XDEM.DE vs. ZPRV.DE
Compare and contrast key facts about Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.DE) and SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE).
XDEM.DE 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. XDEM.DE is a passively managed fund by DWS Investment S.A. (ETF) that tracks the performance of the MSCI ACWI Growth NR USD. It was launched on Sep 5, 2014. 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. Both XDEM.DE and ZPRV.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XDEM.DE or ZPRV.DE.
Performance
XDEM.DE vs. ZPRV.DE - Performance Comparison
Returns By Period
In the year-to-date period, XDEM.DE achieves a 35.96% return, which is significantly higher than ZPRV.DE's 18.39% return.
XDEM.DE
35.96%
1.88%
10.74%
41.38%
13.47%
16.36%
ZPRV.DE
18.39%
4.83%
14.54%
35.56%
14.71%
N/A
Key characteristics
| XDEM.DE | ZPRV.DE | |
|---|---|---|
| Sharpe Ratio | 2.39 | 1.86 |
| Sortino Ratio | 3.05 | 2.80 |
| Omega Ratio | 1.46 | 1.37 |
| Calmar Ratio | 2.77 | 3.39 |
| Martin Ratio | 11.29 | 9.80 |
| Ulcer Index | 3.55% | 3.58% |
| Daily Std Dev | 16.66% | 18.89% |
| Max Drawdown | -30.93% | -46.04% |
| Current Drawdown | -1.65% | -3.00% |
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XDEM.DE vs. ZPRV.DE - Expense Ratio Comparison
XDEM.DE has a 0.25% expense ratio, which is lower than ZPRV.DE's 0.30% expense ratio.
Correlation
The correlation between XDEM.DE and ZPRV.DE is 0.57, 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.
Risk-Adjusted Performance
XDEM.DE vs. ZPRV.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.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.
Dividends
XDEM.DE vs. ZPRV.DE - Dividend Comparison
Neither XDEM.DE nor ZPRV.DE has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
XDEM.DE Xtrackers MSCI World Momentum Factor UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.63% |
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% |
Drawdowns
XDEM.DE vs. ZPRV.DE - Drawdown Comparison
The maximum XDEM.DE drawdown since its inception was -30.93%, smaller than the maximum ZPRV.DE drawdown of -46.04%. Use the drawdown chart below to compare losses from any high point for XDEM.DE and ZPRV.DE. For additional features, visit the drawdowns tool.
Volatility
XDEM.DE vs. ZPRV.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.DE) is 2.96%, while SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE) has a volatility of 6.76%. This indicates that XDEM.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.