State Street SPDR MSCI Europe Small Cap Value Weighted UCITS ETF (ZPRX.DE) Sharpe Ratio: 1.57

ZPRX.DE's Sharpe Ratio of 1.57 indicates that for each unit of volatility, it generates 1.57 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Aug 6, 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. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

ZPRX.DE Sharpe Ratio Rank

Average

ZPRX.DE ranks above 57.0% of all investments in our database based on Sharpe Ratio over the past 12 months, showing balanced returns relative to total risk taken. 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 are proportional to volatility—neither strong nor weak
Evaluate whether the volatility profile aligns with your risk tolerance
Review higher-ranked alternatives in the same category
Monitor rank direction to identify improving or deteriorating trends

ZPRX.DE Sharpe Ratio Market Positioning

The chart shows ZPRX.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%): 0.66 or lower
Yellow zone (middle 50%): 0.66 to 1.95
Green zone (top 25%): 1.95 or higher
Top 1%: 6.43+
Median: 1.43 — half of all investments score higher

How it compares to other similar ETFs

The table compares State Street SPDR MSCI Europe Small Cap Value Weighted UCITS ETF's Sharpe Ratio with other ETFs in the Europe Equities, Small Cap Value Equities category across multiple time periods, showing how ZPRX.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 Aug 6, 2026.

Symbol	Name	1Y Sharpe Ratio
ROX.DE	Expat Romania BET UCITS ETF	3.77
SELD.DE	Amundi STOXX Europe Select Dividend 30 UCITS ETF Dist	3.23
EXSH.DE	iShares STOXX Europe Select Dividend 30 UCITS ETF (DE)	3.19
EUPE.DE	Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR)	3.08
WTEE.DE	WisdomTree Europe Equity Income UCITS ETF	2.96
XB4A.DE	Xtrackers ATX UCITS ETF (Acc)	2.89
EXXX.DE	iShares ATX UCITS ETF (DE)	2.85
ZPRW.DE	SPDR MSCI Europe Value UCITS ETF	2.81
LBRE.DE	Amundi STOXX Europe 600 Basic Resources UCITS ETF Acc	2.79
DXSA.DE	Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D	2.76
ZPRX.DE	State Street SPDR MSCI Europe Small Cap Value Weighted UCITS ETF	1.57

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Historical Sharpe Ratio

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

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