SPFV.DE vs. ZPRV.DE
Compare and contrast key facts about SPDR Bloomberg Global Aggregate Bond UCITS ETF USD Hedged (Acc) (SPFV.DE) and SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE).
SPFV.DE and ZPRV.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SPFV.DE is a passively managed fund by State Street that tracks the performance of the Bloomberg Global Aggregate Bond (USD Hedged). It was launched on Oct 9, 2019. ZPRV.DE is a passively managed fund by State Street that tracks the performance of the MSCI USA Small Cap Value Weighted Index. It was launched on Feb 18, 2015. Both SPFV.DE and ZPRV.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SPFV.DE vs. ZPRV.DE - Performance Comparison
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SPFV.DE vs. ZPRV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SPFV.DE SPDR Bloomberg Global Aggregate Bond UCITS ETF USD Hedged (Acc) | 0.16% | 4.94% | 3.07% | 6.63% | -11.27% | -1.48% | 5.19% | -0.09% |
ZPRV.DE SPDR MSCI USA Small Cap Value Weighted UCITS ETF | 3.92% | 16.27% | 7.55% | 22.88% | -10.52% | 36.39% | 7.74% | 9.84% |
Different Trading Currencies
SPFV.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, SPFV.DE achieves a 0.16% return, which is significantly lower than ZPRV.DE's 3.92% return.
SPFV.DE
- 1D
- 0.15%
- 1M
- -0.74%
- YTD
- 0.16%
- 6M
- 0.82%
- 1Y
- 3.60%
- 3Y*
- 3.85%
- 5Y*
- 0.64%
- 10Y*
- —
ZPRV.DE
- 1D
- -13.52%
- 1M
- -1.55%
- YTD
- 3.92%
- 6M
- 8.50%
- 1Y
- 26.77%
- 3Y*
- 16.23%
- 5Y*
- 9.21%
- 10Y*
- 11.51%
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SPFV.DE vs. ZPRV.DE - Expense Ratio Comparison
SPFV.DE has a 0.10% expense ratio, which is lower than ZPRV.DE's 0.30% expense ratio.
Return for Risk
SPFV.DE vs. ZPRV.DE — Risk / Return Rank
SPFV.DE
ZPRV.DE
SPFV.DE vs. ZPRV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg Global Aggregate Bond UCITS ETF USD Hedged (Acc) (SPFV.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.
| SPFV.DE | ZPRV.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.11 | 0.88 | +0.22 |
Sortino ratioReturn per unit of downside risk | 1.54 | 1.42 | +0.13 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.24 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.27 | 2.58 | -1.31 |
Martin ratioReturn relative to average drawdown | 4.21 | 13.00 | -8.79 |
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
| SPFV.DE | ZPRV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 0.88 | +0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | 0.39 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.49 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.43 | -0.20 |
Correlation
The correlation between SPFV.DE and ZPRV.DE is 0.03, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
SPFV.DE vs. ZPRV.DE - Dividend Comparison
Neither SPFV.DE nor ZPRV.DE has paid dividends to shareholders.
Drawdowns
SPFV.DE vs. ZPRV.DE - Drawdown Comparison
The maximum SPFV.DE drawdown since its inception was -15.26%, smaller than the maximum ZPRV.DE drawdown of -49.34%. Use the drawdown chart below to compare losses from any high point for SPFV.DE and ZPRV.DE.
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Drawdown Indicators
| SPFV.DE | ZPRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.26% | -46.04% | +30.78% |
Max Drawdown (1Y)Largest decline over 1 year | -2.35% | -13.13% | +10.78% |
Max Drawdown (5Y)Largest decline over 5 years | -15.09% | -31.14% | +16.05% |
Max Drawdown (10Y)Largest decline over 10 years | — | -46.04% | — |
Current DrawdownCurrent decline from peak | -1.44% | -13.13% | +11.69% |
Average DrawdownAverage peak-to-trough decline | -4.71% | -8.47% | +3.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.71% | 2.42% | -1.71% |
Volatility
SPFV.DE vs. ZPRV.DE - Volatility Comparison
The current volatility for SPDR Bloomberg Global Aggregate Bond UCITS ETF USD Hedged (Acc) (SPFV.DE) is 1.25%, while SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE) has a volatility of 22.46%. This indicates that SPFV.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
| SPFV.DE | ZPRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.25% | 22.46% | -21.21% |
Volatility (6M)Calculated over the trailing 6-month period | 1.89% | 24.28% | -22.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.24% | 30.13% | -26.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.21% | 23.62% | -19.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.03% | 24.20% | -20.17% |