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IS3U.DE vs. ZPRX.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS3U.DE vs. ZPRX.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI France UCITS ETF EUR (Acc) (IS3U.DE) and SPDR MSCI Europe Small Cap Value Weighted UCITS ETF (ZPRX.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IS3U.DE achieves a 3.55% return, which is significantly lower than ZPRX.DE's 7.81% return. Over the past 10 years, IS3U.DE has outperformed ZPRX.DE with an annualized return of 9.25%, while ZPRX.DE has yielded a comparatively lower 8.15% annualized return.


IS3U.DE

1D
1.13%
1M
0.06%
YTD
3.55%
6M
4.27%
1Y
8.44%
3Y*
7.55%
5Y*
7.56%
10Y*
9.25%

ZPRX.DE

1D
0.33%
1M
1.27%
YTD
7.81%
6M
10.93%
1Y
17.80%
3Y*
15.09%
5Y*
7.77%
10Y*
8.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS3U.DE vs. ZPRX.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IS3U.DE
iShares MSCI France UCITS ETF EUR (Acc)
3.55%14.48%0.41%17.60%-6.82%28.35%-4.13%31.67%-9.06%14.42%
ZPRX.DE
SPDR MSCI Europe Small Cap Value Weighted UCITS ETF
7.81%26.81%4.28%15.28%-13.52%27.58%-3.52%29.02%-19.20%12.89%

Correlation

The correlation between IS3U.DE and ZPRX.DE is 0.78, 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

0.78

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

0.77

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

0.81

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

0.81

Correlation (All Time)
Calculated using the full available price history since Feb 20, 2015

0.81

The correlation between IS3U.DE and ZPRX.DE has been stable across timeframes, ranging from 0.77 to 0.81 - a consistent structural relationship.

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Return for Risk

IS3U.DE vs. ZPRX.DE — Risk / Return Rank

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

IS3U.DE
IS3U.DE Risk / Return Rank: 1919
Overall Rank
IS3U.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
IS3U.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
IS3U.DE Omega Ratio Rank: 1919
Omega Ratio Rank
IS3U.DE Calmar Ratio Rank: 1919
Calmar Ratio Rank
IS3U.DE Martin Ratio Rank: 2121
Martin Ratio Rank

ZPRX.DE
ZPRX.DE Risk / Return Rank: 3434
Overall Rank
ZPRX.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
ZPRX.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
ZPRX.DE Omega Ratio Rank: 3434
Omega Ratio Rank
ZPRX.DE Calmar Ratio Rank: 3131
Calmar Ratio Rank
ZPRX.DE Martin Ratio Rank: 3636
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.

IS3U.DE vs. ZPRX.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI France UCITS ETF EUR (Acc) (IS3U.DE) and SPDR MSCI Europe Small Cap Value Weighted UCITS ETF (ZPRX.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.


IS3U.DEZPRX.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.65

Sortino ratioReturn per unit of downside risk

-0.89

Omega ratioGain probability vs. loss probability

1.11

1.22

-0.11

Calmar ratioReturn relative to maximum drawdown

0.76

1.47

-0.71

Martin ratioReturn relative to average drawdown

2.37

5.42

-3.05

IS3U.DE vs. ZPRX.DE - Sharpe Ratio Comparison

The current IS3U.DE Sharpe Ratio is 0.58, which is lower than the ZPRX.DE Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of IS3U.DE and ZPRX.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.


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Sharpe Ratios by Period


IS3U.DEZPRX.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.58

1.23

-0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.46

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.45

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.39

+0.09

Drawdowns

IS3U.DE vs. ZPRX.DE - Drawdown Comparison

The maximum IS3U.DE drawdown since its inception was -38.98%, smaller than the maximum ZPRX.DE drawdown of -43.93%. Use the drawdown chart below to compare losses from any high point for IS3U.DE and ZPRX.DE.


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Drawdown Indicators


IS3U.DEZPRX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.98%

-43.93%

+4.95%

Max Drawdown (1Y)

Largest decline over 1 year

-10.86%

-11.63%

+0.77%

Max Drawdown (3Y)

Largest decline over 3 years

-15.91%

-15.95%

+0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-20.82%

-27.52%

+6.70%

Max Drawdown (10Y)

Largest decline over 10 years

-38.98%

-43.93%

+4.95%

Current Drawdown

Current decline from peak

-2.54%

-1.51%

-1.03%

Average Drawdown

Average peak-to-trough decline

-5.84%

-7.71%

+1.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.46%

3.16%

+0.30%

Volatility

IS3U.DE vs. ZPRX.DE - Volatility Comparison

iShares MSCI France UCITS ETF EUR (Acc) (IS3U.DE) and SPDR MSCI Europe Small Cap Value Weighted UCITS ETF (ZPRX.DE) have volatilities of 4.25% and 4.17%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IS3U.DEZPRX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.25%

4.17%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

11.24%

11.30%

-0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

14.26%

13.94%

+0.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.21%

16.69%

-0.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.42%

18.14%

-0.72%

IS3U.DE vs. ZPRX.DE - Expense Ratio Comparison

IS3U.DE has a 0.25% expense ratio, which is lower than ZPRX.DE's 0.30% expense ratio.


Dividends

IS3U.DE vs. ZPRX.DE - Dividend Comparison

Neither IS3U.DE nor ZPRX.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IS3U.DE and ZPRX.DE have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IS3U.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IS3U.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for ZPRX.DE.

IS3U.DE tracks MSCI France Index, while ZPRX.DE tracks MSCI Europe Small Cap Value Weighted. They also come from different issuers: iShares and State Street. Their fees differ too: 0.25% for IS3U.DE and 0.30% for ZPRX.DE.

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