SPYV.DE vs. ZPRV.DE
SPYV.DE (SPDR S&P Emerging Markets Dividend Aristocrats UCITS ETF (Dist)) and ZPRV.DE (SPDR MSCI USA Small Cap Value Weighted UCITS ETF) are both exchange-traded funds - SPYV.DE is a Emerging Markets Equities fund tracking the S&P Emerging Markets High Yield Dividend Aristocrats, 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, SPYV.DE returned 6.23%/yr vs 11.63%/yr for ZPRV.DE. At a 0.43 correlation, their price movements are largely independent. SPYV.DE charges 0.55%/yr vs 0.30%/yr for ZPRV.DE.
Performance
SPYV.DE vs. ZPRV.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SPYV.DE achieves a 5.71% return, which is significantly lower than ZPRV.DE's 14.58% return. Over the past 10 years, SPYV.DE has underperformed ZPRV.DE with an annualized return of 6.23%, while ZPRV.DE has yielded a comparatively higher 11.63% annualized return.
SPYV.DE
- 1D
- -0.23%
- 1M
- -1.55%
- YTD
- 5.71%
- 6M
- 4.21%
- 1Y
- 10.75%
- 3Y*
- 9.94%
- 5Y*
- 6.00%
- 10Y*
- 6.23%
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%
SPYV.DE vs. ZPRV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPYV.DE SPDR S&P Emerging Markets Dividend Aristocrats UCITS ETF (Dist) | 5.71% | 6.33% | 21.05% | 1.39% | -2.70% | 6.51% | -11.03% | 15.10% | -2.00% | 11.76% |
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 SPYV.DE and ZPRV.DE is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Feb 23, 2015 | 0.43 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SPYV.DE vs. ZPRV.DE — Risk / Return Rank
SPYV.DE
ZPRV.DE
SPYV.DE vs. ZPRV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Emerging Markets Dividend Aristocrats UCITS ETF (Dist) (SPYV.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.
| SPYV.DE | ZPRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.25 | ||
| Sortino ratioReturn per unit of downside risk | -1.59 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.38 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.31 | 5.84 | -4.52 |
| Martin ratioReturn relative to average drawdown | 3.29 | 17.49 | -14.20 |
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 charts...
Sharpe Ratios by Period
| SPYV.DE | ZPRV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | 2.17 | -1.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.52 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | 0.53 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 0.47 | -0.30 |
Drawdowns
SPYV.DE vs. ZPRV.DE - Drawdown Comparison
The maximum SPYV.DE drawdown since its inception was -43.79%, roughly equal to the maximum ZPRV.DE drawdown of -46.04%. Use the drawdown chart below to compare losses from any high point for SPYV.DE and ZPRV.DE.
Loading charts...
Drawdown Indicators
| SPYV.DE | ZPRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.79% | -46.04% | +2.25% |
Max Drawdown (1Y)Largest decline over 1 year | -8.15% | -5.87% | -2.28% |
Max Drawdown (3Y)Largest decline over 3 years | -16.93% | -31.14% | +14.21% |
Max Drawdown (5Y)Largest decline over 5 years | -17.58% | -31.14% | +13.56% |
Max Drawdown (10Y)Largest decline over 10 years | -38.19% | -46.04% | +7.85% |
Current DrawdownCurrent decline from peak | -5.09% | 0.00% | -5.09% |
Average DrawdownAverage peak-to-trough decline | -12.48% | -8.34% | -4.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.26% | 1.96% | +1.30% |
Volatility
SPYV.DE vs. ZPRV.DE - Volatility Comparison
SPDR S&P Emerging Markets Dividend Aristocrats UCITS ETF (Dist) (SPYV.DE) and SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE) have volatilities of 3.51% and 3.39%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SPYV.DE | ZPRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.51% | 3.39% | +0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 8.37% | 9.42% | -1.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.72% | 15.78% | -4.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.03% | 20.38% | -5.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.36% | 22.56% | -5.20% |
SPYV.DE vs. ZPRV.DE - Expense Ratio Comparison
SPYV.DE has a 0.55% expense ratio, which is higher than ZPRV.DE's 0.30% expense ratio.
Dividends
SPYV.DE vs. ZPRV.DE - Dividend Comparison
SPYV.DE's dividend yield for the trailing twelve months is around 3.83%, while ZPRV.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPYV.DE SPDR S&P Emerging Markets Dividend Aristocrats UCITS ETF (Dist) | 3.83% | 3.96% | 4.01% | 4.96% | 4.71% | 3.21% | 3.29% | 3.59% | 3.58% | 2.96% | 4.34% | 5.98% |
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% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SPYV.DE and ZPRV.DE have a correlation of 0.40, 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 0.55% for SPYV.DE.
SPYV.DE is categorized as Emerging Markets Equities, while ZPRV.DE is Small Cap Value Equities. SPYV.DE tracks S&P Emerging Markets High Yield Dividend Aristocrats, while ZPRV.DE tracks MSCI USA Small Cap Value Weighted Index. Their fees differ too: 0.55% for SPYV.DE and 0.30% for ZPRV.DE.
Find the right allocation for SPYV.DE and ZPRV.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer