VT vs. ZPRV.DE
VT (Vanguard Total World Stock ETF) and ZPRV.DE (SPDR MSCI USA Small Cap Value Weighted UCITS ETF) are both exchange-traded funds - VT is a Global Equities fund tracking the FTSE Global All Cap Index, 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, VT returned 12.30%/yr vs 11.88%/yr for ZPRV.DE. At a 0.49 correlation, their price movements are largely independent. VT charges 0.06%/yr vs 0.30%/yr for ZPRV.DE.
Performance
VT vs. ZPRV.DE - Performance Comparison
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Different Trading Currencies
VT 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, VT achieves a 9.20% return, which is significantly lower than ZPRV.DE's 13.25% return. Both investments have delivered pretty close results over the past 10 years, with VT having a 12.30% annualized return and ZPRV.DE not far behind at 11.88%.
VT
- 1D
- -3.07%
- 1M
- -0.89%
- YTD
- 9.20%
- 6M
- 9.69%
- 1Y
- 25.79%
- 3Y*
- 19.73%
- 5Y*
- 10.38%
- 10Y*
- 12.30%
ZPRV.DE
- 1D
- 0.88%
- 1M
- 0.50%
- YTD
- 13.25%
- 6M
- 13.72%
- 1Y
- 36.64%
- 3Y*
- 19.74%
- 5Y*
- 9.64%
- 10Y*
- 11.88%
VT vs. ZPRV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VT Vanguard Total World Stock ETF | 9.20% | 22.43% | 16.49% | 22.02% | -18.00% | 18.27% | 16.59% | 26.81% | -9.76% | 24.50% |
ZPRV.DE SPDR MSCI USA Small Cap Value Weighted UCITS ETF | 13.25% | 16.27% | 7.55% | 22.88% | -10.52% | 36.39% | 7.74% | 24.72% | -15.93% | 9.86% |
Correlation
The correlation between VT and ZPRV.DE is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Feb 23, 2015 | 0.49 |
The correlation between VT and ZPRV.DE has been stable across timeframes, ranging from 0.49 to 0.59 - a consistent structural relationship.
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Return for Risk
VT vs. ZPRV.DE — Risk / Return Rank
VT
ZPRV.DE
VT vs. ZPRV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total World Stock ETF (VT) 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.
| VT | ZPRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.30 | ||
| Sortino ratioReturn per unit of downside risk | -0.58 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.39 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.68 | 4.55 | -1.87 |
| Martin ratioReturn relative to average drawdown | 11.87 | 14.35 | -2.48 |
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
| VT | ZPRV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.98 | 2.28 | -0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.45 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.53 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.48 | -0.05 |
Drawdowns
VT vs. ZPRV.DE - Drawdown Comparison
The maximum VT drawdown since its inception was -50.27%, roughly equal to the maximum ZPRV.DE drawdown of -49.34%. Use the drawdown chart below to compare losses from any high point for VT and ZPRV.DE.
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Drawdown Indicators
| VT | ZPRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.27% | -49.34% | -0.93% |
Max Drawdown (1Y)Largest decline over 1 year | -9.67% | -8.03% | -1.64% |
Max Drawdown (3Y)Largest decline over 3 years | -16.51% | -28.19% | +11.68% |
Max Drawdown (5Y)Largest decline over 5 years | -26.38% | -28.19% | +1.81% |
Max Drawdown (10Y)Largest decline over 10 years | -34.24% | -49.34% | +15.10% |
Current DrawdownCurrent decline from peak | -3.56% | 0.00% | -3.56% |
Average DrawdownAverage peak-to-trough decline | -7.02% | -7.83% | +0.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.18% | 2.55% | -0.37% |
Volatility
VT vs. ZPRV.DE - Volatility Comparison
Vanguard Total World Stock ETF (VT) has a higher volatility of 4.60% compared to SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE) at 3.97%. This indicates that VT'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
| VT | ZPRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.60% | 3.97% | +0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 10.66% | 9.84% | +0.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.09% | 16.00% | -2.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.10% | 21.32% | -5.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.26% | 23.02% | -5.76% |
VT vs. ZPRV.DE - Expense Ratio Comparison
VT has a 0.06% expense ratio, which is lower than ZPRV.DE's 0.30% expense ratio.
Dividends
VT vs. ZPRV.DE - Dividend Comparison
VT's dividend yield for the trailing twelve months is around 1.64%, while ZPRV.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VT Vanguard Total World Stock ETF | 1.64% | 1.82% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% |
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
VT and ZPRV.DE have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VT is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VT is cheaper with a 0.06% expense ratio, compared with 0.30% for ZPRV.DE.
VT is categorized as Global Equities, while ZPRV.DE is Small Cap Value Equities. VT tracks FTSE Global All Cap Index, while ZPRV.DE tracks MSCI USA Small Cap Value Weighted Index. They also come from different issuers: Vanguard and State Street. Their fees differ too: 0.06% for VT and 0.30% for ZPRV.DE.
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