SC0J.DE vs. ZPRV.DE
SC0J.DE (Invesco MSCI World UCITS ETF Acc) and ZPRV.DE (SPDR MSCI USA Small Cap Value Weighted UCITS ETF) are both exchange-traded funds - SC0J.DE is a Global Equities fund tracking the MSCI World, 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, SC0J.DE returned 12.86%/yr vs 11.63%/yr for ZPRV.DE. A 0.69 correlation means they provide meaningful diversification when combined. SC0J.DE charges 0.19%/yr vs 0.30%/yr for ZPRV.DE.
Performance
SC0J.DE vs. ZPRV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SC0J.DE achieves a 10.95% return, which is significantly lower than ZPRV.DE's 14.58% return. Over the past 10 years, SC0J.DE has outperformed ZPRV.DE with an annualized return of 12.86%, while ZPRV.DE has yielded a comparatively lower 11.63% annualized return.
SC0J.DE
- 1D
- -0.02%
- 1M
- 4.89%
- YTD
- 10.95%
- 6M
- 11.36%
- 1Y
- 23.93%
- 3Y*
- 17.62%
- 5Y*
- 12.96%
- 10Y*
- 12.86%
ZPRV.DE
- 1D
- 0.77%
- 1M
- 2.26%
- YTD
- 14.58%
- 6M
- 14.63%
- 1Y
- 34.42%
- 3Y*
- 16.57%
- 5Y*
- 10.67%
- 10Y*
- 11.63%
SC0J.DE vs. ZPRV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SC0J.DE Invesco MSCI World UCITS ETF Acc | 10.95% | 7.78% | 26.07% | 20.32% | -13.60% | 32.76% | 5.64% | 31.45% | -5.00% | 7.71% |
ZPRV.DE SPDR MSCI USA Small Cap Value Weighted UCITS ETF | 14.58% | 2.99% | 14.07% | 19.11% | -5.31% | 48.07% | -1.85% | 27.41% | -11.78% | -3.75% |
Correlation
The correlation between SC0J.DE and ZPRV.DE is 0.63, 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 | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Feb 23, 2015 | 0.69 |
The correlation between SC0J.DE and ZPRV.DE shifts across timeframes, from 0.63 (1 year) to 0.75 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
SC0J.DE vs. ZPRV.DE — Risk / Return Rank
SC0J.DE
ZPRV.DE
SC0J.DE vs. ZPRV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI World UCITS ETF Acc (SC0J.DE) 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.
| SC0J.DE | ZPRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | +0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.38 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.66 | 5.84 | -2.18 |
| Martin ratioReturn relative to average drawdown | 14.66 | 17.49 | -2.83 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SC0J.DE | ZPRV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.14 | 2.17 | -0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | 0.52 | +0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.85 | 0.53 | +0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.87 | 0.47 | +0.40 |
Drawdowns
SC0J.DE vs. ZPRV.DE - Drawdown Comparison
The maximum SC0J.DE drawdown since its inception was -33.91%, smaller than the maximum ZPRV.DE drawdown of -46.04%. Use the drawdown chart below to compare losses from any high point for SC0J.DE and ZPRV.DE.
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Drawdown Indicators
| SC0J.DE | ZPRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.91% | -46.04% | +12.13% |
Max Drawdown (1Y)Largest decline over 1 year | -6.52% | -5.87% | -0.65% |
Max Drawdown (3Y)Largest decline over 3 years | -21.66% | -31.14% | +9.48% |
Max Drawdown (5Y)Largest decline over 5 years | -21.66% | -31.14% | +9.48% |
Max Drawdown (10Y)Largest decline over 10 years | -33.91% | -46.04% | +12.13% |
Current DrawdownCurrent decline from peak | -0.33% | 0.00% | -0.33% |
Average DrawdownAverage peak-to-trough decline | -4.23% | -8.34% | +4.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.63% | 1.96% | -0.33% |
Volatility
SC0J.DE vs. ZPRV.DE - Volatility Comparison
The current volatility for Invesco MSCI World UCITS ETF Acc (SC0J.DE) is 2.62%, while SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE) has a volatility of 3.39%. This indicates that SC0J.DE 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.
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Volatility by Period
| SC0J.DE | ZPRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.62% | 3.39% | -0.77% |
Volatility (6M)Calculated over the trailing 6-month period | 7.78% | 9.42% | -1.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.15% | 15.78% | -4.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.15% | 20.38% | -6.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.09% | 22.56% | -7.47% |
SC0J.DE vs. ZPRV.DE - Expense Ratio Comparison
SC0J.DE has a 0.19% expense ratio, which is lower than ZPRV.DE's 0.30% expense ratio.
Dividends
SC0J.DE vs. ZPRV.DE - Dividend Comparison
Neither SC0J.DE nor ZPRV.DE has paid dividends to shareholders.
Frequently Asked Questions
SC0J.DE and ZPRV.DE have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SC0J.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC0J.DE is cheaper with a 0.19% expense ratio, compared with 0.30% for ZPRV.DE.
SC0J.DE is categorized as Global Equities, while ZPRV.DE is Small Cap Value Equities. SC0J.DE tracks MSCI World, while ZPRV.DE tracks MSCI USA Small Cap Value Weighted Index. They also come from different issuers: Invesco and State Street. Their fees differ too: 0.19% for SC0J.DE and 0.30% for ZPRV.DE.
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