ZPDH.DE vs. ZPRV.DE
ZPDH.DE (SPDR S&P US Health Care Select Sector UCITS ETF) and ZPRV.DE (SPDR MSCI USA Small Cap Value Weighted UCITS ETF) are both exchange-traded funds - ZPDH.DE is a Health & Biotech Equities fund tracking the S&P Health Care 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, ZPDH.DE returned 8.92%/yr vs 11.63%/yr for ZPRV.DE. At a 0.46 correlation, their price movements are largely independent. ZPDH.DE charges 0.15%/yr vs 0.30%/yr for ZPRV.DE.
Performance
ZPDH.DE vs. ZPRV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ZPDH.DE achieves a -1.12% return, which is significantly lower than ZPRV.DE's 14.58% return. Over the past 10 years, ZPDH.DE has underperformed ZPRV.DE with an annualized return of 8.92%, while ZPRV.DE has yielded a comparatively higher 11.63% annualized return.
ZPDH.DE
- 1D
- 2.83%
- 1M
- 5.47%
- YTD
- -1.12%
- 6M
- -0.34%
- 1Y
- 13.29%
- 3Y*
- 3.67%
- 5Y*
- 6.73%
- 10Y*
- 8.92%
ZPRV.DE
- 1D
- 0.77%
- 1M
- 1.69%
- YTD
- 14.58%
- 6M
- 14.04%
- 1Y
- 34.68%
- 3Y*
- 16.57%
- 5Y*
- 10.67%
- 10Y*
- 11.63%
ZPDH.DE vs. ZPRV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ZPDH.DE SPDR S&P US Health Care Select Sector UCITS ETF | -1.12% | 1.73% | 8.46% | -1.73% | 3.31% | 37.77% | 1.69% | 24.37% | 9.07% | 6.98% |
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 ZPDH.DE and ZPRV.DE is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Jul 9, 2015 | 0.46 |
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Return for Risk
ZPDH.DE vs. ZPRV.DE — Risk / Return Rank
ZPDH.DE
ZPRV.DE
ZPDH.DE vs. ZPRV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P US Health Care Select Sector UCITS ETF (ZPDH.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.
| ZPDH.DE | ZPRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.29 | ||
| Sortino ratioReturn per unit of downside risk | -1.56 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.38 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.21 | 5.84 | -4.63 |
| Martin ratioReturn relative to average drawdown | 2.95 | 17.49 | -14.54 |
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
| ZPDH.DE | ZPRV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.89 | 2.17 | -1.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.52 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.53 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.47 | -0.01 |
Drawdowns
ZPDH.DE vs. ZPRV.DE - Drawdown Comparison
The maximum ZPDH.DE drawdown since its inception was -26.61%, smaller than the maximum ZPRV.DE drawdown of -46.04%. Use the drawdown chart below to compare losses from any high point for ZPDH.DE and ZPRV.DE.
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Drawdown Indicators
| ZPDH.DE | ZPRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.61% | -46.04% | +19.43% |
Max Drawdown (1Y)Largest decline over 1 year | -10.77% | -5.87% | -4.90% |
Max Drawdown (3Y)Largest decline over 3 years | -22.64% | -31.14% | +8.50% |
Max Drawdown (5Y)Largest decline over 5 years | -22.64% | -31.14% | +8.50% |
Max Drawdown (10Y)Largest decline over 10 years | -26.61% | -46.04% | +19.43% |
Current DrawdownCurrent decline from peak | -7.28% | 0.00% | -7.28% |
Average DrawdownAverage peak-to-trough decline | -5.80% | -8.34% | +2.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.41% | 1.96% | +2.45% |
Volatility
ZPDH.DE vs. ZPRV.DE - Volatility Comparison
SPDR S&P US Health Care Select Sector UCITS ETF (ZPDH.DE) has a higher volatility of 5.13% compared to SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE) at 3.39%. This indicates that ZPDH.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
| ZPDH.DE | ZPRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.13% | 3.39% | +1.74% |
Volatility (6M)Calculated over the trailing 6-month period | 10.16% | 9.42% | +0.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.63% | 15.78% | -1.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.47% | 20.38% | -5.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.77% | 22.56% | -6.79% |
ZPDH.DE vs. ZPRV.DE - Expense Ratio Comparison
ZPDH.DE has a 0.15% expense ratio, which is lower than ZPRV.DE's 0.30% expense ratio.
Dividends
ZPDH.DE vs. ZPRV.DE - Dividend Comparison
Neither ZPDH.DE nor ZPRV.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPDH.DE and ZPRV.DE have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ZPDH.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZPDH.DE is cheaper with a 0.15% expense ratio, compared with 0.30% for ZPRV.DE.
ZPDH.DE is categorized as Health & Biotech Equities, while ZPRV.DE is Small Cap Value Equities. ZPDH.DE tracks S&P Health Care Select Sector, while ZPRV.DE tracks MSCI USA Small Cap Value Weighted Index. Their fees differ too: 0.15% for ZPDH.DE and 0.30% for ZPRV.DE.
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