SGAS.DE vs. ZPRX.DE
SGAS.DE (iShares MSCI USA ESG Screened UCITS ETF USD (Acc)) and ZPRX.DE (SPDR MSCI Europe 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 ZPRX.DE is a Europe Equities fund tracking the MSCI Europe Small Cap Value Weighted. Both are passively managed. Over the past 5 years, SGAS.DE returned 14.75%/yr vs 8.17%/yr for ZPRX.DE. A 0.60 correlation means they provide meaningful diversification when combined. SGAS.DE charges 0.07%/yr vs 0.30%/yr for ZPRX.DE.
Performance
SGAS.DE vs. ZPRX.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SGAS.DE achieves a 11.05% return, which is significantly higher than ZPRX.DE's 8.58% return.
SGAS.DE
- 1D
- 1.65%
- 1M
- 2.18%
- YTD
- 11.05%
- 6M
- 12.43%
- 1Y
- 27.18%
- 3Y*
- 19.46%
- 5Y*
- 14.75%
- 10Y*
- —
ZPRX.DE
- 1D
- 0.45%
- 1M
- 3.87%
- YTD
- 8.58%
- 6M
- 11.26%
- 1Y
- 19.08%
- 3Y*
- 14.83%
- 5Y*
- 8.17%
- 10Y*
- 8.79%
SGAS.DE vs. ZPRX.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) | 11.05% | 5.16% | 33.87% | 26.35% | -17.03% | 39.63% | 10.63% | 35.35% | -20.64% |
ZPRX.DE SPDR MSCI Europe Small Cap Value Weighted UCITS ETF | 8.58% | 26.81% | 4.29% | 15.26% | -13.51% | 27.59% | -3.52% | 28.99% | -11.81% |
Correlation
The correlation between SGAS.DE and ZPRX.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 | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2018 | 0.60 |
The correlation between SGAS.DE and ZPRX.DE shifts across timeframes, from 0.48 (3 years) to 0.60 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SGAS.DE vs. ZPRX.DE — Risk / Return Rank
SGAS.DE
ZPRX.DE
SGAS.DE vs. ZPRX.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 Europe Small Cap Value Weighted UCITS ETF (ZPRX.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SGAS.DE | ZPRX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.77 | ||
| Sortino ratioReturn per unit of downside risk | +0.92 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.24 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 3.18 | 1.63 | +1.55 |
| Martin ratioReturn relative to average drawdown | 11.05 | 6.01 | +5.04 |
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Drawdowns
SGAS.DE vs. ZPRX.DE - Drawdown Comparison
The maximum SGAS.DE drawdown since its inception was -33.50%, smaller than the maximum ZPRX.DE drawdown of -43.93%. Use the drawdown chart below to compare losses from any high point for SGAS.DE and ZPRX.DE.
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Drawdown Indicators
| SGAS.DE | ZPRX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.50% | -43.93% | +10.43% |
Max Drawdown (1Y)Largest decline over 1 year | -8.51% | -11.63% | +3.12% |
Max Drawdown (3Y)Largest decline over 3 years | -24.69% | -15.95% | -8.74% |
Max Drawdown (5Y)Largest decline over 5 years | -24.69% | -27.52% | +2.83% |
Max Drawdown (10Y)Largest decline over 10 years | — | -43.93% | — |
Current DrawdownCurrent decline from peak | -0.59% | -0.81% | +0.22% |
Average DrawdownAverage peak-to-trough decline | -5.53% | -7.69% | +2.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.45% | 3.17% | -0.72% |
Volatility
SGAS.DE vs. ZPRX.DE - Volatility Comparison
iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (SGAS.DE) and SPDR MSCI Europe Small Cap Value Weighted UCITS ETF (ZPRX.DE) have volatilities of 3.75% and 3.87%, 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
| SGAS.DE | ZPRX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.75% | 3.87% | -0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 8.87% | 11.49% | -2.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.79% | 14.06% | -1.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.08% | 16.72% | -0.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.24% | 18.09% | +0.15% |
SGAS.DE vs. ZPRX.DE - Expense Ratio Comparison
SGAS.DE has a 0.07% expense ratio, which is lower than ZPRX.DE's 0.30% expense ratio.
Dividends
SGAS.DE vs. ZPRX.DE - Dividend Comparison
Neither SGAS.DE nor ZPRX.DE has paid dividends to shareholders.
Frequently Asked Questions
SGAS.DE and ZPRX.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 ZPRX.DE.
SGAS.DE is categorized as Large Cap Blend Equities, while ZPRX.DE is Europe Equities. SGAS.DE tracks MSCI USA ESG Screened, while ZPRX.DE tracks MSCI Europe Small Cap Value Weighted. They also come from different issuers: iShares and State Street. Their fees differ too: 0.07% for SGAS.DE and 0.30% for ZPRX.DE.
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