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

Performance

XUTC.DE vs. ZPRV.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI USA Information Technology UCITS ETF 1D (XUTC.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, XUTC.DE achieves a 24.28% return, which is significantly higher than ZPRV.DE's 14.58% return.


XUTC.DE

1D
-2.26%
1M
14.39%
YTD
24.28%
6M
23.11%
1Y
49.23%
3Y*
30.49%
5Y*
24.06%
10Y*

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
XUTC.DE
Xtrackers MSCI USA Information Technology UCITS ETF 1D
24.28%9.83%44.60%52.37%-27.42%44.01%32.64%53.18%3.08%10.00%
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%9.34%

Correlation

The correlation between XUTC.DE and ZPRV.DE is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

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

0.37

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

0.49

Correlation (All Time)
Calculated using the full available price history since Sep 18, 2017

0.51

The correlation between XUTC.DE and ZPRV.DE shifts across timeframes, from 0.33 (1 year) to 0.51 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

XUTC.DE
XUTC.DE Risk / Return Rank: 6363
Overall Rank
XUTC.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
XUTC.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
XUTC.DE Omega Ratio Rank: 6464
Omega Ratio Rank
XUTC.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
XUTC.DE Martin Ratio Rank: 4848
Martin Ratio Rank

ZPRV.DE
ZPRV.DE Risk / Return Rank: 7474
Overall Rank
ZPRV.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
ZPRV.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
ZPRV.DE Omega Ratio Rank: 6464
Omega Ratio Rank
ZPRV.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
ZPRV.DE Martin Ratio Rank: 8585
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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA Information Technology UCITS ETF 1D (XUTC.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.


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

+0.19

Sortino ratioReturn per unit of downside risk

+0.07

Omega ratioGain probability vs. loss probability

1.38

1.38

0.00

Calmar ratioReturn relative to maximum drawdown

3.03

5.84

-2.80

Martin ratioReturn relative to average drawdown

7.84

17.49

-9.65

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

The current XUTC.DE Sharpe Ratio is 2.37, which is comparable to the ZPRV.DE Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of XUTC.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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Sharpe Ratios by Period


XUTC.DEZPRV.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.37

2.17

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.03

0.52

+0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

1.10

0.47

+0.63

Drawdowns

XUTC.DE vs. ZPRV.DE - Drawdown Comparison

The maximum XUTC.DE drawdown since its inception was -31.79%, smaller than the maximum ZPRV.DE drawdown of -46.04%. Use the drawdown chart below to compare losses from any high point for XUTC.DE and ZPRV.DE.


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Drawdown Indicators


XUTC.DEZPRV.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.79%

-46.04%

+14.25%

Max Drawdown (1Y)

Largest decline over 1 year

-16.16%

-5.87%

-10.29%

Max Drawdown (3Y)

Largest decline over 3 years

-30.48%

-31.14%

+0.66%

Max Drawdown (5Y)

Largest decline over 5 years

-30.48%

-31.14%

+0.66%

Max Drawdown (10Y)

Largest decline over 10 years

-46.04%

Current Drawdown

Current decline from peak

-3.00%

0.00%

-3.00%

Average Drawdown

Average peak-to-trough decline

-6.37%

-8.34%

+1.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.26%

1.96%

+4.30%

Volatility

XUTC.DE vs. ZPRV.DE - Volatility Comparison

Xtrackers MSCI USA Information Technology UCITS ETF 1D (XUTC.DE) has a higher volatility of 7.31% compared to SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE) at 3.39%. This indicates that XUTC.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


XUTC.DEZPRV.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.31%

3.39%

+3.92%

Volatility (6M)

Calculated over the trailing 6-month period

15.12%

9.42%

+5.70%

Volatility (1Y)

Calculated over the trailing 1-year period

20.70%

15.78%

+4.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.01%

20.38%

+2.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.97%

22.56%

+0.41%

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

XUTC.DE has a 0.12% expense ratio, which is lower than ZPRV.DE's 0.30% expense ratio.


Dividends

XUTC.DE vs. ZPRV.DE - Dividend Comparison

XUTC.DE's dividend yield for the trailing twelve months is around 0.26%, while ZPRV.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
XUTC.DE
Xtrackers MSCI USA Information Technology UCITS ETF 1D
0.26%0.34%0.36%0.53%1.14%0.51%0.64%0.59%0.58%
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%

Frequently Asked Questions


XUTC.DE and ZPRV.DE have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XUTC.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XUTC.DE is cheaper with a 0.12% expense ratio, compared with 0.30% for ZPRV.DE.

XUTC.DE is categorized as Technology Equities, while ZPRV.DE is Small Cap Value Equities. XUTC.DE tracks MSCI USA Information Technology 20/35 Custom, 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: 0.12% for XUTC.DE and 0.30% for ZPRV.DE.

Portfolio Optimizer

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