UBUS.DE vs. ZPRV.DE
UBUS.DE (UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis) and ZPRV.DE (SPDR MSCI USA Small Cap Value Weighted UCITS ETF) are both exchange-traded funds - UBUS.DE is a Large Cap Value Equities fund tracking the MSCI USA Prime Value, 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, UBUS.DE returned 11.26%/yr vs 11.63%/yr for ZPRV.DE. A 0.79 correlation means they provide meaningful diversification when combined. UBUS.DE charges 0.25%/yr vs 0.30%/yr for ZPRV.DE.
Performance
UBUS.DE vs. ZPRV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, UBUS.DE achieves a 7.74% return, which is significantly lower than ZPRV.DE's 14.58% return. Both investments have delivered pretty close results over the past 10 years, with UBUS.DE having a 11.26% annualized return and ZPRV.DE not far ahead at 11.63%.
UBUS.DE
- 1D
- 0.62%
- 1M
- 3.91%
- YTD
- 7.74%
- 6M
- 8.30%
- 1Y
- 17.28%
- 3Y*
- 10.15%
- 5Y*
- 8.96%
- 10Y*
- 11.26%
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%
UBUS.DE vs. ZPRV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UBUS.DE UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis | 7.74% | 0.31% | 13.88% | 12.22% | -2.99% | 41.06% | -3.23% | 29.19% | -2.28% | 5.60% |
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 UBUS.DE and ZPRV.DE is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Sep 23, 2015 | 0.79 |
The correlation between UBUS.DE and ZPRV.DE has been stable across timeframes, ranging from 0.79 to 0.83 - a consistent structural relationship.
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Return for Risk
UBUS.DE vs. ZPRV.DE — Risk / Return Rank
UBUS.DE
ZPRV.DE
UBUS.DE vs. ZPRV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis (UBUS.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.
| UBUS.DE | ZPRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.71 | ||
| Sortino ratioReturn per unit of downside risk | -0.86 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.38 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.76 | 5.84 | -3.08 |
| Martin ratioReturn relative to average drawdown | 8.74 | 17.49 | -8.75 |
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
| UBUS.DE | ZPRV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.46 | 2.17 | -0.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.52 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.53 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.47 | +0.20 |
Drawdowns
UBUS.DE vs. ZPRV.DE - Drawdown Comparison
The maximum UBUS.DE drawdown since its inception was -34.63%, smaller than the maximum ZPRV.DE drawdown of -46.04%. Use the drawdown chart below to compare losses from any high point for UBUS.DE and ZPRV.DE.
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Drawdown Indicators
| UBUS.DE | ZPRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.63% | -46.04% | +11.41% |
Max Drawdown (1Y)Largest decline over 1 year | -6.23% | -5.87% | -0.36% |
Max Drawdown (3Y)Largest decline over 3 years | -21.86% | -31.14% | +9.28% |
Max Drawdown (5Y)Largest decline over 5 years | -21.86% | -31.14% | +9.28% |
Max Drawdown (10Y)Largest decline over 10 years | -34.63% | -46.04% | +11.41% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -5.15% | -8.34% | +3.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.97% | 1.96% | +0.01% |
Volatility
UBUS.DE vs. ZPRV.DE - Volatility Comparison
The current volatility for UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis (UBUS.DE) is 2.90%, while SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE) has a volatility of 3.39%. This indicates that UBUS.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.
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Volatility by Period
| UBUS.DE | ZPRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.90% | 3.39% | -0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 7.97% | 9.42% | -1.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.80% | 15.78% | -3.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.73% | 20.38% | -5.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.37% | 22.56% | -6.19% |
UBUS.DE vs. ZPRV.DE - Expense Ratio Comparison
UBUS.DE has a 0.25% expense ratio, which is lower than ZPRV.DE's 0.30% expense ratio.
Dividends
UBUS.DE vs. ZPRV.DE - Dividend Comparison
UBUS.DE's dividend yield for the trailing twelve months is around 0.98%, while ZPRV.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
UBUS.DE UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis | 0.98% | 1.14% | 0.61% | 1.38% | 1.52% | 1.30% | 1.66% | 1.17% | 1.58% | 1.42% | 1.28% |
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% |
Frequently Asked Questions
UBUS.DE and ZPRV.DE have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UBUS.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UBUS.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for ZPRV.DE.
UBUS.DE is categorized as Large Cap Value Equities, while ZPRV.DE is Small Cap Value Equities. UBUS.DE tracks MSCI USA Prime Value, while ZPRV.DE tracks MSCI USA Small Cap Value Weighted Index. They also come from different issuers: UBS and State Street. Their fees differ too: 0.25% for UBUS.DE and 0.30% for ZPRV.DE.
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