PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

SPDR Russell 2000 US Small Cap UCITS ETF (ZPRR.DE) Sharpe Ratio: 2.10

ETF · Currency in EUR · Last updated Jun 5, 2026

ZPRR.DE is a passive ETF by State Street tracking the investment results of the Russell 2000®. ZPRR.DE launched on Jun 30, 2014 and has a 0.30% expense ratio.

ZPRR.DE's Sharpe Ratio of 2.10 indicates that for each unit of volatility, it generates 2.10 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 5, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

ZPRR.DE Sharpe Ratio Rank

ZPRR.DE Sharpe Ratio Rank: 64.164
Above Average

ZPRR.DE ranks above 64.1% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

ZPRR.DE Sharpe Ratio Market Positioning

The chart shows ZPRR.DE's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.86 or lower
  • Yellow zone (middle 50%): 0.86 to 2.39
  • Green zone (top 25%): 2.39 or higher
  • Top 1%: 7.72+
  • Median: 1.70 — half of all investments score higher

How it compares to other similar ETFs

The table compares SPDR Russell 2000 US Small Cap UCITS ETF's Sharpe Ratio with other ETFs in the Small Cap Blend Equities category across multiple time periods, showing how ZPRR.DE's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 5, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
SC0K.DEInvesco Russell 2000 UCITS ETF2.12
XRS2.DEXtrackers Russell 2000 UCITS ETF 1C2.12
ZPRR.DESPDR Russell 2000 US Small Cap UCITS ETF2.10
RS2K.DEAmundi Russell 2000 UCITS ETF EUR2.09
SXRG.DEiShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc)2.01
JPSC.DEJPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc)2.00
SMLK.DEInvesco S&P SmallCap 600 UCITS ETF A1.88
CSY8.DECSIF (IE) MSCI USA Small Cap ESG Leaders Blue UCITS ETF B USD1.52
MWON.DEAmundi S&P SmallCap 600 ESG UCITS ETF Dist1.38

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows ZPRR.DE's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when ZPRR.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sharpe Ratio Calculator

How does ZPRR.DE fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio