ZPDD.DE vs. ZPRV.DE
ZPDD.DE (SPDR S&P US Consumer Discretionary Select Sector UCITS ETF) and ZPRV.DE (SPDR MSCI USA Small Cap Value Weighted UCITS ETF) are both exchange-traded funds - ZPDD.DE is a Consumer Staples Equities fund tracking the S&P Consumer Discretionary Select Sector, 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, ZPDD.DE returned 13.15%/yr vs 11.63%/yr for ZPRV.DE. A 0.65 correlation means they provide meaningful diversification when combined. ZPDD.DE charges 0.15%/yr vs 0.30%/yr for ZPRV.DE.
Performance
ZPDD.DE vs. ZPRV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ZPDD.DE achieves a 0.34% return, which is significantly lower than ZPRV.DE's 14.58% return. Over the past 10 years, ZPDD.DE has outperformed ZPRV.DE with an annualized return of 13.15%, while ZPRV.DE has yielded a comparatively lower 11.63% annualized return.
ZPDD.DE
- 1D
- 0.27%
- 1M
- -0.74%
- YTD
- 0.34%
- 6M
- 1.40%
- 1Y
- 11.32%
- 3Y*
- 13.95%
- 5Y*
- 10.34%
- 10Y*
- 13.15%
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%
ZPDD.DE vs. ZPRV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ZPDD.DE SPDR S&P US Consumer Discretionary Select Sector UCITS ETF | 0.34% | -3.35% | 36.72% | 36.96% | -30.97% | 39.97% | 15.91% | 32.48% | 4.88% | 7.37% |
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% | -3.75% |
Correlation
The correlation between ZPDD.DE and ZPRV.DE is 0.54, 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 | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Jul 9, 2015 | 0.65 |
The correlation between ZPDD.DE and ZPRV.DE shifts across timeframes, from 0.54 (1 year) to 0.68 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
ZPDD.DE vs. ZPRV.DE — Risk / Return Rank
ZPDD.DE
ZPRV.DE
ZPDD.DE vs. ZPRV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P US Consumer Discretionary Select Sector UCITS ETF (ZPDD.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.
| ZPDD.DE | ZPRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.55 | ||
| Sortino ratioReturn per unit of downside risk | -2.00 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.38 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 0.81 | 5.84 | -5.03 |
| Martin ratioReturn relative to average drawdown | 2.25 | 17.49 | -15.24 |
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
| ZPDD.DE | ZPRV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 2.17 | -1.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.52 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.53 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.47 | +0.10 |
Drawdowns
ZPDD.DE vs. ZPRV.DE - Drawdown Comparison
The maximum ZPDD.DE drawdown since its inception was -37.03%, smaller than the maximum ZPRV.DE drawdown of -46.04%. Use the drawdown chart below to compare losses from any high point for ZPDD.DE and ZPRV.DE.
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Drawdown Indicators
| ZPDD.DE | ZPRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.03% | -46.04% | +9.01% |
Max Drawdown (1Y)Largest decline over 1 year | -13.91% | -5.87% | -8.04% |
Max Drawdown (3Y)Largest decline over 3 years | -29.56% | -31.14% | +1.58% |
Max Drawdown (5Y)Largest decline over 5 years | -34.02% | -31.14% | -2.88% |
Max Drawdown (10Y)Largest decline over 10 years | -37.03% | -46.04% | +9.01% |
Current DrawdownCurrent decline from peak | -7.19% | 0.00% | -7.19% |
Average DrawdownAverage peak-to-trough decline | -8.21% | -8.34% | +0.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.03% | 1.96% | +3.07% |
Volatility
ZPDD.DE vs. ZPRV.DE - Volatility Comparison
SPDR S&P US Consumer Discretionary Select Sector UCITS ETF (ZPDD.DE) has a higher volatility of 5.49% compared to SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE) at 3.39%. This indicates that ZPDD.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
| ZPDD.DE | ZPRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.49% | 3.39% | +2.10% |
Volatility (6M)Calculated over the trailing 6-month period | 13.47% | 9.42% | +4.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.17% | 15.78% | +2.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.48% | 20.38% | +1.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.55% | 22.56% | -2.01% |
ZPDD.DE vs. ZPRV.DE - Expense Ratio Comparison
ZPDD.DE has a 0.15% expense ratio, which is lower than ZPRV.DE's 0.30% expense ratio.
Dividends
ZPDD.DE vs. ZPRV.DE - Dividend Comparison
Neither ZPDD.DE nor ZPRV.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPDD.DE and ZPRV.DE have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ZPDD.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZPDD.DE is cheaper with a 0.15% expense ratio, compared with 0.30% for ZPRV.DE.
ZPDD.DE is categorized as Consumer Staples Equities, while ZPRV.DE is Small Cap Value Equities. ZPDD.DE tracks S&P Consumer Discretionary Select Sector, while ZPRV.DE tracks MSCI USA Small Cap Value Weighted Index. Their fees differ too: 0.15% for ZPDD.DE and 0.30% for ZPRV.DE.
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