SPDR MSCI USA Value Weighted UCITS ETF (ZPRU.DE) Sharpe Ratio: 0.77

ZPRU.DE's Sharpe Ratio of 0.77 indicates that for each unit of volatility, it generates 0.77 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 3, 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.

ZPRU.DE Sharpe Ratio Rank

Below Average

ZPRU.DE ranks above 37.1% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-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

Returns may not adequately compensate for volatility taken
Consider smaller allocation given below-average risk-adjusted profile
Explore higher-ranked investments with better consistency
Assess whether the volatility profile aligns with your portfolio goals

ZPRU.DE Sharpe Ratio Market Positioning

The chart shows ZPRU.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%): 0.49 or lower
Yellow zone (middle 50%): 0.49 to 1.43
Green zone (top 25%): 1.43 or higher
Top 1%: 5.88+
Median: 0.96 — half of all investments score higher

How it compares to other similar ETFs

The table compares SPDR MSCI USA Value Weighted UCITS ETF's Sharpe Ratio with other ETFs in the Large Cap Value Equities category across multiple time periods, showing how ZPRU.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 Apr 3, 2026.

Symbol	Name	1Y Sharpe Ratio
EHDV.DE	Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist	2.04
QDVI.DE	iShares Edge MSCI USA Value Factor UCITS ETF	1.55
ZPRU.DE	SPDR MSCI USA Value Weighted UCITS ETF	0.77
6PSA.DE	Invesco FTSE RAFI US 1000 UCITS ETF	0.67
FUSA.DE	Fidelity US Quality Income UCITS ETF Acc	0.60
QVMP.DE	Invesco S&P 500 QVM UCITS ETF	0.59
EXX5.DE	iShares Dow Jones U.S. Select Dividend UCITS ETF (DE) EUR	0.50
UBU5.DE	UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis	0.25
UBUS.DE	UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis	0.25
IBCK.DE	iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc)	-0.11

Benchmark Against

Benchmark

S&P 500 Index

Lookback Period

How to choose period

Historical Sharpe Ratio

The chart shows ZPRU.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 ZPRU.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Explore ZPRU.DE risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

ZPRU.DE Sortino Ratio