ZPRL.DE vs. ZPRV.DE
ZPRL.DE (SPDR EURO STOXX Low Volatility UCITS ETF) and ZPRV.DE (SPDR MSCI USA Small Cap Value Weighted UCITS ETF) are both exchange-traded funds - ZPRL.DE is a Europe Equities fund tracking the EURO STOXX® Low Risk Weighted 100, 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, ZPRL.DE returned 6.55%/yr vs 11.63%/yr for ZPRV.DE. At a 0.48 correlation, their price movements are largely independent. Both charge a 0.30% expense ratio.
Performance
ZPRL.DE vs. ZPRV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ZPRL.DE achieves a 5.19% return, which is significantly lower than ZPRV.DE's 14.58% return. Over the past 10 years, ZPRL.DE has underperformed ZPRV.DE with an annualized return of 6.55%, while ZPRV.DE has yielded a comparatively higher 11.63% annualized return.
ZPRL.DE
- 1D
- 0.22%
- 1M
- -1.72%
- YTD
- 5.19%
- 6M
- 6.76%
- 1Y
- 5.48%
- 3Y*
- 11.19%
- 5Y*
- 7.05%
- 10Y*
- 6.55%
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%
ZPRL.DE vs. ZPRV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ZPRL.DE SPDR EURO STOXX Low Volatility UCITS ETF | 5.19% | 18.48% | 7.41% | 12.34% | -14.65% | 17.34% | -5.25% | 22.05% | -8.17% | 15.38% |
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 ZPRL.DE and ZPRV.DE is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Feb 23, 2015 | 0.48 |
The correlation between ZPRL.DE and ZPRV.DE has been stable across timeframes, ranging from 0.44 to 0.53 - a consistent structural relationship.
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Return for Risk
ZPRL.DE vs. ZPRV.DE — Risk / Return Rank
ZPRL.DE
ZPRV.DE
ZPRL.DE vs. ZPRV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.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.
| ZPRL.DE | ZPRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.55 | ||
| Sortino ratioReturn per unit of downside risk | -2.08 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.38 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 0.72 | 5.84 | -5.12 |
| Martin ratioReturn relative to average drawdown | 2.02 | 17.49 | -15.47 |
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
| ZPRL.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 | 0.59 | 0.52 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.53 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.47 | +0.06 |
Drawdowns
ZPRL.DE vs. ZPRV.DE - Drawdown Comparison
The maximum ZPRL.DE drawdown since its inception was -35.35%, smaller than the maximum ZPRV.DE drawdown of -46.04%. Use the drawdown chart below to compare losses from any high point for ZPRL.DE and ZPRV.DE.
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Drawdown Indicators
| ZPRL.DE | ZPRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.35% | -46.04% | +10.69% |
Max Drawdown (1Y)Largest decline over 1 year | -7.97% | -5.87% | -2.10% |
Max Drawdown (3Y)Largest decline over 3 years | -9.37% | -31.14% | +21.77% |
Max Drawdown (5Y)Largest decline over 5 years | -23.37% | -31.14% | +7.77% |
Max Drawdown (10Y)Largest decline over 10 years | -35.35% | -46.04% | +10.69% |
Current DrawdownCurrent decline from peak | -3.70% | 0.00% | -3.70% |
Average DrawdownAverage peak-to-trough decline | -5.39% | -8.34% | +2.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.84% | 1.96% | +0.88% |
Volatility
ZPRL.DE vs. ZPRV.DE - Volatility Comparison
The current volatility for SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.DE) is 2.90%, while SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE) has a volatility of 3.39%. This indicates that ZPRL.DE experiences smaller price fluctuations and is considered to be less risky 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
| ZPRL.DE | ZPRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.90% | 3.39% | -0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 7.65% | 9.42% | -1.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.22% | 15.78% | -6.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.89% | 20.38% | -8.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.60% | 22.56% | -8.96% |
ZPRL.DE vs. ZPRV.DE - Expense Ratio Comparison
Both ZPRL.DE and ZPRV.DE have an expense ratio of 0.30%.
Dividends
ZPRL.DE vs. ZPRV.DE - Dividend Comparison
Neither ZPRL.DE nor ZPRV.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPRL.DE and ZPRV.DE have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
ZPRL.DE and ZPRV.DE have the same expense ratio: 0.30% per year.
ZPRL.DE is categorized as Europe Equities, while ZPRV.DE is Small Cap Value Equities. ZPRL.DE tracks EURO STOXX® Low Risk Weighted 100, while ZPRV.DE tracks MSCI USA Small Cap Value Weighted Index.
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