MFEM vs. ZPRV.DE
Compare and contrast key facts about PIMCO RAFI Dynamic Multi-Factor Emerging Markets Equity ETF (MFEM) and SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE).
MFEM 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. MFEM is a passively managed fund by PIMCO that tracks the performance of the RAFI Dynamic Multi-Factor Emerging Market Index. It was launched on Aug 31, 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 MFEM 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: MFEM or ZPRV.DE.
Performance
MFEM vs. ZPRV.DE - Performance Comparison
Returns By Period
In the year-to-date period, MFEM achieves a 7.28% return, which is significantly lower than ZPRV.DE's 17.53% return.
MFEM
7.28%
-4.14%
-1.56%
12.26%
5.48%
N/A
ZPRV.DE
17.53%
3.96%
13.96%
33.27%
15.02%
N/A
Key characteristics
| MFEM | ZPRV.DE | |
|---|---|---|
| Sharpe Ratio | 0.94 | 1.77 |
| Sortino Ratio | 1.36 | 2.68 |
| Omega Ratio | 1.17 | 1.35 |
| Calmar Ratio | 0.82 | 3.23 |
| Martin Ratio | 4.28 | 9.29 |
| Ulcer Index | 3.18% | 3.59% |
| Daily Std Dev | 14.51% | 18.77% |
| Max Drawdown | -42.28% | -46.04% |
| Current Drawdown | -7.58% | -3.70% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MFEM vs. ZPRV.DE - Expense Ratio Comparison
MFEM has a 0.49% expense ratio, which is higher than ZPRV.DE's 0.30% expense ratio.
Correlation
The correlation between MFEM and ZPRV.DE is 0.43, 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.
Risk-Adjusted Performance
MFEM vs. ZPRV.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO RAFI Dynamic Multi-Factor Emerging Markets Equity ETF (MFEM) 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
MFEM vs. ZPRV.DE - Dividend Comparison
MFEM's dividend yield for the trailing twelve months is around 5.60%, while ZPRV.DE has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
MFEM PIMCO RAFI Dynamic Multi-Factor Emerging Markets Equity ETF | 5.60% | 4.01% | 7.01% | 29.96% | 1.70% | 2.37% | 2.99% | 0.21% |
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% |
Drawdowns
MFEM vs. ZPRV.DE - Drawdown Comparison
The maximum MFEM drawdown since its inception was -42.28%, smaller than the maximum ZPRV.DE drawdown of -46.04%. Use the drawdown chart below to compare losses from any high point for MFEM and ZPRV.DE. For additional features, visit the drawdowns tool.
Volatility
MFEM vs. ZPRV.DE - Volatility Comparison
The current volatility for PIMCO RAFI Dynamic Multi-Factor Emerging Markets Equity ETF (MFEM) is 4.60%, while SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE) has a volatility of 6.61%. This indicates that MFEM 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.