CEMS.DE vs. ZPRV.DE
Compare and contrast key facts about iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.DE) and SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE).
CEMS.DE and ZPRV.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CEMS.DE is a passively managed fund by iShares that tracks the performance of the MSCI Europe Enhanced Value. It was launched on Jan 16, 2015. ZPRV.DE is a passively managed fund by State Street that tracks the performance of the MSCI USA Small Cap Value Weighted Index. It was launched on Feb 18, 2015. Both CEMS.DE and ZPRV.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CEMS.DE or ZPRV.DE.
Key characteristics
| CEMS.DE | ZPRV.DE | |
|---|---|---|
| YTD Return | 7.97% | 21.54% |
| 1Y Return | 14.59% | 37.33% |
| 3Y Return (Ann) | 5.93% | 10.11% |
| 5Y Return (Ann) | 6.89% | 15.33% |
| Sharpe Ratio | 1.20 | 2.01 |
| Sortino Ratio | 1.63 | 3.01 |
| Omega Ratio | 1.21 | 1.40 |
| Calmar Ratio | 1.54 | 3.65 |
| Martin Ratio | 5.55 | 10.56 |
| Ulcer Index | 2.37% | 3.57% |
| Daily Std Dev | 11.03% | 19.15% |
| Max Drawdown | -40.20% | -46.04% |
| Current Drawdown | -4.35% | -0.42% |
Correlation
The correlation between CEMS.DE and ZPRV.DE is 0.65, 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
CEMS.DE vs. ZPRV.DE - Performance Comparison
In the year-to-date period, CEMS.DE achieves a 7.97% return, which is significantly lower than ZPRV.DE's 21.54% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
CEMS.DE vs. ZPRV.DE - Expense Ratio Comparison
CEMS.DE has a 0.25% expense ratio, which is lower than ZPRV.DE's 0.30% expense ratio.
Risk-Adjusted Performance
CEMS.DE vs. ZPRV.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.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.
Dividends
CEMS.DE vs. ZPRV.DE - Dividend Comparison
Neither CEMS.DE nor ZPRV.DE has paid dividends to shareholders.
Drawdowns
CEMS.DE vs. ZPRV.DE - Drawdown Comparison
The maximum CEMS.DE drawdown since its inception was -40.20%, smaller than the maximum ZPRV.DE drawdown of -46.04%. Use the drawdown chart below to compare losses from any high point for CEMS.DE and ZPRV.DE. For additional features, visit the drawdowns tool.
Volatility
CEMS.DE vs. ZPRV.DE - Volatility Comparison
The current volatility for iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.DE) is 4.50%, while SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE) has a volatility of 6.37%. This indicates that CEMS.DE experiences smaller price fluctuations and is considered to be less risky than ZPRV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.