SPPS.DE vs. ZPRX.DE
SPPS.DE (SPDR Bloomberg SASB 0-3 Year Euro Corporate ESG UCITS ETF Acc) and ZPRX.DE (SPDR MSCI Europe 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 ZPRX.DE is a Europe Equities fund tracking the MSCI Europe Small Cap Value Weighted. Both are passively managed. Over the past 3 years, SPPS.DE returned 3.72%/yr vs 15.09%/yr for ZPRX.DE. At a 0.25 correlation, their price movements are largely independent. SPPS.DE charges 0.12%/yr vs 0.30%/yr for ZPRX.DE.
Performance
SPPS.DE vs. ZPRX.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 ZPRX.DE's 7.81% return.
SPPS.DE
- 1D
- -0.02%
- 1M
- 0.37%
- YTD
- 0.69%
- 6M
- 0.76%
- 1Y
- 2.01%
- 3Y*
- 3.72%
- 5Y*
- —
- 10Y*
- —
ZPRX.DE
- 1D
- 0.33%
- 1M
- 3.14%
- YTD
- 7.81%
- 6M
- 11.48%
- 1Y
- 17.16%
- 3Y*
- 15.09%
- 5Y*
- 7.77%
- 10Y*
- 8.15%
SPPS.DE vs. ZPRX.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% |
ZPRX.DE SPDR MSCI Europe Small Cap Value Weighted UCITS ETF | 7.81% | 26.81% | 4.28% | 15.28% | -7.71% |
Correlation
The correlation between SPPS.DE and ZPRX.DE is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since May 5, 2022 | 0.25 |
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Return for Risk
SPPS.DE vs. ZPRX.DE — Risk / Return Rank
SPPS.DE
ZPRX.DE
SPPS.DE vs. ZPRX.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 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.
| SPPS.DE | ZPRX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.19 | ||
| Sortino ratioReturn per unit of downside risk | -0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.22 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.70 | 1.47 | +0.23 |
| Martin ratioReturn relative to average drawdown | 6.89 | 5.42 | +1.47 |
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 | ZPRX.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | 1.23 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.46 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.45 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.10 | 0.39 | +0.71 |
Drawdowns
SPPS.DE vs. ZPRX.DE - Drawdown Comparison
The maximum SPPS.DE drawdown since its inception was -2.70%, smaller than the maximum ZPRX.DE drawdown of -43.93%. Use the drawdown chart below to compare losses from any high point for SPPS.DE and ZPRX.DE.
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Drawdown Indicators
| SPPS.DE | ZPRX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2.70% | -43.93% | +41.23% |
Max Drawdown (1Y)Largest decline over 1 year | -1.18% | -11.63% | +10.45% |
Max Drawdown (3Y)Largest decline over 3 years | -1.18% | -15.95% | +14.77% |
Max Drawdown (5Y)Largest decline over 5 years | — | -27.52% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -43.93% | — |
Current DrawdownCurrent decline from peak | -0.23% | -1.51% | +1.28% |
Average DrawdownAverage peak-to-trough decline | -0.44% | -7.71% | +7.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.29% | 3.16% | -2.87% |
Volatility
SPPS.DE vs. ZPRX.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 Europe Small Cap Value Weighted UCITS ETF (ZPRX.DE) has a volatility of 4.17%. This indicates that SPPS.DE experiences smaller price fluctuations and is considered to be less risky than ZPRX.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 | ZPRX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.05% | 4.17% | -3.12% |
Volatility (6M)Calculated over the trailing 6-month period | 1.85% | 11.30% | -9.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.94% | 13.94% | -12.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.26% | 16.69% | -14.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.26% | 18.14% | -15.88% |
SPPS.DE vs. ZPRX.DE - Expense Ratio Comparison
SPPS.DE has a 0.12% expense ratio, which is lower than ZPRX.DE's 0.30% expense ratio.
Dividends
SPPS.DE vs. ZPRX.DE - Dividend Comparison
Neither SPPS.DE nor ZPRX.DE has paid dividends to shareholders.
Frequently Asked Questions
SPPS.DE and ZPRX.DE have a correlation of 0.30, 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 ZPRX.DE.
SPPS.DE is categorized as European Corporate Bonds, while ZPRX.DE is Europe Equities. SPPS.DE tracks Bloomberg SASB Euro Corporate 0-3 year ESG Ex-Controversies Select, while ZPRX.DE tracks MSCI Europe Small Cap Value Weighted. Their fees differ too: 0.12% for SPPS.DE and 0.30% for ZPRX.DE.
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