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SPF2.DE vs. ZPRV.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPF2.DE vs. ZPRV.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR FTSE Global Convertible Bond USD Hedged UCITS ETF (Dist) (SPF2.DE) and SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SPF2.DE is traded in USD, while ZPRV.DE is traded in EUR. To make them comparable, the ZPRV.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SPF2.DE achieves a 18.47% return, which is significantly higher than ZPRV.DE's 13.26% return.


SPF2.DE

1D
-0.10%
1M
5.24%
YTD
18.47%
6M
21.41%
1Y
37.65%
3Y*
20.03%
5Y*
10Y*

ZPRV.DE

1D
0.90%
1M
1.56%
YTD
13.26%
6M
14.32%
1Y
36.73%
3Y*
19.75%
5Y*
9.64%
10Y*
11.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPF2.DE vs. ZPRV.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
SPF2.DE
SPDR FTSE Global Convertible Bond USD Hedged UCITS ETF (Dist)
18.47%23.43%10.05%14.59%-13.22%
ZPRV.DE
SPDR MSCI USA Small Cap Value Weighted UCITS ETF
13.26%16.27%7.55%22.88%-7.41%

Correlation

The correlation between SPF2.DE and ZPRV.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.48

Correlation (3Y)
Calculated over the trailing 3-year period

0.54

Correlation (All Time)
Calculated using the full available price history since Feb 2, 2022

0.62

The correlation between SPF2.DE and ZPRV.DE shifts across timeframes, from 0.48 (1 year) to 0.62 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SPF2.DE vs. ZPRV.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SPF2.DE
SPF2.DE Risk / Return Rank: 9393
Overall Rank
SPF2.DE Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
SPF2.DE Sortino Ratio Rank: 9494
Sortino Ratio Rank
SPF2.DE Omega Ratio Rank: 9494
Omega Ratio Rank
SPF2.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
SPF2.DE Martin Ratio Rank: 9393
Martin Ratio Rank

ZPRV.DE
ZPRV.DE Risk / Return Rank: 7474
Overall Rank
ZPRV.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
ZPRV.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
ZPRV.DE Omega Ratio Rank: 6464
Omega Ratio Rank
ZPRV.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
ZPRV.DE Martin Ratio Rank: 8585
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SPF2.DE vs. ZPRV.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR FTSE Global Convertible Bond USD Hedged UCITS ETF (Dist) (SPF2.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.


SPF2.DEZPRV.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.08

Sortino ratioReturn per unit of downside risk

+1.54

Omega ratioGain probability vs. loss probability

1.68

1.39

+0.29

Calmar ratioReturn relative to maximum drawdown

5.87

4.55

+1.31

Martin ratioReturn relative to average drawdown

25.25

14.36

+10.90

SPF2.DE vs. ZPRV.DE - Sharpe Ratio Comparison

The current SPF2.DE Sharpe Ratio is 3.36, which is higher than the ZPRV.DE Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of SPF2.DE and ZPRV.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SPF2.DEZPRV.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.36

2.29

+1.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

1.12

0.48

+0.64

Drawdowns

SPF2.DE vs. ZPRV.DE - Drawdown Comparison

The maximum SPF2.DE drawdown since its inception was -16.29%, smaller than the maximum ZPRV.DE drawdown of -49.34%. Use the drawdown chart below to compare losses from any high point for SPF2.DE and ZPRV.DE.


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Drawdown Indicators


SPF2.DEZPRV.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.29%

-49.34%

+33.05%

Max Drawdown (1Y)

Largest decline over 1 year

-6.39%

-8.03%

+1.64%

Max Drawdown (3Y)

Largest decline over 3 years

-8.21%

-28.19%

+19.98%

Max Drawdown (5Y)

Largest decline over 5 years

-28.19%

Max Drawdown (10Y)

Largest decline over 10 years

-49.34%

Current Drawdown

Current decline from peak

-0.10%

0.00%

-0.10%

Average Drawdown

Average peak-to-trough decline

-4.68%

-7.83%

+3.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.49%

2.55%

-1.06%

Volatility

SPF2.DE vs. ZPRV.DE - Volatility Comparison

SPDR FTSE Global Convertible Bond USD Hedged UCITS ETF (Dist) (SPF2.DE) and SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE) have volatilities of 4.12% and 3.97%, 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


SPF2.DEZPRV.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.12%

3.97%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

9.23%

9.84%

-0.61%

Volatility (1Y)

Calculated over the trailing 1-year period

11.16%

16.00%

-4.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.14%

21.32%

-11.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.14%

23.02%

-12.88%

SPF2.DE vs. ZPRV.DE - Expense Ratio Comparison

SPF2.DE has a 0.50% expense ratio, which is higher than ZPRV.DE's 0.30% expense ratio.


Dividends

SPF2.DE vs. ZPRV.DE - Dividend Comparison

SPF2.DE's dividend yield for the trailing twelve months is around 0.53%, while ZPRV.DE has not paid dividends to shareholders.


PositionTTM202520242023
SPF2.DE
SPDR FTSE Global Convertible Bond USD Hedged UCITS ETF (Dist)
0.53%0.60%0.43%0.25%
ZPRV.DE
SPDR MSCI USA Small Cap Value Weighted UCITS ETF
0.00%0.00%0.00%0.00%

Frequently Asked Questions


SPF2.DE and ZPRV.DE have a correlation of 0.48, 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 0.50% for SPF2.DE.

SPF2.DE is categorized as Convertible Bonds, while ZPRV.DE is Small Cap Value Equities. SPF2.DE tracks FTSE Qualified Global Convertible Index, while ZPRV.DE tracks MSCI USA Small Cap Value Weighted Index. Their fees differ too: 0.50% for SPF2.DE and 0.30% for ZPRV.DE.

Portfolio Optimizer

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