PortfoliosLab logoPortfoliosLab logo
EXSE.DE vs. ZPRW.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXSE.DE vs. ZPRW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares STOXX Europe Small 200 UCITS ETF (DE) (EXSE.DE) and SPDR MSCI Europe Value UCITS ETF (ZPRW.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, EXSE.DE achieves a 7.33% return, which is significantly lower than ZPRW.DE's 11.85% return. Over the past 10 years, EXSE.DE has underperformed ZPRW.DE with an annualized return of 7.21%, while ZPRW.DE has yielded a comparatively higher 10.74% annualized return.


EXSE.DE

1D
0.55%
1M
1.10%
YTD
7.33%
6M
10.98%
1Y
15.08%
3Y*
11.63%
5Y*
3.52%
10Y*
7.21%

ZPRW.DE

1D
0.72%
1M
1.75%
YTD
11.85%
6M
15.17%
1Y
30.32%
3Y*
20.72%
5Y*
13.99%
10Y*
10.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXSE.DE vs. ZPRW.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXSE.DE
iShares STOXX Europe Small 200 UCITS ETF (DE)
7.33%18.59%3.15%12.44%-23.69%22.14%4.50%30.93%-13.60%17.93%
ZPRW.DE
SPDR MSCI Europe Value UCITS ETF
11.85%35.70%8.86%13.72%-4.74%27.39%-7.65%23.73%-14.98%10.96%

Correlation

The correlation between EXSE.DE and ZPRW.DE is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.79

Correlation (3Y)
Calculated over the trailing 3-year period

0.80

Correlation (5Y)
Calculated over the trailing 5-year period

0.82

Correlation (10Y)
Calculated over the trailing 10-year period

0.70

Correlation (All Time)
Calculated using the full available price history since Feb 19, 2015

0.73

The correlation between EXSE.DE and ZPRW.DE shifts across timeframes, from 0.70 (10 years) to 0.82 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

EXSE.DE vs. ZPRW.DE — Risk / Return Rank

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

EXSE.DE
EXSE.DE Risk / Return Rank: 3333
Overall Rank
EXSE.DE Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
EXSE.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
EXSE.DE Omega Ratio Rank: 3232
Omega Ratio Rank
EXSE.DE Calmar Ratio Rank: 3131
Calmar Ratio Rank
EXSE.DE Martin Ratio Rank: 3636
Martin Ratio Rank

ZPRW.DE
ZPRW.DE Risk / Return Rank: 6969
Overall Rank
ZPRW.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
ZPRW.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
ZPRW.DE Omega Ratio Rank: 7070
Omega Ratio Rank
ZPRW.DE Calmar Ratio Rank: 6868
Calmar Ratio Rank
ZPRW.DE Martin Ratio Rank: 6868
Martin Ratio Rank
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.

EXSE.DE vs. ZPRW.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe Small 200 UCITS ETF (DE) (EXSE.DE) and SPDR MSCI Europe Value UCITS ETF (ZPRW.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.


EXSE.DEZPRW.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.12

Sortino ratioReturn per unit of downside risk

-1.47

Omega ratioGain probability vs. loss probability

1.21

1.41

-0.20

Calmar ratioReturn relative to maximum drawdown

1.49

3.33

-1.84

Martin ratioReturn relative to average drawdown

5.48

12.39

-6.91

EXSE.DE vs. ZPRW.DE - Sharpe Ratio Comparison

The current EXSE.DE Sharpe Ratio is 1.16, which is lower than the ZPRW.DE Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of EXSE.DE and ZPRW.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.


Loading charts...

Sharpe Ratios by Period


EXSE.DEZPRW.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

2.28

-1.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.93

-0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.61

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.45

-0.06

Drawdowns

EXSE.DE vs. ZPRW.DE - Drawdown Comparison

The maximum EXSE.DE drawdown since its inception was -62.51%, which is greater than ZPRW.DE's maximum drawdown of -39.54%. Use the drawdown chart below to compare losses from any high point for EXSE.DE and ZPRW.DE.


Loading charts...

Drawdown Indicators


EXSE.DEZPRW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-62.51%

-39.54%

-22.97%

Max Drawdown (1Y)

Largest decline over 1 year

-10.36%

-9.27%

-1.09%

Max Drawdown (3Y)

Largest decline over 3 years

-15.61%

-17.04%

+1.43%

Max Drawdown (5Y)

Largest decline over 5 years

-35.13%

-18.41%

-16.72%

Max Drawdown (10Y)

Largest decline over 10 years

-38.03%

-39.54%

+1.51%

Current Drawdown

Current decline from peak

-1.14%

-1.75%

+0.61%

Average Drawdown

Average peak-to-trough decline

-12.96%

-6.92%

-6.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.82%

2.50%

+0.32%

Volatility

EXSE.DE vs. ZPRW.DE - Volatility Comparison

The current volatility for iShares STOXX Europe Small 200 UCITS ETF (DE) (EXSE.DE) is 3.72%, while SPDR MSCI Europe Value UCITS ETF (ZPRW.DE) has a volatility of 4.40%. This indicates that EXSE.DE experiences smaller price fluctuations and is considered to be less risky than ZPRW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EXSE.DEZPRW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.72%

4.40%

-0.68%

Volatility (6M)

Calculated over the trailing 6-month period

10.87%

10.84%

+0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

13.33%

13.53%

-0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.91%

14.89%

+2.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.34%

17.54%

-0.20%

EXSE.DE vs. ZPRW.DE - Expense Ratio Comparison

Both EXSE.DE and ZPRW.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

EXSE.DE vs. ZPRW.DE - Dividend Comparison

EXSE.DE's dividend yield for the trailing twelve months is around 2.67%, while ZPRW.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EXSE.DE
iShares STOXX Europe Small 200 UCITS ETF (DE)
2.67%2.91%2.58%2.29%2.59%1.43%1.25%2.13%2.59%3.45%2.83%2.87%
ZPRW.DE
SPDR MSCI Europe Value 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%

Frequently Asked Questions


EXSE.DE and ZPRW.DE have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

EXSE.DE and ZPRW.DE have the same expense ratio: 0.20% per year.

EXSE.DE tracks STOXX® Europe Small 200, while ZPRW.DE tracks MSCI Europe Value Exposure Select. They also come from different issuers: iShares and State Street.

Portfolio Optimizer

Find the right allocation for EXSE.DE and ZPRW.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer