum ZPRX.DE drawdown since its inception was -43.93%, which is greater than AMED.DE's maximum drawdown of -38.35%. Use the drawdown chart below to compare losses from any high point for ZPRX.DE and AMED.DE.
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Drawdown Indicators
| ZPRX.DE | AMED.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.93% | -38.35% | -5.58% |
Max Drawdown (1Y)Largest decline over 1 year | -11.63% | -10.56% | -1.07% |
Max Drawdown (3Y)Largest decline over 3 years | -15.95% | -14.07% | -1.88% |
Max Drawdown (5Y)Largest decline over 5 years | -27.52% | -24.06% | -3.46% |
Max Drawdown (10Y)Largest decline over 10 years | -43.93% | -38.35% | -5.58% |
Current DrawdownCurrent decline from peak | -1.51% | -0.17% | -1.34% |
Average DrawdownAverage peak-to-trough decline | -7.71% | -6.69% | -1.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 2.81% | +0.35% |
Volatility
ZPRX.DE vs. AMED.DE - Volatility Comparison
The current volatility for SPDR MSCI Europe Small Cap Value Weighted UCITS ETF (ZPRX.DE) is 4.17%, while Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) (AMED.DE) has a volatility of 5.61%. This indicates that ZPRX.DE experiences smaller price fluctuations and is considered to be less risky than AMED.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ZPRX.DE | AMED.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.17% | 5.61% | -1.44% |
Volatility (6M)Calculated over the trailing 6-month period | 11.30% | 12.64% | -1.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.94% | 15.19% | -1.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.69% | 15.87% | +0.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.14% | 17.00% | +1.14% |
ZPRX.DE vs. AMED.DE - Expense Ratio Comparison
ZPRX.DE has a 0.30% expense ratio, which is higher than AMED.DE's 0.25% expense ratio.
Dividends
ZPRX.DE vs. AMED.DE - Dividend Comparison
Neither ZPRX.DE nor AMED.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPRX.DE and AMED.DE have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AMED.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AMED.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for ZPRX.DE.
ZPRX.DE tracks MSCI Europe Small Cap Value Weighted, while AMED.DE tracks MSCI EMU ESG Leaders Select 5% Issuer Capped. They also come from different issuers: State Street and Amundi. Their fees differ too: 0.30% for ZPRX.DE and 0.25% for AMED.DE.
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