ZPRP.DE vs. ZPRV.DE
ZPRP.DE (SPDR FTSE EPRA Europe ex UK Real Estate UCITS ETF) and ZPRV.DE (SPDR MSCI USA Small Cap Value Weighted UCITS ETF) are both exchange-traded funds - ZPRP.DE is a REIT fund tracking the FTSE EPRA/NAREIT Developed Europe ex UK, 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, ZPRP.DE returned 0.99%/yr vs 11.63%/yr for ZPRV.DE. At a 0.37 correlation, their price movements are largely independent. Both charge a 0.30% expense ratio.
Performance
ZPRP.DE vs. ZPRV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ZPRP.DE achieves a -0.81% return, which is significantly lower than ZPRV.DE's 14.58% return. Over the past 10 years, ZPRP.DE has underperformed ZPRV.DE with an annualized return of 0.99%, while ZPRV.DE has yielded a comparatively higher 11.63% annualized return.
ZPRP.DE
- 1D
- 0.56%
- 1M
- -1.34%
- YTD
- -0.81%
- 6M
- -0.50%
- 1Y
- -2.34%
- 3Y*
- 9.93%
- 5Y*
- -4.33%
- 10Y*
- 0.99%
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%
ZPRP.DE vs. ZPRV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ZPRP.DE SPDR FTSE EPRA Europe ex UK Real Estate UCITS ETF | -0.81% | 6.98% | -2.34% | 19.03% | -36.37% | 10.87% | -6.56% | 26.91% | -5.98% | 14.94% |
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 ZPRP.DE and ZPRV.DE is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Aug 12, 2015 | 0.37 |
The correlation between ZPRP.DE and ZPRV.DE shifts across timeframes, from 0.32 (1 year) to 0.42 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
ZPRP.DE vs. ZPRV.DE — Risk / Return Rank
ZPRP.DE
ZPRV.DE
ZPRP.DE vs. ZPRV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR FTSE EPRA Europe ex UK Real Estate UCITS ETF (ZPRP.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.
| ZPRP.DE | ZPRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.33 | ||
| Sortino ratioReturn per unit of downside risk | -3.08 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.38 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | -0.15 | 5.84 | -5.99 |
| Martin ratioReturn relative to average drawdown | -0.41 | 17.49 | -17.89 |
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
| ZPRP.DE | ZPRV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.15 | 2.17 | -2.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.19 | 0.52 | -0.71 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.05 | 0.53 | -0.48 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | 0.47 | -0.39 |
Drawdowns
ZPRP.DE vs. ZPRV.DE - Drawdown Comparison
The maximum ZPRP.DE drawdown since its inception was -48.69%, 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 ZPRP.DE and ZPRV.DE.
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Drawdown Indicators
| ZPRP.DE | ZPRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.69% | -46.04% | -2.65% |
Max Drawdown (1Y)Largest decline over 1 year | -15.29% | -5.87% | -9.42% |
Max Drawdown (3Y)Largest decline over 3 years | -19.80% | -31.14% | +11.34% |
Max Drawdown (5Y)Largest decline over 5 years | -48.69% | -31.14% | -17.55% |
Max Drawdown (10Y)Largest decline over 10 years | -48.69% | -46.04% | -2.65% |
Current DrawdownCurrent decline from peak | -26.29% | 0.00% | -26.29% |
Average DrawdownAverage peak-to-trough decline | -16.81% | -8.34% | -8.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.75% | 1.96% | +3.79% |
Volatility
ZPRP.DE vs. ZPRV.DE - Volatility Comparison
SPDR FTSE EPRA Europe ex UK Real Estate UCITS ETF (ZPRP.DE) has a higher volatility of 5.34% compared to SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE) at 3.39%. This indicates that ZPRP.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
| ZPRP.DE | ZPRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.34% | 3.39% | +1.95% |
Volatility (6M)Calculated over the trailing 6-month period | 13.00% | 9.42% | +3.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.30% | 15.78% | -0.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.12% | 20.38% | +1.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.77% | 22.56% | -2.79% |
ZPRP.DE vs. ZPRV.DE - Expense Ratio Comparison
Both ZPRP.DE and ZPRV.DE have an expense ratio of 0.30%.
Dividends
ZPRP.DE vs. ZPRV.DE - Dividend Comparison
Neither ZPRP.DE nor ZPRV.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPRP.DE and ZPRV.DE have a correlation of 0.32, 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.
ZPRP.DE and ZPRV.DE have the same expense ratio: 0.30% per year.
ZPRP.DE is categorized as REIT, while ZPRV.DE is Small Cap Value Equities. ZPRP.DE tracks FTSE EPRA/NAREIT Developed Europe ex UK, while ZPRV.DE tracks MSCI USA Small Cap Value Weighted Index.
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