SPYC.DE vs. ZPRV.DE
SPYC.DE (SPDR MSCI Europe Consumer Staples UCITS ETF) and ZPRV.DE (SPDR MSCI USA Small Cap Value Weighted UCITS ETF) are both exchange-traded funds - SPYC.DE is a Consumer Staples Equities fund tracking the MSCI Europe Consumer Staples 20/35 Capped, 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 10 years, SPYC.DE returned 2.96%/yr vs 11.63%/yr for ZPRV.DE. At a 0.34 correlation, their price movements are largely independent. SPYC.DE charges 0.18%/yr vs 0.30%/yr for ZPRV.DE.
Performance
SPYC.DE vs. ZPRV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SPYC.DE achieves a -1.74% return, which is significantly lower than ZPRV.DE's 14.58% return. Over the past 10 years, SPYC.DE has underperformed ZPRV.DE with an annualized return of 2.96%, while ZPRV.DE has yielded a comparatively higher 11.63% annualized return.
SPYC.DE
- 1D
- -0.47%
- 1M
- -2.57%
- YTD
- -1.74%
- 6M
- -1.39%
- 1Y
- -4.36%
- 3Y*
- -0.28%
- 5Y*
- 0.74%
- 10Y*
- 2.96%
ZPRV.DE
- 1D
- 0.77%
- 1M
- 1.69%
- YTD
- 14.58%
- 6M
- 14.04%
- 1Y
- 34.68%
- 3Y*
- 16.57%
- 5Y*
- 10.67%
- 10Y*
- 11.63%
SPYC.DE vs. ZPRV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPYC.DE SPDR MSCI Europe Consumer Staples UCITS ETF | -1.74% | 7.08% | -2.32% | 0.74% | -8.67% | 20.59% | -3.72% | 25.93% | -8.92% | 8.62% |
ZPRV.DE SPDR MSCI USA Small Cap Value Weighted UCITS ETF | 14.58% | 2.99% | 14.07% | 19.11% | -5.31% | 48.07% | -1.85% | 27.41% | -11.78% | -3.75% |
Correlation
The correlation between SPYC.DE and ZPRV.DE is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Feb 23, 2015 | 0.34 |
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Return for Risk
SPYC.DE vs. ZPRV.DE — Risk / Return Rank
SPYC.DE
ZPRV.DE
SPYC.DE vs. ZPRV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe Consumer Staples UCITS ETF (SPYC.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.
| SPYC.DE | ZPRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.53 | ||
| Sortino ratioReturn per unit of downside risk | -3.41 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.38 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | 5.84 | -6.21 |
| Martin ratioReturn relative to average drawdown | -0.79 | 17.49 | -18.27 |
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
| SPYC.DE | ZPRV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.36 | 2.17 | -2.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 0.52 | -0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | 0.53 | -0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.47 | -0.15 |
Drawdowns
SPYC.DE vs. ZPRV.DE - Drawdown Comparison
The maximum SPYC.DE drawdown since its inception was -24.80%, smaller than the maximum ZPRV.DE drawdown of -46.04%. Use the drawdown chart below to compare losses from any high point for SPYC.DE and ZPRV.DE.
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Drawdown Indicators
| SPYC.DE | ZPRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.80% | -46.04% | +21.24% |
Max Drawdown (1Y)Largest decline over 1 year | -12.47% | -5.87% | -6.60% |
Max Drawdown (3Y)Largest decline over 3 years | -12.47% | -31.14% | +18.67% |
Max Drawdown (5Y)Largest decline over 5 years | -15.06% | -31.14% | +16.08% |
Max Drawdown (10Y)Largest decline over 10 years | -24.80% | -46.04% | +21.24% |
Current DrawdownCurrent decline from peak | -11.20% | 0.00% | -11.20% |
Average DrawdownAverage peak-to-trough decline | -5.99% | -8.34% | +2.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.89% | 1.96% | +3.93% |
Volatility
SPYC.DE vs. ZPRV.DE - Volatility Comparison
SPDR MSCI Europe Consumer Staples UCITS ETF (SPYC.DE) has a higher volatility of 4.54% compared to SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE) at 3.39%. This indicates that SPYC.DE's price experiences larger fluctuations and is considered to be riskier 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
| SPYC.DE | ZPRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.54% | 3.39% | +1.15% |
Volatility (6M)Calculated over the trailing 6-month period | 10.59% | 9.42% | +1.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.98% | 15.78% | -2.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.45% | 20.38% | -7.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.38% | 22.56% | -9.18% |
SPYC.DE vs. ZPRV.DE - Expense Ratio Comparison
SPYC.DE has a 0.18% expense ratio, which is lower than ZPRV.DE's 0.30% expense ratio.
Dividends
SPYC.DE vs. ZPRV.DE - Dividend Comparison
Neither SPYC.DE nor ZPRV.DE has paid dividends to shareholders.
Frequently Asked Questions
SPYC.DE and ZPRV.DE have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPYC.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPYC.DE is cheaper with a 0.18% expense ratio, compared with 0.30% for ZPRV.DE.
SPYC.DE is categorized as Consumer Staples Equities, while ZPRV.DE is Small Cap Value Equities. SPYC.DE tracks MSCI Europe Consumer Staples 20/35 Capped, while ZPRV.DE tracks MSCI USA Small Cap Value Weighted Index. Their fees differ too: 0.18% for SPYC.DE and 0.30% for ZPRV.DE.
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