ZPRX.DE vs. LCUK.DE
ZPRX.DE (SPDR MSCI Europe Small Cap Value Weighted UCITS ETF) and LCUK.DE (Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist) are both Europe Equities funds - ZPRX.DE tracks the MSCI Europe Small Cap Value Weighted while LCUK.DE tracks the FTSE AllSh TR GBP. Both are passively managed. Over the past 5 years, ZPRX.DE returned 7.77%/yr vs 10.57%/yr for LCUK.DE. Their correlation of 0.81 suggests significant overlap in exposure. ZPRX.DE charges 0.30%/yr vs 0.04%/yr for LCUK.DE.
Performance
ZPRX.DE vs. LCUK.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 higher than LCUK.DE's 6.49% 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%
LCUK.DE
- 1D
- 0.13%
- 1M
- 1.45%
- YTD
- 6.49%
- 6M
- 9.10%
- 1Y
- 17.00%
- 3Y*
- 14.46%
- 5Y*
- 10.57%
- 10Y*
- —
ZPRX.DE vs. LCUK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | -16.98% |
LCUK.DE Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist | 6.49% | 19.79% | 13.71% | 9.61% | -4.22% | 25.64% | -15.89% | 26.84% | -5.66% |
Correlation
The correlation between ZPRX.DE and LCUK.DE is 0.70, 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 | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 2018 | 0.81 |
The correlation between ZPRX.DE and LCUK.DE shifts across timeframes, from 0.70 (1 year) to 0.81 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ZPRX.DE vs. LCUK.DE — Risk / Return Rank
ZPRX.DE
LCUK.DE
ZPRX.DE vs. LCUK.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 Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist (LCUK.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 | LCUK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.16 | ||
| Sortino ratioReturn per unit of downside risk | -0.15 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.26 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.47 | 2.04 | -0.57 |
| Martin ratioReturn relative to average drawdown | 5.42 | 7.27 | -1.85 |
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 | LCUK.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.23 | 1.39 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.74 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.48 | -0.09 |
Drawdowns
ZPRX.DE vs. LCUK.DE - Drawdown Comparison
The maximum ZPRX.DE drawdown since its inception was -43.93%, which is greater than LCUK.DE's maximum drawdown of -41.10%. Use the drawdown chart below to compare losses from any high point for ZPRX.DE and LCUK.DE.
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Drawdown Indicators
| ZPRX.DE | LCUK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.93% | -41.10% | -2.83% |
Max Drawdown (1Y)Largest decline over 1 year | -11.63% | -8.31% | -3.32% |
Max Drawdown (3Y)Largest decline over 3 years | -15.95% | -16.69% | +0.74% |
Max Drawdown (5Y)Largest decline over 5 years | -27.52% | -16.69% | -10.83% |
Max Drawdown (10Y)Largest decline over 10 years | -43.93% | — | — |
Current DrawdownCurrent decline from peak | -1.51% | -2.84% | +1.33% |
Average DrawdownAverage peak-to-trough decline | -7.71% | -5.66% | -2.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 2.33% | +0.83% |
Volatility
ZPRX.DE vs. LCUK.DE - Volatility Comparison
The current volatility for SPDR MSCI Europe Small Cap Value Weighted UCITS ETF (ZPRX.DE) is 4.17%, while Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist (LCUK.DE) has a volatility of 4.62%. This indicates that ZPRX.DE experiences smaller price fluctuations and is considered to be less risky than LCUK.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 | LCUK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.17% | 4.62% | -0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 11.30% | 10.28% | +1.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.94% | 12.17% | +1.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.69% | 14.12% | +2.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.14% | 17.10% | +1.04% |
ZPRX.DE vs. LCUK.DE - Expense Ratio Comparison
ZPRX.DE has a 0.30% expense ratio, which is higher than LCUK.DE's 0.04% expense ratio.
Dividends
ZPRX.DE vs. LCUK.DE - Dividend Comparison
ZPRX.DE has not paid dividends to shareholders, while LCUK.DE's dividend yield for the trailing twelve months is around 2.84%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
LCUK.DE Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist | 2.84% | 3.03% | 3.73% | 3.09% | 4.08% | 3.76% | 2.95% | 3.36% |
ZPRX.DE SPDR MSCI Europe Small Cap Value Weighted UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ZPRX.DE and LCUK.DE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LCUK.DE is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LCUK.DE is cheaper with a 0.04% expense ratio, compared with 0.30% for ZPRX.DE.
ZPRX.DE tracks MSCI Europe Small Cap Value Weighted, while LCUK.DE tracks FTSE AllSh TR GBP. They also come from different issuers: State Street and Amundi. Their fees differ too: 0.30% for ZPRX.DE and 0.04% for LCUK.DE.
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