SC0H.DE vs. ZPRU.DE
Compare and contrast key facts about Invesco MSCI USA UCITS ETF (SC0H.DE) and SPDR MSCI USA Value Weighted UCITS ETF (ZPRU.DE).
SC0H.DE and ZPRU.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SC0H.DE is a passively managed fund by Invesco that tracks the performance of the MSCI USA. It was launched on Mar 31, 2009. ZPRU.DE is a passively managed fund by State Street that tracks the performance of the MSCI USA Value Weighted. It was launched on Feb 18, 2015. Both SC0H.DE and ZPRU.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: SC0H.DE or ZPRU.DE.
Key characteristics
| SC0H.DE | ZPRU.DE | |
|---|---|---|
| YTD Return | 30.42% | 15.94% |
| 1Y Return | 38.75% | 27.56% |
| 3Y Return (Ann) | 12.11% | 7.47% |
| 5Y Return (Ann) | 16.40% | 10.05% |
| Sharpe Ratio | 3.06 | 1.96 |
| Sortino Ratio | 4.15 | 2.73 |
| Omega Ratio | 1.63 | 1.39 |
| Calmar Ratio | 4.38 | 2.34 |
| Martin Ratio | 19.73 | 8.16 |
| Ulcer Index | 1.87% | 3.14% |
| Daily Std Dev | 11.99% | 12.99% |
| Max Drawdown | -34.20% | -36.24% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between SC0H.DE and ZPRU.DE is 0.57, 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.
Performance
SC0H.DE vs. ZPRU.DE - Performance Comparison
In the year-to-date period, SC0H.DE achieves a 30.42% return, which is significantly higher than ZPRU.DE's 15.94% 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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SC0H.DE vs. ZPRU.DE - Expense Ratio Comparison
SC0H.DE has a 0.05% expense ratio, which is lower than ZPRU.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
SC0H.DE vs. ZPRU.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI USA UCITS ETF (SC0H.DE) and SPDR MSCI USA Value Weighted UCITS ETF (ZPRU.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
SC0H.DE vs. ZPRU.DE - Dividend Comparison
Neither SC0H.DE nor ZPRU.DE has paid dividends to shareholders.
Drawdowns
SC0H.DE vs. ZPRU.DE - Drawdown Comparison
The maximum SC0H.DE drawdown since its inception was -34.20%, smaller than the maximum ZPRU.DE drawdown of -36.24%. Use the drawdown chart below to compare losses from any high point for SC0H.DE and ZPRU.DE. For additional features, visit the drawdowns tool.
Volatility
SC0H.DE vs. ZPRU.DE - Volatility Comparison
Invesco MSCI USA UCITS ETF (SC0H.DE) and SPDR MSCI USA Value Weighted UCITS ETF (ZPRU.DE) have volatilities of 3.49% and 3.67%, 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.