ZPDM.DE vs. ZPRV.DE
ZPDM.DE (State Street SPDR S&P U.S. Materials Select Sector UCITS ETF (Acc)) and ZPRV.DE (SPDR MSCI USA Small Cap Value Weighted UCITS ETF) are both exchange-traded funds - ZPDM.DE is a Materials fund tracking the S&P Materials Select Sector Daily Capped 35/20 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, ZPDM.DE returned 9.03%/yr vs 11.89%/yr for ZPRV.DE. A 0.78 correlation means they provide meaningful diversification when combined. ZPDM.DE charges 0.15%/yr vs 0.30%/yr for ZPRV.DE.
Performance
ZPDM.DE vs. ZPRV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ZPDM.DE achieves a 13.05% return, which is significantly lower than ZPRV.DE's 22.70% return. Over the past 10 years, ZPDM.DE has underperformed ZPRV.DE with an annualized return of 9.03%, while ZPRV.DE has yielded a comparatively higher 11.89% annualized return.
ZPDM.DE
- 1D
- 0.50%
- 1M
- -2.06%
- 6M
- 4.76%
- YTD
- 13.05%
- 1Y
- 18.63%
- 3Y*
- 7.66%
- 5Y*
- 6.76%
- 10Y*
- 9.03%
ZPRV.DE
- 1D
- 1.22%
- 1M
- 4.60%
- 6M
- 14.54%
- YTD
- 22.70%
- 1Y
- 40.53%
- 3Y*
- 17.60%
- 5Y*
- 12.77%
- 10Y*
- 11.89%
ZPDM.DE vs. ZPRV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ZPDM.DE State Street SPDR S&P U.S. Materials Select Sector UCITS ETF (Acc) | 13.05% | -1.09% | 5.46% | 8.56% | -7.02% | 39.56% | 8.20% | 25.61% | -11.15% | 8.19% |
ZPRV.DE SPDR MSCI USA Small Cap Value Weighted UCITS ETF | 22.70% | 2.99% | 14.07% | 19.11% | -5.40% | 48.22% | -1.86% | 27.40% | -11.77% | -3.75% |
Correlation
The correlation between ZPDM.DE and ZPRV.DE is 0.64, 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 | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Jul 7, 2015 | 0.78 |
The correlation between ZPDM.DE and ZPRV.DE shifts across timeframes, from 0.64 (1 year) to 0.78 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ZPDM.DE vs. ZPRV.DE — Risk / Return Rank
ZPDM.DE
ZPRV.DE
ZPDM.DE vs. ZPRV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street SPDR S&P U.S. Materials Select Sector UCITS ETF (Acc) (ZPDM.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.
| ZPDM.DE | ZPRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.50 | ||
| Sortino ratioReturn per unit of downside risk | -1.97 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.47 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 1.85 | 6.87 | -5.02 |
| Martin ratioReturn relative to average drawdown | 5.48 | 21.76 | -16.28 |
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Drawdowns
ZPDM.DE vs. ZPRV.DE - Drawdown Comparison
The maximum ZPDM.DE drawdown since its inception was -34.87%, smaller than the maximum ZPRV.DE drawdown of -46.04%. Use the drawdown chart below to compare losses from any high point for ZPDM.DE and ZPRV.DE.
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Drawdown Indicators
| ZPDM.DE | ZPRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.87% | -46.04% | +11.17% |
Max Drawdown (1Y)Largest decline over 1 year | -10.01% | -5.87% | -4.14% |
Max Drawdown (3Y)Largest decline over 3 years | -24.39% | -31.14% | +6.75% |
Max Drawdown (5Y)Largest decline over 5 years | -24.39% | -31.14% | +6.75% |
Max Drawdown (10Y)Largest decline over 10 years | -34.87% | -46.04% | +11.17% |
Current DrawdownCurrent decline from peak | -3.11% | 0.00% | -3.11% |
Average DrawdownAverage peak-to-trough decline | -7.34% | -9.05% | +1.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.39% | 1.86% | +1.53% |
Volatility
ZPDM.DE vs. ZPRV.DE - Volatility Comparison
State Street SPDR S&P U.S. Materials Select Sector UCITS ETF (Acc) (ZPDM.DE) has a higher volatility of 5.17% compared to SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE) at 3.95%. This indicates that ZPDM.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
| ZPDM.DE | ZPRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.17% | 3.95% | +1.22% |
Volatility (6M)Calculated over the trailing 6-month period | 12.66% | 9.68% | +2.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.08% | 15.49% | +0.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.29% | 20.35% | -3.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.51% | 22.81% | -3.30% |
ZPDM.DE vs. ZPRV.DE - Expense Ratio Comparison
ZPDM.DE has a 0.15% expense ratio, which is lower than ZPRV.DE's 0.30% expense ratio.
Dividends
ZPDM.DE vs. ZPRV.DE - Dividend Comparison
Neither ZPDM.DE nor ZPRV.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPDM.DE and ZPRV.DE have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ZPDM.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZPDM.DE is cheaper with a 0.15% expense ratio, compared with 0.30% for ZPRV.DE.
ZPDM.DE is categorized as Materials, while ZPRV.DE is Small Cap Value Equities. ZPDM.DE tracks S&P Materials Select Sector Daily Capped 35/20 Index, while ZPRV.DE tracks MSCI USA Small Cap Value Weighted Index. Their fees differ too: 0.15% for ZPDM.DE and 0.30% for ZPRV.DE.
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