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SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE)

ETF · Currency in EUR · Last updated Mar 1, 2024

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.

Summary

ETF Info

ISINIE00BSPLC413
IssuerState Street
Inception DateFeb 18, 2015
RegionNorth America (U.S.)
CategorySmall Cap Value Equities
Index TrackedMSCI USA Small Cap Value Weighted Index
Home Pagewww.ssga.com
Asset ClassEquity

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.


0.30%
0.00%2.15%

Share Price Chart


Loading data...

Performance

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.


80.00%100.00%120.00%140.00%160.00%OctoberNovemberDecember2024February
114.95%
152.84%
ZPRV.DE (SPDR MSCI USA Small Cap Value Weighted UCITS ETF)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

Search for stocks, ETFs, and funds to compare with ZPRV.DE

SPDR MSCI USA Small Cap Value Weighted UCITS ETF

Popular comparisons: ZPRV.DE vs. AVUV, ZPRV.DE vs. DFSVX, ZPRV.DE vs. VBR, ZPRV.DE vs. AVDV, ZPRV.DE vs. VOOV, ZPRV.DE vs. MFEM, ZPRV.DE vs. SPY, ZPRV.DE vs. VOO, ZPRV.DE vs. VIOV, ZPRV.DE vs. VUAA.L

Return

SPDR MSCI USA Small Cap Value Weighted UCITS ETF had a return of -0.40% year-to-date (YTD) and 8.11% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-0.40%6.84%
1 month0.44%3.48%
6 months7.95%13.06%
1 year8.11%28.97%
5 years (annualized)11.74%12.72%
10 years (annualized)N/A10.71%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.75%
2023-1.62%-2.62%-6.74%6.24%12.32%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
ZPRV.DE
SPDR MSCI USA Small Cap Value Weighted UCITS ETF
0.35
^GSPC
S&P 500
2.30

Sharpe Ratio

The current SPDR MSCI USA Small Cap Value Weighted UCITS ETF Sharpe ratio is 0.35. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00OctoberNovemberDecember2024February
0.35
2.05
ZPRV.DE (SPDR MSCI USA Small Cap Value Weighted UCITS ETF)
Benchmark (^GSPC)

Dividend History


SPDR MSCI USA Small Cap Value Weighted UCITS ETF doesn't pay dividends

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024February
-0.73%
0
ZPRV.DE (SPDR MSCI USA Small Cap Value Weighted UCITS ETF)
Benchmark (^GSPC)

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.

The current SPDR MSCI USA Small Cap Value Weighted UCITS ETF drawdown is 0.73%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-46.04%Dec 23, 201961Mar 23, 2020199Jan 6, 2021260
-28.43%Apr 24, 201577Feb 12, 201684Nov 14, 2016161
-22.57%Aug 22, 201888Dec 27, 2018248Dec 19, 2019336
-19.68%Aug 17, 2022183May 4, 2023160Dec 14, 2023343
-17.94%Dec 21, 2016167Aug 29, 2017185Jun 8, 2018352

Volatility Chart

The current SPDR MSCI USA Small Cap Value Weighted UCITS ETF volatility is 5.76%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%OctoberNovemberDecember2024February
5.76%
3.77%
ZPRV.DE (SPDR MSCI USA Small Cap Value Weighted UCITS ETF)
Benchmark (^GSPC)