SPPD.DE vs. ZPRV.DE
SPPD.DE (State Street SPDR S&P U.S. Dividend Aristocrats EUR Hdg UCITS ETF (Dist)) and ZPRV.DE (SPDR MSCI USA Small Cap Value Weighted UCITS ETF) are both exchange-traded funds - SPPD.DE is a Dividend fund tracking the S&P High Yield Dividend Aristocrats EUR Dynamic Hedged Index, 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, SPPD.DE returned 4.50%/yr vs 11.51%/yr for ZPRV.DE. A 0.77 correlation means they provide meaningful diversification when combined. SPPD.DE charges 0.40%/yr vs 0.30%/yr for ZPRV.DE.
Performance
SPPD.DE vs. ZPRV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SPPD.DE achieves a 10.52% return, which is significantly lower than ZPRV.DE's 20.36% return.
SPPD.DE
- 1D
- 0.43%
- 1M
- 4.51%
- 6M
- 11.05%
- YTD
- 10.52%
- 1Y
- 11.42%
- 3Y*
- 7.97%
- 5Y*
- 4.50%
- 10Y*
- —
ZPRV.DE
- 1D
- 0.02%
- 1M
- 5.86%
- 6M
- 20.88%
- YTD
- 20.36%
- 1Y
- 34.21%
- 3Y*
- 16.63%
- 5Y*
- 11.51%
- 10Y*
- 12.36%
SPPD.DE vs. ZPRV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SPPD.DE State Street SPDR S&P U.S. Dividend Aristocrats EUR Hdg UCITS ETF (Dist) | 10.52% | 5.92% | 5.78% | -0.99% | -3.82% | 24.32% | -1.64% | 7.24% |
ZPRV.DE SPDR MSCI USA Small Cap Value Weighted UCITS ETF | 20.36% | 2.99% | 14.07% | 19.11% | -5.40% | 48.22% | -1.86% | 12.48% |
Correlation
The correlation between SPPD.DE and ZPRV.DE is 0.61, 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 | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Jun 14, 2019 | 0.77 |
The correlation between SPPD.DE and ZPRV.DE shifts across timeframes, from 0.61 (1 year) to 0.77 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SPPD.DE vs. ZPRV.DE — Risk / Return Rank
SPPD.DE
ZPRV.DE
SPPD.DE vs. ZPRV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street SPDR S&P U.S. Dividend Aristocrats EUR Hdg UCITS ETF (Dist) (SPPD.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.
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.
| SPPD.DE | ZPRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.04 | ||
| Sortino ratioReturn per unit of downside risk | -1.29 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.39 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.54 | 5.80 | -4.26 |
| Martin ratioReturn relative to average drawdown | 3.57 | 18.15 | -14.58 |
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Drawdowns
SPPD.DE vs. ZPRV.DE - Drawdown Comparison
The maximum SPPD.DE drawdown since its inception was -34.00%, smaller than the maximum ZPRV.DE drawdown of -46.04%. Use the drawdown chart below to compare losses from any high point for SPPD.DE and ZPRV.DE.
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Drawdown Indicators
| SPPD.DE | ZPRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.00% | -46.04% | +12.04% |
Max Drawdown (1Y)Largest decline over 1 year | -7.37% | -5.87% | -1.50% |
Max Drawdown (3Y)Largest decline over 3 years | -15.99% | -31.14% | +15.15% |
Max Drawdown (5Y)Largest decline over 5 years | -18.53% | -31.14% | +12.61% |
Max Drawdown (10Y)Largest decline over 10 years | — | -46.04% | — |
Current DrawdownCurrent decline from peak | -0.10% | -1.26% | +1.16% |
Average DrawdownAverage peak-to-trough decline | -6.09% | -9.07% | +2.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.19% | 1.88% | +1.31% |
Volatility
SPPD.DE vs. ZPRV.DE - Volatility Comparison
The current volatility for State Street SPDR S&P U.S. Dividend Aristocrats EUR Hdg UCITS ETF (Dist) (SPPD.DE) is 2.88%, while SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE) has a volatility of 3.44%. This indicates that SPPD.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
| SPPD.DE | ZPRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.88% | 3.44% | -0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 7.16% | 9.54% | -2.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.84% | 15.54% | -5.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.92% | 20.36% | -6.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.04% | 22.82% | -5.78% |
SPPD.DE vs. ZPRV.DE - Expense Ratio Comparison
SPPD.DE has a 0.40% expense ratio, which is higher than ZPRV.DE's 0.30% expense ratio.
Dividends
SPPD.DE vs. ZPRV.DE - Dividend Comparison
SPPD.DE's dividend yield for the trailing twelve months is around 1.98%, while ZPRV.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
SPPD.DE State Street SPDR S&P U.S. Dividend Aristocrats EUR Hdg UCITS ETF (Dist) | 1.98% | 2.11% | 2.01% | 2.22% | 2.16% | 2.15% | 2.31% | 1.00% |
ZPRV.DE SPDR MSCI USA Small Cap Value Weighted UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SPPD.DE and ZPRV.DE have a correlation of 0.61, 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 0.40% for SPPD.DE.
SPPD.DE is categorized as Dividend, while ZPRV.DE is Small Cap Value Equities. SPPD.DE tracks S&P High Yield Dividend Aristocrats EUR Dynamic Hedged Index, while ZPRV.DE tracks MSCI USA Small Cap Value Weighted Index. Their fees differ too: 0.40% for SPPD.DE and 0.30% for ZPRV.DE.
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