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BTCE.DE vs. ZPRV.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BTCE.DE vs. ZPRV.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Bitwise Physical Bitcoin ETP (BTCE.DE) and SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BTCE.DE achieves a -26.76% return, which is significantly lower than ZPRV.DE's 23.61% return.


BTCE.DE

1D
0.00%
1M
1.37%
6M
-11.75%
YTD
-26.76%
1Y
-44.28%
3Y*
25.27%
5Y*
7.21%
10Y*
ALL TIME*
30.04%

ZPRV.DE

1D
-0.18%
1M
2.44%
6M
15.23%
YTD
23.61%
1Y
39.97%
3Y*
15.97%
5Y*
12.28%
10Y*
11.82%
ALL TIME*
10.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
€508.71K€595.77K€1.12M
€1.55M€1.36M€1.92M

BTCE.DE vs. ZPRV.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
BTCE.DE
Bitwise Physical Bitcoin ETP
-26.76%-18.20%125.79%146.52%-63.89%81.36%130.73%
ZPRV.DE
SPDR MSCI USA Small Cap Value Weighted UCITS ETF
23.61%2.99%14.07%19.11%-5.40%48.22%12.34%

Correlation

The correlation between BTCE.DE and ZPRV.DE is 0.22, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.22

Correlation (3Y)
Balances recent behavior with more history.

0.27

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.31

Correlation (All Time)
Calculated using the full available price history since Jun 8, 2020

0.29

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Return for Risk

BTCE.DE vs. ZPRV.DE — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BTCE.DE
BTCE.DE Risk / Return Rank: 22
Overall Rank
BTCE.DE Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BTCE.DE Sortino Ratio Rank: 11
Sortino Ratio Rank
BTCE.DE Omega Ratio Rank: 22
Omega Ratio Rank
BTCE.DE Calmar Ratio Rank: 22
Calmar Ratio Rank
BTCE.DE Martin Ratio Rank: 22
Martin Ratio Rank

ZPRV.DE
ZPRV.DE Risk / Return Rank: 9494
Overall Rank
ZPRV.DE Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
ZPRV.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
ZPRV.DE Omega Ratio Rank: 9292
Omega Ratio Rank
ZPRV.DE Calmar Ratio Rank: 9696
Calmar Ratio Rank
ZPRV.DE Martin Ratio Rank: 9595
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BTCE.DE vs. ZPRV.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bitwise Physical Bitcoin ETP (BTCE.DE) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BTCE.DEZPRV.DEDifference
Sharpe ratioReturn per unit of total volatility

-3.84

Sortino ratioReturn per unit of downside risk

-5.48

Omega ratioGain probability vs. loss probability

0.82

1.48

-0.66

Calmar ratioReturn relative to maximum drawdown

-0.84

6.78

-7.61

Martin ratioReturn relative to average drawdown

-1.27

22.77

-24.03

BTCE.DE vs. ZPRV.DE - Sharpe Ratio Comparison

The current BTCE.DE Sharpe Ratio is -1.09, which is lower than the ZPRV.DE Sharpe Ratio of 2.75. The chart below compares the historical Sharpe Ratios of BTCE.DE and ZPRV.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BTCE.DE vs. ZPRV.DE - Drawdown Comparison

The maximum BTCE.DE drawdown since its inception was -74.62%, 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 BTCE.DE and ZPRV.DE.


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Drawdown Indicators


BTCE.DEZPRV.DEDifference

Max Drawdown

Largest peak-to-trough decline

-74.62%

-46.04%

-28.58%

Max Drawdown (1Y)

Largest decline over 1 year

-53.06%

-5.87%

-47.19%

Max Drawdown (3Y)

Largest decline over 3 years

-53.06%

-31.14%

-21.92%

Max Drawdown (5Y)

Largest decline over 5 years

-74.62%

-31.14%

-43.48%

Max Drawdown (10Y)

Largest decline over 10 years

-46.04%

Current Drawdown

Current decline from peak

-49.09%

-0.37%

-48.72%

Average Drawdown

Average peak-to-trough decline

-30.88%

-8.46%

-22.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

35.01%

1.75%

+33.26%

Volatility

BTCE.DE vs. ZPRV.DE - Volatility Comparison

Bitwise Physical Bitcoin ETP (BTCE.DE) has a higher volatility of 8.48% compared to SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE) at 4.83%. This indicates that BTCE.DE's price experiences larger fluctuations and is considered to be riskier than ZPRV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BTCE.DEZPRV.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.48%

4.83%

+3.65%

Volatility (6M)

Calculated over the trailing 6-month period

28.87%

9.31%

+19.56%

Volatility (1Y)

Calculated over the trailing 1-year period

40.94%

14.45%

+26.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.69%

20.30%

+30.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

57.53%

22.20%

+35.33%

BTCE.DE vs. ZPRV.DE - Expense Ratio Comparison

BTCE.DE has a 2.00% expense ratio, which is higher than ZPRV.DE's 0.30% expense ratio.


Dividends

BTCE.DE vs. ZPRV.DE - Dividend Comparison

Neither BTCE.DE nor ZPRV.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


BTCE.DE and ZPRV.DE have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ZPRV.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ZPRV.DE is cheaper with a 0.30% expense ratio, compared with 2.00% for BTCE.DE.

BTCE.DE is categorized as Cryptocurrency, while ZPRV.DE is Small Cap Value Equities. They also come from different issuers: Bitwise and State Street. Their fees differ too: 2.00% for BTCE.DE and 0.30% for ZPRV.DE.

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