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AVUV vs. ZPRV.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


AVUVZPRV.DE
YTD Return0.44%-1.24%
1Y Return29.25%23.07%
3Y Return (Ann)8.54%7.68%
Sharpe Ratio1.391.37
Daily Std Dev20.14%18.18%
Max Drawdown-49.42%-46.04%
Current Drawdown-4.08%-5.81%

Correlation

-0.50.00.51.00.7

The correlation between AVUV and ZPRV.DE is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

AVUV vs. ZPRV.DE - Performance Comparison

In the year-to-date period, AVUV achieves a 0.44% return, which is significantly higher than ZPRV.DE's -1.24% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
22.50%
19.00%
AVUV
ZPRV.DE

Compare stocks, funds, or ETFs

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


Avantis U.S. Small Cap Value ETF

SPDR MSCI USA Small Cap Value Weighted UCITS ETF

AVUV vs. ZPRV.DE - Expense Ratio Comparison

AVUV has a 0.25% expense ratio, which is lower than ZPRV.DE's 0.30% expense ratio.


ZPRV.DE
SPDR MSCI USA Small Cap Value Weighted UCITS ETF
Expense ratio chart for ZPRV.DE: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
Expense ratio chart for AVUV: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

AVUV vs. ZPRV.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis U.S. Small Cap Value ETF (AVUV) and SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


AVUV
Sharpe ratio
The chart of Sharpe ratio for AVUV, currently valued at 1.62, compared to the broader market-1.000.001.002.003.004.001.62
Sortino ratio
The chart of Sortino ratio for AVUV, currently valued at 2.51, compared to the broader market-2.000.002.004.006.008.002.51
Omega ratio
The chart of Omega ratio for AVUV, currently valued at 1.28, compared to the broader market1.001.502.002.501.28
Calmar ratio
The chart of Calmar ratio for AVUV, currently valued at 1.99, compared to the broader market0.002.004.006.008.0010.001.99
Martin ratio
The chart of Martin ratio for AVUV, currently valued at 6.66, compared to the broader market0.0010.0020.0030.0040.0050.0060.006.66
ZPRV.DE
Sharpe ratio
The chart of Sharpe ratio for ZPRV.DE, currently valued at 1.22, compared to the broader market-1.000.001.002.003.004.001.22
Sortino ratio
The chart of Sortino ratio for ZPRV.DE, currently valued at 1.97, compared to the broader market-2.000.002.004.006.008.001.97
Omega ratio
The chart of Omega ratio for ZPRV.DE, currently valued at 1.23, compared to the broader market1.001.502.002.501.23
Calmar ratio
The chart of Calmar ratio for ZPRV.DE, currently valued at 1.39, compared to the broader market0.002.004.006.008.0010.001.39
Martin ratio
The chart of Martin ratio for ZPRV.DE, currently valued at 4.20, compared to the broader market0.0010.0020.0030.0040.0050.0060.004.20

AVUV vs. ZPRV.DE - Sharpe Ratio Comparison

The current AVUV Sharpe Ratio is 1.39, which roughly equals the ZPRV.DE Sharpe Ratio of 1.37. The chart below compares the 12-month rolling Sharpe Ratio of AVUV and ZPRV.DE.


Rolling 12-month Sharpe Ratio0.000.501.001.50NovemberDecember2024FebruaryMarchApril
1.62
1.22
AVUV
ZPRV.DE

Dividends

AVUV vs. ZPRV.DE - Dividend Comparison

AVUV's dividend yield for the trailing twelve months is around 1.64%, while ZPRV.DE has not paid dividends to shareholders.


TTM20232022202120202019
AVUV
Avantis U.S. Small Cap Value ETF
1.64%1.65%1.74%1.28%1.21%0.38%
ZPRV.DE
SPDR MSCI USA Small Cap Value Weighted UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

AVUV vs. ZPRV.DE - Drawdown Comparison

The maximum AVUV drawdown since its inception was -49.42%, which is greater than ZPRV.DE's maximum drawdown of -46.04%. Use the drawdown chart below to compare losses from any high point for AVUV and ZPRV.DE. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-4.08%
-6.31%
AVUV
ZPRV.DE

Volatility

AVUV vs. ZPRV.DE - Volatility Comparison

Avantis U.S. Small Cap Value ETF (AVUV) and SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE) have volatilities of 5.38% and 5.33%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%NovemberDecember2024FebruaryMarchApril
5.38%
5.33%
AVUV
ZPRV.DE