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SPDR MSCI World Small Cap UCITS ETF (ZPRS.DE)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

IE00BCBJG560

WKN

A1W56P

Inception Date

Nov 25, 2013

Leveraged

1x

Index Tracked

MSCI World Small Cap

Domicile

Ireland

Distribution Policy

Accumulating

Asset Class

Equity

Expense Ratio

ZPRS.DE features an expense ratio of 0.45%, falling within the medium range.


Expense ratio chart for ZPRS.DE: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in SPDR MSCI World Small Cap UCITS ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
8.87%
16.80%
ZPRS.DE (SPDR MSCI World Small Cap UCITS ETF)
Benchmark (^GSPC)

Returns By Period

SPDR MSCI World Small Cap UCITS ETF had a return of 3.51% year-to-date (YTD) and 19.53% in the last 12 months. Over the past 10 years, SPDR MSCI World Small Cap UCITS ETF had an annualized return of 8.46%, while the S&P 500 had an annualized return of 11.52%, indicating that SPDR MSCI World Small Cap UCITS ETF did not perform as well as the benchmark.


ZPRS.DE

YTD

3.51%

1M

3.61%

6M

8.87%

1Y

19.53%

5Y*

8.04%

10Y*

8.46%

^GSPC (Benchmark)

YTD

3.48%

1M

1.88%

6M

12.15%

1Y

25.12%

5Y*

13.11%

10Y*

11.52%

*Annualized

Monthly Returns

The table below presents the monthly returns of ZPRS.DE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.59%2.62%4.24%-3.73%1.78%0.05%5.64%-2.27%1.49%0.41%9.29%-5.07%13.79%
20237.10%1.33%-5.16%-1.70%-0.01%4.63%3.60%-1.96%-2.75%-6.45%6.05%8.53%12.57%
2022-7.57%1.80%2.11%-1.99%-3.79%-7.36%11.41%-1.39%-6.69%5.92%-0.22%-5.51%-14.08%
20213.66%5.24%5.07%1.37%-1.16%3.35%-0.48%2.65%-0.92%3.96%-2.65%3.13%25.40%
2020-1.76%-8.80%-19.47%13.36%3.95%1.13%-1.30%5.31%0.32%0.65%12.33%3.98%5.40%
201911.18%4.78%0.48%3.25%-5.62%3.33%3.68%-3.19%3.40%0.03%5.05%1.29%30.21%
2018-0.70%-1.68%-1.37%3.38%6.45%-0.66%0.40%2.84%-1.16%-7.83%0.48%-11.00%-11.45%
2017-1.37%5.38%-0.67%-0.07%-2.70%-0.10%-1.05%-1.11%5.10%1.94%0.53%1.39%7.16%
2016-8.38%1.55%3.10%0.47%4.99%-2.05%5.26%0.18%0.80%-1.27%8.41%2.81%15.91%
20155.05%7.14%4.25%-2.43%2.97%-2.88%0.99%-7.13%-4.13%7.74%5.84%-4.94%11.57%
2014-0.11%3.41%-1.02%-2.27%3.46%3.04%-1.36%4.72%-0.96%2.37%1.84%2.53%16.49%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ZPRS.DE is 58, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ZPRS.DE is 5858
Overall Rank
The Sharpe Ratio Rank of ZPRS.DE is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of ZPRS.DE is 5555
Sortino Ratio Rank
The Omega Ratio Rank of ZPRS.DE is 5757
Omega Ratio Rank
The Calmar Ratio Rank of ZPRS.DE is 6464
Calmar Ratio Rank
The Martin Ratio Rank of ZPRS.DE is 5959
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for SPDR MSCI World Small Cap UCITS ETF (ZPRS.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The chart of Sharpe ratio for ZPRS.DE, currently valued at 1.34, compared to the broader market0.002.004.001.342.01
The chart of Sortino ratio for ZPRS.DE, currently valued at 1.94, compared to the broader market0.005.0010.001.942.67
The chart of Omega ratio for ZPRS.DE, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.001.261.37
The chart of Calmar ratio for ZPRS.DE, currently valued at 2.11, compared to the broader market0.005.0010.0015.0020.002.113.04
The chart of Martin ratio for ZPRS.DE, currently valued at 6.98, compared to the broader market0.0020.0040.0060.0080.00100.006.9812.46
ZPRS.DE
^GSPC

The current SPDR MSCI World Small Cap UCITS ETF Sharpe ratio is 1.34. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of SPDR MSCI World Small Cap UCITS ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
1.34
2.36
ZPRS.DE (SPDR MSCI World Small Cap UCITS ETF)
Benchmark (^GSPC)

Dividends

Dividend History


SPDR MSCI World Small Cap UCITS ETF doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-2.39%
0
ZPRS.DE (SPDR MSCI World Small Cap UCITS ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the SPDR MSCI World Small Cap UCITS ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the SPDR MSCI World Small Cap UCITS ETF was 40.22%, occurring on Mar 23, 2020. Recovery took 188 trading sessions.

The current SPDR MSCI World Small Cap UCITS ETF drawdown is 2.39%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-40.22%Feb 20, 202023Mar 23, 2020188Dec 16, 2020211
-25.39%Apr 16, 2015210Feb 11, 2016195Nov 16, 2016405
-20.76%Nov 17, 2021148Jun 16, 2022532Jul 15, 2024680
-19.74%Sep 4, 201879Dec 27, 2018181Sep 16, 2019260
-10.38%Sep 5, 201427Oct 15, 201412Nov 3, 201439

Volatility

Volatility Chart

The current SPDR MSCI World Small Cap UCITS ETF volatility is 4.60%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%AugustSeptemberOctoberNovemberDecember2025
4.60%
3.79%
ZPRS.DE (SPDR MSCI World Small Cap UCITS ETF)
Benchmark (^GSPC)