SPPS.DE vs. ZPRV.DE
SPPS.DE (SPDR Bloomberg SASB 0-3 Year Euro Corporate ESG UCITS ETF Acc) and ZPRV.DE (SPDR MSCI USA Small Cap Value Weighted UCITS ETF) are both exchange-traded funds - SPPS.DE is a European Corporate Bonds fund tracking the Bloomberg SASB Euro Corporate 0-3 year ESG Ex-Controversies Select, 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 3 years, SPPS.DE returned 3.72%/yr vs 16.57%/yr for ZPRV.DE. At a 0.21 correlation, their price movements are largely independent. SPPS.DE charges 0.12%/yr vs 0.30%/yr for ZPRV.DE.
Performance
SPPS.DE vs. ZPRV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SPPS.DE achieves a 0.69% return, which is significantly lower than ZPRV.DE's 14.58% return.
SPPS.DE
- 1D
- -0.02%
- 1M
- 0.37%
- YTD
- 0.69%
- 6M
- 0.76%
- 1Y
- 2.01%
- 3Y*
- 3.72%
- 5Y*
- —
- 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%
SPPS.DE vs. ZPRV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SPPS.DE SPDR Bloomberg SASB 0-3 Year Euro Corporate ESG UCITS ETF Acc | 0.69% | 2.96% | 4.20% | 4.07% | -1.54% |
ZPRV.DE SPDR MSCI USA Small Cap Value Weighted UCITS ETF | 14.58% | 2.99% | 14.07% | 19.11% | -5.27% |
Correlation
The correlation between SPPS.DE and ZPRV.DE is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since May 5, 2022 | 0.21 |
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Return for Risk
SPPS.DE vs. ZPRV.DE — Risk / Return Rank
SPPS.DE
ZPRV.DE
SPPS.DE vs. ZPRV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg SASB 0-3 Year Euro Corporate ESG UCITS ETF Acc (SPPS.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.
| SPPS.DE | ZPRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.14 | ||
| Sortino ratioReturn per unit of downside risk | -1.53 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.38 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.70 | 5.84 | -4.14 |
| Martin ratioReturn relative to average drawdown | 6.89 | 17.49 | -10.60 |
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
| SPPS.DE | ZPRV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | 2.17 | -1.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.52 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.53 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.10 | 0.47 | +0.63 |
Drawdowns
SPPS.DE vs. ZPRV.DE - Drawdown Comparison
The maximum SPPS.DE drawdown since its inception was -2.70%, smaller than the maximum ZPRV.DE drawdown of -46.04%. Use the drawdown chart below to compare losses from any high point for SPPS.DE and ZPRV.DE.
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Drawdown Indicators
| SPPS.DE | ZPRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2.70% | -46.04% | +43.34% |
Max Drawdown (1Y)Largest decline over 1 year | -1.18% | -5.87% | +4.69% |
Max Drawdown (3Y)Largest decline over 3 years | -1.18% | -31.14% | +29.96% |
Max Drawdown (5Y)Largest decline over 5 years | — | -31.14% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -46.04% | — |
Current DrawdownCurrent decline from peak | -0.23% | 0.00% | -0.23% |
Average DrawdownAverage peak-to-trough decline | -0.44% | -8.34% | +7.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.29% | 1.96% | -1.67% |
Volatility
SPPS.DE vs. ZPRV.DE - Volatility Comparison
The current volatility for SPDR Bloomberg SASB 0-3 Year Euro Corporate ESG UCITS ETF Acc (SPPS.DE) is 1.05%, while SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE) has a volatility of 3.39%. This indicates that SPPS.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
| SPPS.DE | ZPRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.05% | 3.39% | -2.34% |
Volatility (6M)Calculated over the trailing 6-month period | 1.85% | 9.42% | -7.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.94% | 15.78% | -13.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.26% | 20.38% | -18.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.26% | 22.56% | -20.30% |
SPPS.DE vs. ZPRV.DE - Expense Ratio Comparison
SPPS.DE has a 0.12% expense ratio, which is lower than ZPRV.DE's 0.30% expense ratio.
Dividends
SPPS.DE vs. ZPRV.DE - Dividend Comparison
Neither SPPS.DE nor ZPRV.DE has paid dividends to shareholders.
Frequently Asked Questions
SPPS.DE and ZPRV.DE have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPPS.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPPS.DE is cheaper with a 0.12% expense ratio, compared with 0.30% for ZPRV.DE.
SPPS.DE is categorized as European Corporate Bonds, while ZPRV.DE is Small Cap Value Equities. SPPS.DE tracks Bloomberg SASB Euro Corporate 0-3 year ESG Ex-Controversies Select, while ZPRV.DE tracks MSCI USA Small Cap Value Weighted Index. Their fees differ too: 0.12% for SPPS.DE and 0.30% for ZPRV.DE.
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