SPYR.DE vs. ZPRV.DE
Compare and contrast key facts about SPDR MSCI Europe Consumer Discretionary UCITS ETF (SPYR.DE) and SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE).
SPYR.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. SPYR.DE is a passively managed fund by State Street that tracks the performance of the MSCI Europe Consumer Discretionary 20/35 Capped. It was launched on Dec 5, 2014. 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 SPYR.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
SPYR.DE vs. ZPRV.DE - Performance Comparison
Loading graphics...
SPYR.DE vs. ZPRV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPYR.DE SPDR MSCI Europe Consumer Discretionary UCITS ETF | -16.29% | 2.47% | 3.29% | 15.35% | -15.95% | 21.86% | 5.93% | 35.34% | -15.45% | 10.29% |
ZPRV.DE SPDR MSCI USA Small Cap Value Weighted UCITS ETF | 5.81% | 2.99% | 14.07% | 19.11% | -5.31% | 48.07% | -1.85% | 27.41% | -11.78% | -3.75% |
Returns By Period
In the year-to-date period, SPYR.DE achieves a -16.29% return, which is significantly lower than ZPRV.DE's 5.81% return. Over the past 10 years, SPYR.DE has underperformed ZPRV.DE with an annualized return of 4.27%, while ZPRV.DE has yielded a comparatively higher 11.31% annualized return.
SPYR.DE
- 1D
- -0.42%
- 1M
- -3.80%
- YTD
- -16.29%
- 6M
- -14.07%
- 1Y
- -11.37%
- 3Y*
- -4.70%
- 5Y*
- -1.34%
- 10Y*
- 4.27%
ZPRV.DE
- 1D
- -13.13%
- 1M
- -0.92%
- YTD
- 5.81%
- 6M
- 10.17%
- 1Y
- 19.19%
- 3Y*
- 14.03%
- 5Y*
- 9.66%
- 10Y*
- 11.31%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SPYR.DE vs. ZPRV.DE - Expense Ratio Comparison
SPYR.DE has a 0.18% expense ratio, which is lower than ZPRV.DE's 0.30% expense ratio.
Return for Risk
SPYR.DE vs. ZPRV.DE — Risk / Return Rank
SPYR.DE
ZPRV.DE
SPYR.DE vs. ZPRV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe Consumer Discretionary UCITS ETF (SPYR.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.
| SPYR.DE | ZPRV.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.58 | 0.63 | -1.21 |
Sortino ratioReturn per unit of downside risk | -0.70 | 1.08 | -1.78 |
Omega ratioGain probability vs. loss probability | 0.92 | 1.18 | -0.26 |
Calmar ratioReturn relative to maximum drawdown | -0.37 | 2.22 | -2.59 |
Martin ratioReturn relative to average drawdown | -1.05 | 12.06 | -13.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SPYR.DE | ZPRV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.58 | 0.63 | -1.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.06 | 0.42 | -0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.21 | 0.49 | -0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.42 | -0.15 |
Correlation
The correlation between SPYR.DE and ZPRV.DE is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SPYR.DE vs. ZPRV.DE - Dividend Comparison
Neither SPYR.DE nor ZPRV.DE has paid dividends to shareholders.
Drawdowns
SPYR.DE vs. ZPRV.DE - Drawdown Comparison
The maximum SPYR.DE drawdown since its inception was -41.59%, smaller than the maximum ZPRV.DE drawdown of -46.04%. Use the drawdown chart below to compare losses from any high point for SPYR.DE and ZPRV.DE.
Loading graphics...
Drawdown Indicators
| SPYR.DE | ZPRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.59% | -46.04% | +4.45% |
Max Drawdown (1Y)Largest decline over 1 year | -20.59% | -13.13% | -7.46% |
Max Drawdown (5Y)Largest decline over 5 years | -29.92% | -31.14% | +1.22% |
Max Drawdown (10Y)Largest decline over 10 years | -41.59% | -46.04% | +4.45% |
Current DrawdownCurrent decline from peak | -23.56% | -13.13% | -10.43% |
Average DrawdownAverage peak-to-trough decline | -9.18% | -8.47% | -0.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.21% | 2.42% | +4.79% |
Volatility
SPYR.DE vs. ZPRV.DE - Volatility Comparison
The current volatility for SPDR MSCI Europe Consumer Discretionary UCITS ETF (SPYR.DE) is 6.59%, while SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE) has a volatility of 21.89%. This indicates that SPYR.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.
Loading graphics...
Volatility by Period
| SPYR.DE | ZPRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.59% | 21.89% | -15.30% |
Volatility (6M)Calculated over the trailing 6-month period | 13.22% | 23.80% | -10.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.57% | 30.19% | -10.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.71% | 22.69% | -1.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.62% | 23.73% | -3.11% |