SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE)
ZPRV.DE is a passive ETF by State Street tracking the investment results of the MSCI USA Small Cap Value Weighted Index. ZPRV.DE launched on Feb 18, 2015 and has a 0.30% expense ratio.
ETF Info
ISIN | IE00BSPLC413 |
---|---|
Issuer | State Street |
Inception Date | Feb 18, 2015 |
Region | North America (U.S.) |
Category | Small Cap Value Equities |
Index Tracked | MSCI USA Small Cap Value Weighted Index |
Home Page | www.ssga.com |
Asset Class | Equity |
Asset Class Size | Small-Cap |
Asset Class Style | Value |
Expense Ratio
The SPDR MSCI USA Small Cap Value Weighted UCITS ETF has a high expense ratio of 0.30%, indicating higher-than-average management fees.
Share Price Chart
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Compare to other instruments
Performance
Performance Chart
The chart shows the growth of an initial investment of €10,000 in SPDR MSCI USA Small Cap Value Weighted 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.
Returns By Period
SPDR MSCI USA Small Cap Value Weighted UCITS ETF had a return of 3.22% year-to-date (YTD) and 25.59% in the last 12 months.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | 3.22% | 10.04% |
1 month | 4.89% | 3.53% |
6 months | 15.87% | 22.79% |
1 year | 25.59% | 32.16% |
5 years (annualized) | 12.89% | 13.15% |
10 years (annualized) | N/A | 10.96% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -1.75% | 1.37% | ||||||||||
2023 | -1.62% | -2.62% | -6.74% | 6.24% | 12.32% |
Risk-Adjusted Performance
Risk-Adjusted Performance Indicators
This table presents risk-adjusted performance metrics for SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
SPDR MSCI USA Small Cap Value Weighted UCITS ETF | 1.25 | ||||
S&P 500 | 2.76 |
Dividends
Dividend History
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the SPDR MSCI USA Small Cap Value Weighted 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 USA Small Cap Value Weighted UCITS ETF was 46.04%, occurring on Mar 23, 2020. Recovery took 199 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-46.04% | Dec 23, 2019 | 61 | Mar 23, 2020 | 199 | Jan 6, 2021 | 260 |
-28.43% | Apr 24, 2015 | 77 | Feb 12, 2016 | 84 | Nov 14, 2016 | 161 |
-22.57% | Aug 22, 2018 | 88 | Dec 27, 2018 | 248 | Dec 19, 2019 | 336 |
-19.68% | Aug 17, 2022 | 183 | May 4, 2023 | 160 | Dec 14, 2023 | 343 |
-17.94% | Dec 21, 2016 | 167 | Aug 29, 2017 | 185 | Jun 8, 2018 | 352 |
Volatility
Volatility Chart
The current SPDR MSCI USA Small Cap Value Weighted UCITS ETF volatility is 3.55%, 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.