SGAS.DE vs. ZPRV.DE
SGAS.DE (iShares MSCI USA ESG Screened UCITS ETF USD (Acc)) and ZPRV.DE (SPDR MSCI USA Small Cap Value Weighted UCITS ETF) are both exchange-traded funds - SGAS.DE is a Large Cap Blend Equities fund tracking the MSCI USA ESG Screened, 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 5 years, SGAS.DE returned 15.10%/yr vs 10.67%/yr for ZPRV.DE. A 0.70 correlation means they provide meaningful diversification when combined. SGAS.DE charges 0.07%/yr vs 0.30%/yr for ZPRV.DE.
Performance
SGAS.DE vs. ZPRV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SGAS.DE achieves a 11.26% return, which is significantly lower than ZPRV.DE's 14.58% return.
SGAS.DE
- 1D
- -0.42%
- 1M
- 5.79%
- YTD
- 11.26%
- 6M
- 11.24%
- 1Y
- 26.36%
- 3Y*
- 20.20%
- 5Y*
- 15.10%
- 10Y*
- —
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%
SGAS.DE vs. ZPRV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SGAS.DE iShares MSCI USA ESG Screened UCITS ETF USD (Acc) | 11.26% | 5.13% | 33.97% | 26.37% | -17.05% | 39.63% | 10.62% | 35.37% | -7.63% |
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% | -12.33% |
Correlation
The correlation between SGAS.DE and ZPRV.DE is 0.57, 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 | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2018 | 0.70 |
The correlation between SGAS.DE and ZPRV.DE shifts across timeframes, from 0.57 (1 year) to 0.70 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SGAS.DE vs. ZPRV.DE — Risk / Return Rank
SGAS.DE
ZPRV.DE
SGAS.DE vs. ZPRV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (SGAS.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.
| SGAS.DE | ZPRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.07 | ||
| Sortino ratioReturn per unit of downside risk | -0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.38 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.08 | 5.84 | -2.76 |
| Martin ratioReturn relative to average drawdown | 10.78 | 17.49 | -6.71 |
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
| SGAS.DE | ZPRV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.11 | 2.17 | -0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.52 | +0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.53 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.92 | 0.47 | +0.45 |
Drawdowns
SGAS.DE vs. ZPRV.DE - Drawdown Comparison
The maximum SGAS.DE drawdown since its inception was -33.55%, smaller than the maximum ZPRV.DE drawdown of -46.04%. Use the drawdown chart below to compare losses from any high point for SGAS.DE and ZPRV.DE.
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Drawdown Indicators
| SGAS.DE | ZPRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.55% | -46.04% | +12.49% |
Max Drawdown (1Y)Largest decline over 1 year | -8.51% | -5.87% | -2.64% |
Max Drawdown (3Y)Largest decline over 3 years | -24.66% | -31.14% | +6.48% |
Max Drawdown (5Y)Largest decline over 5 years | -24.66% | -31.14% | +6.48% |
Max Drawdown (10Y)Largest decline over 10 years | — | -46.04% | — |
Current DrawdownCurrent decline from peak | -0.42% | 0.00% | -0.42% |
Average DrawdownAverage peak-to-trough decline | -4.83% | -8.34% | +3.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 1.96% | +0.48% |
Volatility
SGAS.DE vs. ZPRV.DE - Volatility Comparison
The current volatility for iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (SGAS.DE) is 3.03%, while SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE) has a volatility of 3.39%. This indicates that SGAS.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
| SGAS.DE | ZPRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.03% | 3.39% | -0.36% |
Volatility (6M)Calculated over the trailing 6-month period | 8.33% | 9.42% | -1.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.53% | 15.78% | -3.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.02% | 20.38% | -4.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.61% | 22.56% | -4.95% |
SGAS.DE vs. ZPRV.DE - Expense Ratio Comparison
SGAS.DE has a 0.07% expense ratio, which is lower than ZPRV.DE's 0.30% expense ratio.
Dividends
SGAS.DE vs. ZPRV.DE - Dividend Comparison
Neither SGAS.DE nor ZPRV.DE has paid dividends to shareholders.
Frequently Asked Questions
SGAS.DE and ZPRV.DE have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SGAS.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SGAS.DE is cheaper with a 0.07% expense ratio, compared with 0.30% for ZPRV.DE.
SGAS.DE is categorized as Large Cap Blend Equities, while ZPRV.DE is Small Cap Value Equities. SGAS.DE tracks MSCI USA ESG Screened, while ZPRV.DE tracks MSCI USA Small Cap Value Weighted Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.07% for SGAS.DE and 0.30% for ZPRV.DE.
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