XDEW.DE vs. ZPRV.DE
XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) and ZPRV.DE (SPDR MSCI USA Small Cap Value Weighted UCITS ETF) are both exchange-traded funds - XDEW.DE is a S&P 500 fund tracking the S&P 500 Equal Weight 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, XDEW.DE returned 11.46%/yr vs 12.19%/yr for ZPRV.DE. Their correlation of 0.90 suggests significant overlap in exposure. XDEW.DE charges 0.20%/yr vs 0.30%/yr for ZPRV.DE.
Performance
XDEW.DE vs. ZPRV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDEW.DE achieves a 11.42% return, which is significantly lower than ZPRV.DE's 18.05% return. Over the past 10 years, XDEW.DE has underperformed ZPRV.DE with an annualized return of 11.46%, while ZPRV.DE has yielded a comparatively higher 12.19% annualized return.
XDEW.DE
- 1D
- 1.44%
- 1M
- 5.26%
- YTD
- 11.42%
- 6M
- 11.62%
- 1Y
- 20.08%
- 3Y*
- 11.73%
- 5Y*
- 9.29%
- 10Y*
- 11.46%
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%
XDEW.DE vs. ZPRV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDEW.DE Xtrackers S&P 500 Equal Weight UCITS ETF 1C | 11.42% | -0.46% | 18.66% | 10.08% | -6.94% | 41.59% | 1.18% | 31.27% | -4.53% | 4.00% |
ZPRV.DE SPDR MSCI USA Small Cap Value Weighted UCITS ETF | 18.05% | 2.99% | 14.07% | 19.11% | -5.40% | 48.22% | -1.86% | 27.40% | -11.77% | -3.75% |
Correlation
The correlation between XDEW.DE and ZPRV.DE is 0.87, 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 | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Feb 18, 2015 | 0.90 |
The correlation between XDEW.DE and ZPRV.DE has been stable across timeframes, ranging from 0.87 to 0.90 - a consistent structural relationship.
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Return for Risk
XDEW.DE vs. ZPRV.DE — Risk / Return Rank
XDEW.DE
ZPRV.DE
XDEW.DE vs. ZPRV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.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.
| XDEW.DE | ZPRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.55 | ||
| Sortino ratioReturn per unit of downside risk | -0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.42 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.92 | 6.40 | -2.48 |
| Martin ratioReturn relative to average drawdown | 11.96 | 20.02 | -8.06 |
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Drawdowns
XDEW.DE vs. ZPRV.DE - Drawdown Comparison
The maximum XDEW.DE drawdown since its inception was -38.79%, smaller than the maximum ZPRV.DE drawdown of -46.04%. Use the drawdown chart below to compare losses from any high point for XDEW.DE and ZPRV.DE.
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Drawdown Indicators
| XDEW.DE | ZPRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.79% | -46.04% | +7.25% |
Max Drawdown (1Y)Largest decline over 1 year | -5.06% | -5.87% | +0.81% |
Max Drawdown (3Y)Largest decline over 3 years | -22.70% | -31.14% | +8.44% |
Max Drawdown (5Y)Largest decline over 5 years | -22.70% | -31.14% | +8.44% |
Max Drawdown (10Y)Largest decline over 10 years | -38.79% | -46.04% | +7.25% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -5.37% | -9.12% | +3.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.66% | 1.88% | -0.22% |
Volatility
XDEW.DE vs. ZPRV.DE - Volatility Comparison
The current volatility for Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) is 2.32%, while SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE) has a volatility of 3.33%. This indicates that XDEW.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
| XDEW.DE | ZPRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.32% | 3.33% | -1.01% |
Volatility (6M)Calculated over the trailing 6-month period | 6.82% | 9.65% | -2.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.80% | 15.82% | -5.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.90% | 20.38% | -5.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.84% | 22.87% | -6.03% |
XDEW.DE vs. ZPRV.DE - Expense Ratio Comparison
XDEW.DE has a 0.20% expense ratio, which is lower than ZPRV.DE's 0.30% expense ratio.
Dividends
XDEW.DE vs. ZPRV.DE - Dividend Comparison
Neither XDEW.DE nor ZPRV.DE has paid dividends to shareholders.
Frequently Asked Questions
XDEW.DE and ZPRV.DE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDEW.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDEW.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for ZPRV.DE.
XDEW.DE is categorized as S&P 500, while ZPRV.DE is Small Cap Value Equities. XDEW.DE tracks S&P 500 Equal Weight Index, while ZPRV.DE tracks MSCI USA Small Cap Value Weighted Index. They also come from different issuers: Xtrackers and State Street. Their fees differ too: 0.20% for XDEW.DE and 0.30% for ZPRV.DE.
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