IGM vs. ZPRV.DE
IGM (iShares Expanded Tech Sector ETF) and ZPRV.DE (SPDR MSCI USA Small Cap Value Weighted UCITS ETF) are both exchange-traded funds - IGM is a Technology Equities fund tracking the S&P North American Expanded Technology Sector Index, while ZPRV.DE is a Small Cap Value Equities fund tracking the MSCI USA Small Cap Value Weighted Index. Both are passively managed. Over the past 10 years, IGM returned 25.12%/yr vs 12.40%/yr for ZPRV.DE. At a 0.34 correlation, their price movements are largely independent. IGM charges 0.39%/yr vs 0.30%/yr for ZPRV.DE.
Performance
IGM vs. ZPRV.DE - Performance Comparison
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Different Trading Currencies
IGM is traded in USD, while ZPRV.DE is traded in EUR. To make them comparable, the ZPRV.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, IGM achieves a 27.92% return, which is significantly higher than ZPRV.DE's 16.36% return. Over the past 10 years, IGM has outperformed ZPRV.DE with an annualized return of 25.12%, while ZPRV.DE has yielded a comparatively lower 12.40% annualized return.
IGM
- 1D
- 3.64%
- 1M
- 7.10%
- YTD
- 27.92%
- 6M
- 29.29%
- 1Y
- 56.16%
- 3Y*
- 36.48%
- 5Y*
- 20.96%
- 10Y*
- 25.12%
ZPRV.DE
- 1D
- 0.11%
- 1M
- 6.73%
- YTD
- 16.36%
- 6M
- 15.80%
- 1Y
- 38.40%
- 3Y*
- 19.10%
- 5Y*
- 10.36%
- 10Y*
- 12.40%
IGM vs. ZPRV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IGM iShares Expanded Tech Sector ETF | 27.92% | 26.76% | 36.99% | 60.68% | -35.83% | 25.72% | 45.11% | 41.81% | 2.26% | 37.20% |
ZPRV.DE SPDR MSCI USA Small Cap Value Weighted UCITS ETF | 16.36% | 16.27% | 7.55% | 22.88% | -10.61% | 36.53% | 7.72% | 24.71% | -15.92% | 9.86% |
Correlation
The correlation between IGM and ZPRV.DE is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Feb 18, 2015 | 0.34 |
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Return for Risk
IGM vs. ZPRV.DE — Risk / Return Rank
IGM
ZPRV.DE
IGM vs. ZPRV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Expanded Tech Sector ETF (IGM) 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.
| IGM | ZPRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.16 | ||
| Sortino ratioReturn per unit of downside risk | -0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.41 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.43 | 4.76 | -1.33 |
| Martin ratioReturn relative to average drawdown | 11.62 | 15.13 | -3.50 |
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Drawdowns
IGM vs. ZPRV.DE - Drawdown Comparison
The maximum IGM drawdown since its inception was -65.59%, which is greater than ZPRV.DE's maximum drawdown of -49.35%. Use the drawdown chart below to compare losses from any high point for IGM and ZPRV.DE.
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Drawdown Indicators
| IGM | ZPRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.59% | -49.35% | -16.24% |
Max Drawdown (1Y)Largest decline over 1 year | -16.44% | -8.03% | -8.41% |
Max Drawdown (3Y)Largest decline over 3 years | -26.39% | -28.19% | +1.80% |
Max Drawdown (5Y)Largest decline over 5 years | -40.68% | -28.19% | -12.49% |
Max Drawdown (10Y)Largest decline over 10 years | -40.68% | -49.35% | +8.67% |
Current DrawdownCurrent decline from peak | -3.41% | 0.00% | -3.41% |
Average DrawdownAverage peak-to-trough decline | -15.22% | -9.43% | -5.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.85% | 2.53% | +2.32% |
Volatility
IGM vs. ZPRV.DE - Volatility Comparison
iShares Expanded Tech Sector ETF (IGM) has a higher volatility of 10.54% compared to SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE) at 3.38%. This indicates that IGM'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
| IGM | ZPRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.54% | 3.38% | +7.16% |
Volatility (6M)Calculated over the trailing 6-month period | 18.42% | 10.06% | +8.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.24% | 16.06% | +6.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.97% | 21.32% | +4.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.70% | 23.30% | +1.40% |
IGM vs. ZPRV.DE - Expense Ratio Comparison
IGM has a 0.39% expense ratio, which is higher than ZPRV.DE's 0.30% expense ratio.
Dividends
IGM vs. ZPRV.DE - Dividend Comparison
IGM's dividend yield for the trailing twelve months is around 0.17%, while ZPRV.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IGM iShares Expanded Tech Sector ETF | 0.17% | 0.17% | 0.22% | 0.33% | 0.66% | 0.16% | 0.32% | 0.50% | 0.57% | 0.57% | 0.90% | 0.79% |
ZPRV.DE SPDR MSCI USA Small Cap 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% |
Frequently Asked Questions
IGM and ZPRV.DE have a correlation of 0.39, 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 0.39% for IGM.
IGM is categorized as Technology Equities, while ZPRV.DE is Small Cap Value Equities. IGM tracks S&P North American Expanded Technology Sector Index, while ZPRV.DE tracks MSCI USA Small Cap Value Weighted Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.39% for IGM and 0.30% for ZPRV.DE.
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