EUNA.DE vs. ZPRV.DE
Compare and contrast key facts about iShares Core Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (EUNA.DE) and SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE).
EUNA.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. EUNA.DE is a passively managed fund by iShares that tracks the performance of the Bloomberg Global Aggregate Bond (EUR Hedged). It was launched on Nov 21, 2017. 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 EUNA.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: EUNA.DE or ZPRV.DE.
Key characteristics
| EUNA.DE | ZPRV.DE | |
|---|---|---|
| YTD Return | 2.12% | 6.44% |
| 1Y Return | 5.59% | 15.36% |
| 3Y Return (Ann) | -3.06% | 8.91% |
| 5Y Return (Ann) | -1.73% | 14.38% |
| Sharpe Ratio | 1.39 | 0.83 |
| Daily Std Dev | 4.56% | 18.14% |
| Max Drawdown | -17.79% | -46.04% |
| Current Drawdown | -10.26% | -3.86% |
Correlation
The correlation between EUNA.DE and ZPRV.DE is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
EUNA.DE vs. ZPRV.DE - Performance Comparison
In the year-to-date period, EUNA.DE achieves a 2.12% return, which is significantly lower than ZPRV.DE's 6.44% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EUNA.DE vs. ZPRV.DE - Expense Ratio Comparison
EUNA.DE has a 0.10% expense ratio, which is lower than ZPRV.DE's 0.30% expense ratio.
Risk-Adjusted Performance
EUNA.DE vs. ZPRV.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (EUNA.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
EUNA.DE vs. ZPRV.DE - Dividend Comparison
Neither EUNA.DE nor ZPRV.DE has paid dividends to shareholders.
Drawdowns
EUNA.DE vs. ZPRV.DE - Drawdown Comparison
The maximum EUNA.DE drawdown since its inception was -17.79%, smaller than the maximum ZPRV.DE drawdown of -46.04%. Use the drawdown chart below to compare losses from any high point for EUNA.DE and ZPRV.DE. For additional features, visit the drawdowns tool.
Volatility
EUNA.DE vs. ZPRV.DE - Volatility Comparison
The current volatility for iShares Core Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (EUNA.DE) is 2.70%, while SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE) has a volatility of 7.10%. This indicates that EUNA.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.