The elite teams around Europe can do everything else. They win back-to-back national titles, their premium knockout trophy (DFB-Pokal, FA Cup, Copa del Rey, Coppa Italia) and even the UEFA Europa League.
What nobody is able to, however, is retain the Champions League.
Getting down to brass tacks, you'd say that if any club have that within their repertoire, that club is Real Madrid. Not simply because they've won the competition a record 11 times; actually, it doesn't have much to do with that. Their European Cup wins (six of them) bear little relationship with what is required to win the modern version.
What Real have proven, in modern times, is that they remain the club most likely to lift the cup with the big ears whether they are on sublime, regular or even indifferent form. Now that is a knack to be prized, and praised, above all others.
So, what are some of their key tasks if indeed Cardiff is to be the scenario for a historic "two in a row" run?
Don't get nervous about hosting first
Any journey of a thousand miles always begins with a single step and this one should be hard work. On paper, Madrid should beat Napoli. They have better players, better pedigree and a better recent trophy record.
However, it's a distinct disadvantage to play at home first, particularly in this instance.
Over the years I've repeatedly asked leading footballers about the positives/negatives of a "hostile atmosphere." What's quite clear is that most modern players will have experienced the volatile nature of a baying crowd and aggressive opposition -- even illegal flares in the crowd and a necessary police escort for the team bus.
They will know how to assimilate and cope with such atmospheres. But what the elite footballers will tell you over and again is that the type of inferno into which Napoli's San Paolo Stadium transforms itself for such big nights, like a return leg with Madrid, can have a very stimulating, positive effect on the home side. Legs run faster, brains feed off greater determination, morale sags less quickly.
Put simply, Madrid need to keep a clean sheet and put one or two goals on Napoli at the Bernabeu on Wednesday. If the tie is in any way "alive," with the visiting Italians having scored, then the gap between the two sides, which is a factor, can not only narrow but disappear.
(Oh, and fair play to Madrid. The last time they faced this factor, they eliminated both Dortmund and Bayern en route to winning this trophy in 2014.)
Fewer close shaves
In my humble view, Madrid have been terrific entertainment since Zidane took over. Not only for trophies won, but for the surging, enviable and dramatic will-to-win that has oozed out of every big moment to the benefit of the neutral supporter.
Let's just take a health check.
Roma: Away from home, Madrid were terrific. At home the chances the Romans missed needed to be seen to be believed.
Wolfsburg: Having been 2-0 down and non-competitive in Germany, they transformed to 3-2 up in the second leg thanks to a blue-riband Cristiano Ronaldo performance. But with the "Wolves" dressed as sheep.
Against Man City, a limp semifinal performance only just shaking off the most listless and bloodless last-four opponents in a long, long time.
Penalties against Atletico: they were what delivered the beloved cup but they are an "anything can happen" drama that's best avoided.
The European Supercup? A last-second equalizer in a game that seemed lost and then, suddenly against 10 men in extra time, a gorgeous winner.
Then, this season in Europe: first a 2-1 lead then a 2-0 lead tossed away against Dortmund (the latter of which, in the final seconds, gifted the Germans a first-place finish in Group F), which is why Madrid now face the second leg away in Napoli.
The World Club Championship in Japan followed the pattern. A 2-1 down, 2-2 comeback before a 4-2 victory in extra time... against Kashima Antlers. The Copa del Rey this season? A 90th minute come-back for a draw at Sevilla, a home defeat to Celta and then a 90th minute away draw in Vigo.
Put simply the cup, is both half-full and half-empty here. Under Zidane, Madrid are devilishly difficult to beat and thus, brilliant to watch. But there is an algorithm firmly stating that the more you run your luck, the more it's likely to run out.
Comprehensively, it's time for Madrid to begin to take games away from opposition teams and close those leads off with brutal authority.
Keep Carvajal and Nacho fit
With the debate raging about Karim Benzema's form, Cristiano Ronaldo's ability to contribute at anything close to his previous elite level and about how much Madrid need Gareth Bale back, perhaps it seems strange to highlight the absolutely vital nature of Dani Carvajal and Nacho. But that's because of the Danilo factor.
Things have come to a pretty pass when it's important to keep the "best right-back in the world" out of your team but that's where Madrid are right now. That epithet is how Florentino Perez, effectively Los Blancos' director of football, described the Brazilian to Rafa Benitez.
Truthfully, after Carvajal, Nacho, Sergio Ramos, Lucas Vazquez and quite possibly Paul Burgess (Madrid's English pitch specialist), Danilo might just be the sixth- or seventh-best right-back at the club. That's without testing Casemiro or Mateo Kovacic in the position.
It's not my purpose or intention to be mean here, but Danilo's GPS is broken. Yes, he carries some threat going forward, he's an excellent athlete, and Madrid's players seem to like him well enough as a teammate, but he is positionally hopeless. His sense of danger, his ability to read the game, his apparent knowledge of what his role entails: all of these make him a liability.
The stats with Danilo in the team, compared to in the stands, tell the story. During the Benitez regime, he played in the key games that cost his manager his job: defeats to Villarreal, Sevilla and Barcelona, draws with Sporting, PSG and Valencia. He played in the first dropped points of the Zidane reign (at Betis), the only domestic defeat of 2016 (at home to Atleti) and the only Champions League loss Zizou suffered.
This season? He was there during four dropped home points to Villarreal and Eibar, plus he scored own goals in each of the draws at Sevilla and Celta, was part of the home defeat to Celta and featured in the side that tossed Dortmund an 89th minute equalizer.
More to the point, over the time he's been at this club, a spell in which footballers can quite naturally take time to steady themselves before surging onwards, Danilo's been flat-lining. Same mistakes, same causes, same results.
If he were to play regularly in the final stages of this competition (and it's a big if), there are plenty of teams who'll gleefully take advantage.
Use the "never been done" factor as motivation
Madrid have a squad full of ritual winners whose appetites should be sated by now. One of the major barriers to a team not only winning back-to-back Champions Leagues but maintaining any kind of trophy-winning dominance is that there is always, without fail, a major battle to be fought against complacency. That and a reduction in hunger.
It's human nature. It can be conscious ("my talent will see me through") or subconscious ("I'm sure I'm working just as hard and making the same sacrifices as last season..."). Either way, it's a brutal battle and I give huge, huge kudos to players like Ronaldo, Benzema, Toni Kroos, Ramos, Luka Modric, Marcelo and Pepe who have fought against these natural dips in performance with tigerish determination.
But every squad that's "won it all" and won it all again needs a jag. And the one available to this bunch is the drive to become the first-ever group of players to win the Champions League in successive years.
OK: Zidane and his coaches will be emphasizing that the players concentrate on day by day, match by match. Fine. But to actually use the "never been done before" challenge as a giant carrot, a powerful motivational incentive, would be shrewd on Zizou's part.
Get the Bale decision right
There are many reasons Madrid are a vastly superior team with their Welsh forward firing on all cylinders. Individually he's a terrific asset: powerful, capable of making and scoring, ultra dangerous on the break and aerially supreme. His deputy, Lucas Vazquez, has been one of the hits of the season. Consistently tricky, brave and capable of creating or taking chances on goal.
But when the front three includes Bale, it's simply the case that teams defend differently. Or will re-learn to do so. They attack less down their left because they don't want Bale to be given freedom. They worry more about being caught with too many men up field because Bale's powerful running on the ball can smash gameplans to smithereens. They gift more space, particularly to Benzema, because they are spread more widely and often think of putting two men on the Welshman to try and nullify him.
All this explains why it would be precisely the right time for him to hit the ground running.
But, look out. Bale is a supreme athlete. Probably the best in Madrid's squad. His power and pace, which are Olympian, come at a cost. Often, he's returned from a decent injury lay-off in the past only to be plagued for a while by little physical niggles, either because he's come back too soon or because the diagnosis for his treatment and recuperation could have been better.
Between Madrid's medics, their physios and fitness staff (knowledge and expertise) and Zidane (experience, judgement and instinct), they must judge precisely when to let him return, how quickly to rest him again and how to let the Welsh superstar be the "new" signing that could power them on to history in Cardiff.