SC0K.DE vs. ZPRV.DE
SC0K.DE (Invesco Russell 2000 UCITS ETF) and ZPRV.DE (SPDR MSCI USA Small Cap Value Weighted UCITS ETF) are both exchange-traded funds - SC0K.DE is a Small Cap Blend Equities fund tracking the Russell 2000®, 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, SC0K.DE returned 10.39%/yr vs 11.63%/yr for ZPRV.DE. Their correlation of 0.86 suggests significant overlap in exposure. SC0K.DE charges 0.45%/yr vs 0.30%/yr for ZPRV.DE.
Performance
SC0K.DE vs. ZPRV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SC0K.DE achieves a 17.93% return, which is significantly higher than ZPRV.DE's 14.58% return. Over the past 10 years, SC0K.DE has underperformed ZPRV.DE with an annualized return of 10.39%, while ZPRV.DE has yielded a comparatively higher 11.63% annualized return.
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%
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%
SC0K.DE vs. ZPRV.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% |
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 SC0K.DE and ZPRV.DE is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Feb 23, 2015 | 0.86 |
The correlation between SC0K.DE and ZPRV.DE has been stable across timeframes, ranging from 0.86 to 0.94 - a consistent structural relationship.
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Return for Risk
SC0K.DE vs. ZPRV.DE — Risk / Return Rank
SC0K.DE
ZPRV.DE
SC0K.DE vs. ZPRV.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 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.
| SC0K.DE | ZPRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.38 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 4.57 | 5.84 | -1.27 |
| Martin ratioReturn relative to average drawdown | 13.31 | 17.49 | -4.17 |
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 | ZPRV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.12 | 2.17 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.52 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.53 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.47 | +0.17 |
Drawdowns
SC0K.DE vs. ZPRV.DE - Drawdown Comparison
The maximum SC0K.DE drawdown since its inception was -41.13%, smaller than the maximum ZPRV.DE drawdown of -46.04%. Use the drawdown chart below to compare losses from any high point for SC0K.DE and ZPRV.DE.
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Drawdown Indicators
| SC0K.DE | ZPRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.13% | -46.04% | +4.91% |
Max Drawdown (1Y)Largest decline over 1 year | -8.40% | -5.87% | -2.53% |
Max Drawdown (3Y)Largest decline over 3 years | -32.50% | -31.14% | -1.36% |
Max Drawdown (5Y)Largest decline over 5 years | -32.50% | -31.14% | -1.36% |
Max Drawdown (10Y)Largest decline over 10 years | -41.13% | -46.04% | +4.91% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -8.10% | -8.34% | +0.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 1.96% | +0.93% |
Volatility
SC0K.DE vs. ZPRV.DE - Volatility Comparison
Invesco Russell 2000 UCITS ETF (SC0K.DE) has a higher volatility of 5.37% compared to SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE) at 3.39%. This indicates that SC0K.DE's price experiences larger fluctuations and is considered to be riskier 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
| SC0K.DE | ZPRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.37% | 3.39% | +1.98% |
Volatility (6M)Calculated over the trailing 6-month period | 12.22% | 9.42% | +2.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.10% | 15.78% | +2.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.93% | 20.38% | +0.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.60% | 22.56% | -0.96% |
SC0K.DE vs. ZPRV.DE - Expense Ratio Comparison
SC0K.DE has a 0.45% expense ratio, which is higher than ZPRV.DE's 0.30% expense ratio.
Dividends
SC0K.DE vs. ZPRV.DE - Dividend Comparison
Neither SC0K.DE nor ZPRV.DE has paid dividends to shareholders.
Frequently Asked Questions
SC0K.DE and ZPRV.DE have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ZPRV.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZPRV.DE is cheaper with a 0.30% expense ratio, compared with 0.45% for SC0K.DE.
SC0K.DE is categorized as Small Cap Blend Equities, while ZPRV.DE is Small Cap Value Equities. SC0K.DE tracks Russell 2000®, 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: 0.45% for SC0K.DE and 0.30% for ZPRV.DE.
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