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VVSM.DE vs. ZPRV.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VVSM.DE vs. ZPRV.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in VanEck Semiconductor UCITS ETF (VVSM.DE) and SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VVSM.DE achieves a 88.80% return, which is significantly higher than ZPRV.DE's 18.05% return.


VVSM.DE

1D
5.78%
1M
14.92%
YTD
88.80%
6M
94.46%
1Y
164.58%
3Y*
55.11%
5Y*
38.39%
10Y*

ZPRV.DE

1D
2.02%
1M
7.15%
YTD
18.05%
6M
16.39%
1Y
38.06%
3Y*
15.98%
5Y*
11.01%
10Y*
12.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VVSM.DE vs. ZPRV.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
VVSM.DE
VanEck Semiconductor UCITS ETF
88.80%33.22%31.47%70.20%-32.79%58.38%-15.76%
ZPRV.DE
SPDR MSCI USA Small Cap Value Weighted UCITS ETF
18.05%2.99%14.07%19.11%-5.40%48.22%2.86%

Correlation

The correlation between VVSM.DE and ZPRV.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.43

Correlation (3Y)
Calculated over the trailing 3-year period

0.44

Correlation (5Y)
Calculated over the trailing 5-year period

0.52

Correlation (All Time)
Calculated using the full available price history since Dec 1, 2020

0.50

The correlation between VVSM.DE and ZPRV.DE has been stable across timeframes, ranging from 0.43 to 0.52 - a consistent structural relationship.

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Return for Risk

VVSM.DE vs. ZPRV.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VVSM.DE
VVSM.DE Risk / Return Rank: 9797
Overall Rank
VVSM.DE Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
VVSM.DE Sortino Ratio Rank: 9696
Sortino Ratio Rank
VVSM.DE Omega Ratio Rank: 9494
Omega Ratio Rank
VVSM.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
VVSM.DE Martin Ratio Rank: 9898
Martin Ratio Rank

ZPRV.DE
ZPRV.DE Risk / Return Rank: 8888
Overall Rank
ZPRV.DE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
ZPRV.DE Sortino Ratio Rank: 8484
Sortino Ratio Rank
ZPRV.DE Omega Ratio Rank: 8282
Omega Ratio Rank
ZPRV.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
ZPRV.DE Martin Ratio Rank: 9292
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VVSM.DE vs. ZPRV.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Semiconductor UCITS ETF (VVSM.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VVSM.DEZPRV.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.43

Sortino ratioReturn per unit of downside risk

+1.66

Omega ratioGain probability vs. loss probability

1.63

1.42

+0.21

Calmar ratioReturn relative to maximum drawdown

13.76

6.40

+7.36

Martin ratioReturn relative to average drawdown

44.81

20.02

+24.79

VVSM.DE vs. ZPRV.DE - Sharpe Ratio Comparison

The current VVSM.DE Sharpe Ratio is 4.82, which is higher than the ZPRV.DE Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of VVSM.DE and ZPRV.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VVSM.DE vs. ZPRV.DE - Drawdown Comparison

The maximum VVSM.DE drawdown since its inception was -37.65%, smaller than the maximum ZPRV.DE drawdown of -46.04%. Use the drawdown chart below to compare losses from any high point for VVSM.DE and ZPRV.DE.


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Drawdown Indicators


VVSM.DEZPRV.DEDifference

Max Drawdown

Largest peak-to-trough decline

-37.65%

-46.04%

+8.39%

Max Drawdown (1Y)

Largest decline over 1 year

-11.65%

-5.87%

-5.78%

Max Drawdown (3Y)

Largest decline over 3 years

-37.52%

-31.14%

-6.38%

Max Drawdown (5Y)

Largest decline over 5 years

-37.65%

-31.14%

-6.51%

Max Drawdown (10Y)

Largest decline over 10 years

-46.04%

Current Drawdown

Current decline from peak

-1.32%

0.00%

-1.32%

Average Drawdown

Average peak-to-trough decline

-10.48%

-9.12%

-1.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.58%

1.88%

+1.70%

Volatility

VVSM.DE vs. ZPRV.DE - Volatility Comparison

VanEck Semiconductor UCITS ETF (VVSM.DE) has a higher volatility of 13.48% compared to SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE) at 3.33%. This indicates that VVSM.DE'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


VVSM.DEZPRV.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.48%

3.33%

+10.15%

Volatility (6M)

Calculated over the trailing 6-month period

26.15%

9.65%

+16.50%

Volatility (1Y)

Calculated over the trailing 1-year period

33.27%

15.82%

+17.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.43%

20.38%

+11.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.86%

22.87%

+8.99%

VVSM.DE vs. ZPRV.DE - Expense Ratio Comparison

VVSM.DE has a 0.35% expense ratio, which is higher than ZPRV.DE's 0.30% expense ratio.


Dividends

VVSM.DE vs. ZPRV.DE - Dividend Comparison

Neither VVSM.DE nor ZPRV.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


VVSM.DE and ZPRV.DE have a correlation of 0.43, 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 0.35% for VVSM.DE.

VVSM.DE is categorized as Semiconductors, while ZPRV.DE is Small Cap Value Equities. VVSM.DE tracks MVIS US Listed Semiconductor 10% Capped ESG Index, while ZPRV.DE tracks MSCI USA Small Cap Value Weighted Index. They also come from different issuers: VanEck and State Street. Their fees differ too: 0.35% for VVSM.DE and 0.30% for ZPRV.DE.

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