SC0K.DE vs. ZPRR.DE
SC0K.DE (Invesco Russell 2000 UCITS ETF) and ZPRR.DE (SPDR Russell 2000 US Small Cap UCITS ETF) are both Small Cap Blend Equities funds tracking the Russell 2000®, from Invesco and State Street respectively. Both are passively managed. Over the past 10 years, SC0K.DE returned 10.39%/yr vs 10.37%/yr for ZPRR.DE. With a 0.98 correlation, they move nearly in lockstep. SC0K.DE charges 0.45%/yr vs 0.30%/yr for ZPRR.DE.
Performance
SC0K.DE vs. ZPRR.DE - Performance Comparison
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Returns By Period
As of year-to-date, both investments have demonstrated similar returns, with SC0K.DE at 17.93% and ZPRR.DE at 17.93%. Both investments have delivered pretty close results over the past 10 years, with SC0K.DE having a 10.39% annualized return and ZPRR.DE not far behind at 10.37%.
SC0K.DE
- 1D
- 0.96%
- 1M
- 4.12%
- YTD
- 17.93%
- 6M
- 16.88%
- 1Y
- 38.56%
- 3Y*
- 15.51%
- 5Y*
- 7.16%
- 10Y*
- 10.39%
ZPRR.DE
- 1D
- 0.93%
- 1M
- 4.09%
- YTD
- 17.93%
- 6M
- 16.88%
- 1Y
- 38.46%
- 3Y*
- 15.40%
- 5Y*
- 7.11%
- 10Y*
- 10.37%
SC0K.DE vs. ZPRR.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SC0K.DE Invesco Russell 2000 UCITS ETF | 17.93% | 1.56% | 15.91% | 14.84% | -16.55% | 24.70% | 8.14% | 29.08% | -9.05% | 0.67% |
ZPRR.DE SPDR Russell 2000 US Small Cap UCITS ETF | 17.93% | 1.37% | 15.82% | 14.82% | -16.60% | 25.11% | 8.22% | 28.97% | -8.99% | 0.49% |
Correlation
The correlation between SC0K.DE and ZPRR.DE is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 1.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 1.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 1.00 |
Correlation (10Y) Calculated over the trailing 10-year period | 1.00 |
Correlation (All Time) Calculated using the full available price history since Jul 3, 2014 | 0.98 |
The correlation between SC0K.DE and ZPRR.DE has been stable across timeframes, ranging from 0.98 to 1.00 - a consistent structural relationship.
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Return for Risk
SC0K.DE vs. ZPRR.DE — Risk / Return Rank
SC0K.DE
ZPRR.DE
SC0K.DE vs. ZPRR.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Russell 2000 UCITS ETF (SC0K.DE) and SPDR Russell 2000 US Small Cap UCITS ETF (ZPRR.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.
| SC0K.DE | ZPRR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.35 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 4.57 | 4.53 | +0.03 |
| Martin ratioReturn relative to average drawdown | 13.31 | 13.24 | +0.07 |
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
| SC0K.DE | ZPRR.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.12 | 2.10 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.33 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.48 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.48 | +0.16 |
Drawdowns
SC0K.DE vs. ZPRR.DE - Drawdown Comparison
The maximum SC0K.DE drawdown since its inception was -41.13%, roughly equal to the maximum ZPRR.DE drawdown of -41.20%. Use the drawdown chart below to compare losses from any high point for SC0K.DE and ZPRR.DE.
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Drawdown Indicators
| SC0K.DE | ZPRR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.13% | -41.20% | +0.07% |
Max Drawdown (1Y)Largest decline over 1 year | -8.40% | -8.44% | +0.04% |
Max Drawdown (3Y)Largest decline over 3 years | -32.50% | -32.54% | +0.04% |
Max Drawdown (5Y)Largest decline over 5 years | -32.50% | -32.54% | +0.04% |
Max Drawdown (10Y)Largest decline over 10 years | -41.13% | -41.20% | +0.07% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -8.10% | -9.39% | +1.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 2.90% | -0.01% |
Volatility
SC0K.DE vs. ZPRR.DE - Volatility Comparison
Invesco Russell 2000 UCITS ETF (SC0K.DE) and SPDR Russell 2000 US Small Cap UCITS ETF (ZPRR.DE) have volatilities of 5.37% and 5.38%, 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
| SC0K.DE | ZPRR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.37% | 5.38% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 12.22% | 12.26% | -0.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.10% | 18.20% | -0.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.93% | 20.98% | -0.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.60% | 21.60% | 0.00% |
SC0K.DE vs. ZPRR.DE - Expense Ratio Comparison
SC0K.DE has a 0.45% expense ratio, which is higher than ZPRR.DE's 0.30% expense ratio.
Dividends
SC0K.DE vs. ZPRR.DE - Dividend Comparison
Neither SC0K.DE nor ZPRR.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 1.00, SC0K.DE and ZPRR.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, ZPRR.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZPRR.DE is cheaper with a 0.30% expense ratio, compared with 0.45% for SC0K.DE.
Both ETFs track Russell 2000®. They also come from different issuers: Invesco and State Street. Their fees differ too: 0.45% for SC0K.DE and 0.30% for ZPRR.DE.
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