ZPRX.DE vs. PR1E.DE
ZPRX.DE (SPDR MSCI Europe Small Cap Value Weighted UCITS ETF) and PR1E.DE (Amundi Prime Europe UCITS ETF DR (D)) are both Europe Equities funds - ZPRX.DE tracks the MSCI Europe Small Cap Value Weighted while PR1E.DE tracks the Solactive GBS Developed Markets Europe Large & Mid Cap. Both are passively managed. Over the past 5 years, ZPRX.DE returned 7.77%/yr vs 10.02%/yr for PR1E.DE. Their correlation of 0.84 suggests significant overlap in exposure. ZPRX.DE charges 0.30%/yr vs 0.05%/yr for PR1E.DE.
Performance
ZPRX.DE vs. PR1E.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with ZPRX.DE having a 7.81% return and PR1E.DE slightly lower at 7.72%.
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%
PR1E.DE
- 1D
- 0.46%
- 1M
- 3.10%
- YTD
- 7.72%
- 6M
- 10.21%
- 1Y
- 17.12%
- 3Y*
- 13.86%
- 5Y*
- 10.02%
- 10Y*
- —
ZPRX.DE vs. PR1E.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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% | 13.90% |
PR1E.DE Amundi Prime Europe UCITS ETF DR (D) | 7.72% | 20.48% | 8.42% | 15.89% | -9.34% | 25.39% | -3.59% | 15.15% |
Correlation
The correlation between ZPRX.DE and PR1E.DE is 0.82, 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 | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Mar 13, 2019 | 0.84 |
The correlation between ZPRX.DE and PR1E.DE has been stable across timeframes, ranging from 0.81 to 0.85 - a consistent structural relationship.
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Return for Risk
ZPRX.DE vs. PR1E.DE — Risk / Return Rank
ZPRX.DE
PR1E.DE
ZPRX.DE vs. PR1E.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 Prime Europe UCITS ETF DR (D) (PR1E.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 | PR1E.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.25 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.47 | 1.81 | -0.35 |
| Martin ratioReturn relative to average drawdown | 5.42 | 6.80 | -1.38 |
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 | PR1E.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.23 | 1.32 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.68 | -0.22 |
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 | 0.62 | -0.23 |
Drawdowns
ZPRX.DE vs. PR1E.DE - Drawdown Comparison
The maximum ZPRX.DE drawdown since its inception was -43.93%, which is greater than PR1E.DE's maximum drawdown of -35.98%. Use the drawdown chart below to compare losses from any high point for ZPRX.DE and PR1E.DE.
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Drawdown Indicators
| ZPRX.DE | PR1E.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.93% | -35.98% | -7.95% |
Max Drawdown (1Y)Largest decline over 1 year | -11.63% | -9.39% | -2.24% |
Max Drawdown (3Y)Largest decline over 3 years | -15.95% | -16.84% | +0.89% |
Max Drawdown (5Y)Largest decline over 5 years | -27.52% | -19.66% | -7.86% |
Max Drawdown (10Y)Largest decline over 10 years | -43.93% | — | — |
Current DrawdownCurrent decline from peak | -1.51% | -1.61% | +0.10% |
Average DrawdownAverage peak-to-trough decline | -7.71% | -4.90% | -2.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 2.51% | +0.65% |
Volatility
ZPRX.DE vs. PR1E.DE - Volatility Comparison
SPDR MSCI Europe Small Cap Value Weighted UCITS ETF (ZPRX.DE) and Amundi Prime Europe UCITS ETF DR (D) (PR1E.DE) have volatilities of 4.17% and 4.33%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ZPRX.DE | PR1E.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.17% | 4.33% | -0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 11.30% | 10.60% | +0.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.94% | 12.88% | +1.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.69% | 14.48% | +2.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.14% | 16.68% | +1.46% |
ZPRX.DE vs. PR1E.DE - Expense Ratio Comparison
ZPRX.DE has a 0.30% expense ratio, which is higher than PR1E.DE's 0.05% expense ratio.
Dividends
ZPRX.DE vs. PR1E.DE - Dividend Comparison
ZPRX.DE has not paid dividends to shareholders, while PR1E.DE's dividend yield for the trailing twelve months is around 2.38%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
PR1E.DE Amundi Prime Europe UCITS ETF DR (D) | 2.38% | 2.56% | 2.87% | 2.91% | 3.15% | 2.25% | 2.17% | 2.73% |
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 PR1E.DE have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, PR1E.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PR1E.DE is cheaper with a 0.05% expense ratio, compared with 0.30% for ZPRX.DE.
ZPRX.DE tracks MSCI Europe Small Cap Value Weighted, while PR1E.DE tracks Solactive GBS Developed Markets Europe Large & Mid Cap. They also come from different issuers: State Street and Amundi. Their fees differ too: 0.30% for ZPRX.DE and 0.05% for PR1E.DE.
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