ZPDE.DE vs. ZPRV.DE
ZPDE.DE (SPDR S&P US Energy Select Sector UCITS ETF) and ZPRV.DE (SPDR MSCI USA Small Cap Value Weighted UCITS ETF) are both exchange-traded funds - ZPDE.DE is a Energy Equities fund tracking the S&P Energy 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, ZPDE.DE returned 9.33%/yr vs 11.63%/yr for ZPRV.DE. A 0.55 correlation means they provide meaningful diversification when combined. ZPDE.DE charges 0.15%/yr vs 0.30%/yr for ZPRV.DE.
Performance
ZPDE.DE vs. ZPRV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ZPDE.DE achieves a 32.72% return, which is significantly higher than ZPRV.DE's 14.58% return. Over the past 10 years, ZPDE.DE has underperformed ZPRV.DE with an annualized return of 9.33%, while ZPRV.DE has yielded a comparatively higher 11.63% annualized return.
ZPDE.DE
- 1D
- -0.53%
- 1M
- -0.30%
- YTD
- 32.72%
- 6M
- 29.61%
- 1Y
- 43.77%
- 3Y*
- 14.16%
- 5Y*
- 21.32%
- 10Y*
- 9.33%
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%
ZPDE.DE vs. ZPRV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ZPDE.DE SPDR S&P US Energy Select Sector UCITS ETF | 32.72% | -2.67% | 9.39% | -2.97% | 71.20% | 66.70% | -38.96% | 13.17% | -14.79% | -13.20% |
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 ZPDE.DE and ZPRV.DE is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Jul 9, 2015 | 0.55 |
Over the past year, the correlation between ZPDE.DE and ZPRV.DE has dropped to 0.20 - well below their long-term average of 0.55, suggesting their price drivers have been diverging.
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Return for Risk
ZPDE.DE vs. ZPRV.DE — Risk / Return Rank
ZPDE.DE
ZPRV.DE
ZPDE.DE vs. ZPRV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P US Energy Select Sector UCITS ETF (ZPDE.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.
| ZPDE.DE | ZPRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.35 | ||
| Sortino ratioReturn per unit of downside risk | -0.69 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.38 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.54 | 5.84 | -3.30 |
| Martin ratioReturn relative to average drawdown | 8.09 | 17.49 | -9.40 |
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
| ZPDE.DE | ZPRV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.83 | 2.17 | -0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.52 | +0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | 0.53 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.47 | -0.21 |
Drawdowns
ZPDE.DE vs. ZPRV.DE - Drawdown Comparison
The maximum ZPDE.DE drawdown since its inception was -65.58%, which is greater than ZPRV.DE's maximum drawdown of -46.04%. Use the drawdown chart below to compare losses from any high point for ZPDE.DE and ZPRV.DE.
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Drawdown Indicators
| ZPDE.DE | ZPRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.58% | -46.04% | -19.54% |
Max Drawdown (1Y)Largest decline over 1 year | -17.16% | -5.87% | -11.29% |
Max Drawdown (3Y)Largest decline over 3 years | -26.97% | -31.14% | +4.17% |
Max Drawdown (5Y)Largest decline over 5 years | -26.97% | -31.14% | +4.17% |
Max Drawdown (10Y)Largest decline over 10 years | -65.58% | -46.04% | -19.54% |
Current DrawdownCurrent decline from peak | -8.87% | 0.00% | -8.87% |
Average DrawdownAverage peak-to-trough decline | -17.28% | -8.34% | -8.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.40% | 1.96% | +3.44% |
Volatility
ZPDE.DE vs. ZPRV.DE - Volatility Comparison
SPDR S&P US Energy Select Sector UCITS ETF (ZPDE.DE) has a higher volatility of 7.53% compared to SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE) at 3.39%. This indicates that ZPDE.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
| ZPDE.DE | ZPRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.53% | 3.39% | +4.14% |
Volatility (6M)Calculated over the trailing 6-month period | 20.35% | 9.42% | +10.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.96% | 15.78% | +8.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.90% | 20.38% | +6.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.89% | 22.56% | +6.33% |
ZPDE.DE vs. ZPRV.DE - Expense Ratio Comparison
ZPDE.DE has a 0.15% expense ratio, which is lower than ZPRV.DE's 0.30% expense ratio.
Dividends
ZPDE.DE vs. ZPRV.DE - Dividend Comparison
Neither ZPDE.DE nor ZPRV.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPDE.DE and ZPRV.DE have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ZPDE.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZPDE.DE is cheaper with a 0.15% expense ratio, compared with 0.30% for ZPRV.DE.
ZPDE.DE is categorized as Energy Equities, while ZPRV.DE is Small Cap Value Equities. ZPDE.DE tracks S&P Energy Select Sector, while ZPRV.DE tracks MSCI USA Small Cap Value Weighted Index. Their fees differ too: 0.15% for ZPDE.DE and 0.30% for ZPRV.DE.
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