SPYY.L vs. ZPRV.DE
Compare and contrast key facts about IncomeShares S&P500 Options (0DTE) ETP (SPYY.L) and SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE).
SPYY.L 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. SPYY.L is an actively managed fund by Leverage Shares. It was launched on Aug 27, 2024. 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.
Performance
SPYY.L vs. ZPRV.DE - Performance Comparison
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SPYY.L vs. ZPRV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
SPYY.L IncomeShares S&P500 Options (0DTE) ETP | -13.97% | 16.00% | -4.69% |
ZPRV.DE SPDR MSCI USA Small Cap Value Weighted UCITS ETF | 4.08% | 16.27% | 1.18% |
Different Trading Currencies
SPYY.L is traded in USD, while ZPRV.DE is traded in EUR. To make them comparable, the ZPRV.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, SPYY.L achieves a -13.97% return, which is significantly lower than ZPRV.DE's 4.08% return.
SPYY.L
- 1D
- -3.58%
- 1M
- -6.79%
- YTD
- -13.97%
- 6M
- -10.44%
- 1Y
- 1.63%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ZPRV.DE
- 1D
- 1.45%
- 1M
- -2.72%
- YTD
- 4.08%
- 6M
- 8.56%
- 1Y
- 27.84%
- 3Y*
- 16.33%
- 5Y*
- 9.24%
- 10Y*
- 11.52%
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SPYY.L vs. ZPRV.DE - Expense Ratio Comparison
SPYY.L has a 0.45% expense ratio, which is higher than ZPRV.DE's 0.30% expense ratio.
Return for Risk
SPYY.L vs. ZPRV.DE — Risk / Return Rank
SPYY.L
ZPRV.DE
SPYY.L vs. ZPRV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for IncomeShares S&P500 Options (0DTE) ETP (SPYY.L) 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.
| SPYY.L | ZPRV.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.11 | 1.33 | -1.22 |
Sortino ratioReturn per unit of downside risk | 0.23 | 1.83 | -1.60 |
Omega ratioGain probability vs. loss probability | 1.04 | 1.25 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | 0.08 | 2.51 | -2.44 |
Martin ratioReturn relative to average drawdown | 0.32 | 9.61 | -9.29 |
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
| SPYY.L | ZPRV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.11 | 1.33 | -1.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.42 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.52 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.21 | 0.44 | -0.65 |
Correlation
The correlation between SPYY.L and ZPRV.DE is 0.51, 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
SPYY.L vs. ZPRV.DE - Dividend Comparison
SPYY.L's dividend yield for the trailing twelve months is around 61.45%, while ZPRV.DE has not paid dividends to shareholders.
| TTM | 2025 | 2024 | |
|---|---|---|---|
SPYY.L IncomeShares S&P500 Options (0DTE) ETP | 61.45% | 82.07% | 2.84% |
ZPRV.DE SPDR MSCI USA Small Cap Value Weighted UCITS ETF | 0.00% | 0.00% | 0.00% |
Drawdowns
SPYY.L vs. ZPRV.DE - Drawdown Comparison
The maximum SPYY.L drawdown since its inception was -17.71%, smaller than the maximum ZPRV.DE drawdown of -49.34%. Use the drawdown chart below to compare losses from any high point for SPYY.L and ZPRV.DE.
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Drawdown Indicators
| SPYY.L | ZPRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.71% | -46.04% | +28.33% |
Max Drawdown (1Y)Largest decline over 1 year | -14.91% | -16.83% | +1.92% |
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 | -14.91% | -2.88% | -12.03% |
Average DrawdownAverage peak-to-trough decline | -4.46% | -8.47% | +4.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.57% | 2.64% | +0.93% |
Volatility
SPYY.L vs. ZPRV.DE - Volatility Comparison
IncomeShares S&P500 Options (0DTE) ETP (SPYY.L) and SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE) have volatilities of 5.01% and 4.90%, 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.
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Volatility by Period
| SPYY.L | ZPRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.01% | 4.90% | +0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 9.12% | 11.34% | -2.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.02% | 20.89% | -5.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.65% | 21.55% | -6.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.65% | 23.17% | -8.52% |