SPHERE (Spectro-Polarimetric High Contrast Exoplanet Research) is one of the first instruments which aim for the direct detection from extra-solar planets. SPHERE commissioning is foreseen in 2013 on the VLT. ZIMPOL (Zurich Imaging Polarimeter) is the high contrast imaging polarimeter subsystem of the ESO SPHERE instrument. ZIMPOL is dedicated to detect the very faint reflected and hence polarized visible light (600-900 nm) from extrasolar planets. It is located behind an extreme AO system (SAXO) and a stellar coronagraph. We present the first high contrast polarimetric results obtained for the fully integrated SPHERE-ZIMPOL system. We have measured the polarimetric high contrast performance of several coronagraphs: a Classical Lyot on substrate, a suspended Classical Lyot and two 4 Quadrant Phase Mask coronagraphs. We describe the impact of crucial system parameters - Adaptive Optics, Coronagraphy and Polarimetry - on the contrast performance.