DFUVX vs. ZPRU.DE

Last updated Apr 1, 2026

Compare and contrast key facts about DFA U.S. Large Cap Value III Portfolio (DFUVX) and SPDR MSCI USA Value Weighted UCITS ETF (ZPRU.DE).

DFUVX is managed by Dimensional. It was launched on Feb 2, 1995. ZPRU.DE is a passively managed fund by State Street that tracks the performance of the MSCI USA Value Weighted. It was launched on Feb 18, 2015.

Performance

DFUVX vs. ZPRU.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA U.S. Large Cap Value III Portfolio (DFUVX) and SPDR MSCI USA Value Weighted UCITS ETF (ZPRU.DE). The values are adjusted to include any dividend payments, if applicable.

DFUVX vs. ZPRU.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DFUVX DFA U.S. Large Cap Value III Portfolio	2.17%	15.83%	12.87%	11.65%	-5.73%	22.75%	-0.45%	25.62%	-11.58%	18.60%
ZPRU.DE SPDR MSCI USA Value Weighted UCITS ETF	-0.31%	29.59%	4.70%	15.58%	-15.22%	30.43%	1.40%	27.11%	-12.56%	18.99%

Different Trading Currencies

DFUVX is traded in USD, while ZPRU.DE is traded in EUR. To make them comparable, the ZPRU.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, DFUVX achieves a 2.17% return, which is significantly higher than ZPRU.DE's -0.31% return. Both investments have delivered pretty close results over the past 10 years, with DFUVX having a 10.31% annualized return and ZPRU.DE not far ahead at 10.32%.

DFUVX

• 1D: -0.52%
• 1M: -5.53%
• YTD: 2.17%
• 6M: 6.85%
• 1Y: 16.29%
• 3Y*: 14.07%
• 5Y*: 8.50%
• 10Y*: 10.31%

ZPRU.DE

• 1D: -0.12%
• 1M: -6.01%
• YTD: -0.31%
• 6M: 10.60%
• 1Y: 28.72%
• 3Y*: 15.24%
• 5Y*: 7.84%
• 10Y*: 10.32%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DFUVX vs. ZPRU.DE - Expense Ratio Comparison

DFUVX has a 0.14% expense ratio, which is lower than ZPRU.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

ZPRU.DE

SPDR MSCI USA Value Weighted UCITS ETF

DFUVX

DFA U.S. Large Cap Value III Portfolio

Return for Risk

DFUVX vs. ZPRU.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DFUVX

DFUVX Risk / Return Rank: 55
DFUVX Sharpe Ratio Rank: 60
DFUVX Sortino Ratio Rank: 61
DFUVX Omega Ratio Rank: 62
DFUVX Calmar Ratio Rank: 44
DFUVX Martin Ratio Rank: 47

ZPRU.DE

ZPRU.DE Risk / Return Rank: 57
ZPRU.DE Sharpe Ratio Rank: 62
ZPRU.DE Sortino Ratio Rank: 58
ZPRU.DE Omega Ratio Rank: 58
ZPRU.DE Calmar Ratio Rank: 50
ZPRU.DE Martin Ratio Rank: 55

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DFUVX vs. ZPRU.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Large Cap Value III Portfolio (DFUVX) and SPDR MSCI USA Value Weighted UCITS ETF (ZPRU.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.

	DFUVX	ZPRU.DE	Difference
Sharpe ratio Return per unit of total volatility	1.07	1.60	-0.53
Sortino ratio Return per unit of downside risk	1.54	2.17	-0.63
Omega ratio Gain probability vs. loss probability	1.23	1.31	-0.08
Calmar ratio Return relative to maximum drawdown	1.11	1.99	-0.88
Martin ratio Return relative to average drawdown	4.72	9.87	-5.14
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DFUVX vs. ZPRU.DE - Sharpe Ratio Comparison

The current DFUVX Sharpe Ratio is 1.07, which is lower than the ZPRU.DE Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of DFUVX and ZPRU.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DFUVX	ZPRU.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.07	1.60	-0.53
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.54	0.45	+0.08
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.56	0.56	0.00
Sharpe Ratio (All Time) Calculated using the full available price history	0.43	0.48	-0.05

Correlation

The correlation between DFUVX and ZPRU.DE is 0.61, 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.

Dividends

DFUVX vs. ZPRU.DE - Dividend Comparison

DFUVX's dividend yield for the trailing twelve months is around 1.71%, while ZPRU.DE has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DFUVX DFA U.S. Large Cap Value III Portfolio	1.71%	1.31%	1.94%	5.68%	5.84%	1.77%	2.09%	5.04%	9.79%	7.99%	4.90%	8.03%
ZPRU.DE SPDR MSCI USA Value Weighted UCITS ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

DFUVX vs. ZPRU.DE - Drawdown Comparison

The maximum DFUVX drawdown since its inception was -65.60%, which is greater than ZPRU.DE's maximum drawdown of -40.43%. Use the drawdown chart below to compare losses from any high point for DFUVX and ZPRU.DE.

Drawdown Indicators

	DFUVX	ZPRU.DE	Difference
Max Drawdown Largest peak-to-trough decline	-65.60%	-39.69%	-25.91%
Max Drawdown (1Y) Largest decline over 1 year	-12.26%	-14.96%	+2.70%
Max Drawdown (5Y) Largest decline over 5 years	-20.33%	-24.05%	+3.72%
Max Drawdown (10Y) Largest decline over 10 years	-41.76%	-39.69%	-2.07%
Current Drawdown Current decline from peak	-5.85%	-5.56%	-0.29%
Average Drawdown Average peak-to-trough decline	-9.90%	-6.55%	-3.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.09%	3.56%	-0.47%

Volatility

DFUVX vs. ZPRU.DE - Volatility Comparison

The current volatility for DFA U.S. Large Cap Value III Portfolio (DFUVX) is 3.56%, while SPDR MSCI USA Value Weighted UCITS ETF (ZPRU.DE) has a volatility of 4.06%. This indicates that DFUVX experiences smaller price fluctuations and is considered to be less risky than ZPRU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DFUVX	ZPRU.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.56%	4.06%	-0.50%
Volatility (6M) Calculated over the trailing 6-month period	8.35%	9.41%	-1.06%
Volatility (1Y) Calculated over the trailing 1-year period	16.48%	17.91%	-1.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.99%	17.10%	-1.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.41%	18.24%	+0.17%