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ZPRR.DE vs. AVSC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZPRR.DE vs. AVSC - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR Russell 2000 US Small Cap UCITS ETF (ZPRR.DE) and Avantis US Small Cap Equity ETF (AVSC). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ZPRR.DE is traded in EUR, while AVSC is traded in USD. To make them comparable, the AVSC values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, ZPRR.DE achieves a 23.72% return, which is significantly lower than AVSC's 27.75% return.


ZPRR.DE

1D
-0.49%
1M
5.80%
YTD
23.72%
6M
23.07%
1Y
44.71%
3Y*
17.56%
5Y*
7.14%
10Y*
11.31%

AVSC

1D
0.77%
1M
7.39%
YTD
27.75%
6M
25.41%
1Y
47.93%
3Y*
17.78%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZPRR.DE vs. AVSC - Yearly Performance Comparison


2026 (YTD)2025202420232022
ZPRR.DE
SPDR Russell 2000 US Small Cap UCITS ETF
23.72%1.37%15.82%14.84%-13.21%
AVSC
Avantis US Small Cap Equity ETF
27.75%-3.57%14.87%16.09%-6.27%

Correlation

The correlation between ZPRR.DE and AVSC 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

0.66

Correlation (All Time)
Calculated using the full available price history since Jan 13, 2022

0.65

The correlation between ZPRR.DE and AVSC has been stable across timeframes, ranging from 0.64 to 0.66 - a consistent structural relationship.

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Return for Risk

ZPRR.DE vs. AVSC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ZPRR.DE
ZPRR.DE Risk / Return Rank: 8686
Overall Rank
ZPRR.DE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
ZPRR.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
ZPRR.DE Omega Ratio Rank: 7979
Omega Ratio Rank
ZPRR.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
ZPRR.DE Martin Ratio Rank: 8686
Martin Ratio Rank

AVSC
AVSC Risk / Return Rank: 8888
Overall Rank
AVSC Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
AVSC Sortino Ratio Rank: 8888
Sortino Ratio Rank
AVSC Omega Ratio Rank: 8080
Omega Ratio Rank
AVSC Calmar Ratio Rank: 9393
Calmar Ratio Rank
AVSC Martin Ratio Rank: 9090
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ZPRR.DE vs. AVSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Russell 2000 US Small Cap UCITS ETF (ZPRR.DE) and Avantis US Small Cap Equity ETF (AVSC). 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.


ZPRR.DEAVSCDifference
Sharpe ratioReturn per unit of total volatility

-0.28

Sortino ratioReturn per unit of downside risk

-0.34

Omega ratioGain probability vs. loss probability

1.41

1.47

-0.06

Calmar ratioReturn relative to maximum drawdown

5.27

6.94

-1.67

Martin ratioReturn relative to average drawdown

15.63

23.93

-8.30

ZPRR.DE vs. AVSC - Sharpe Ratio Comparison

The current ZPRR.DE Sharpe Ratio is 2.45, which is comparable to the AVSC Sharpe Ratio of 2.73. The chart below compares the historical Sharpe Ratios of ZPRR.DE and AVSC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ZPRR.DE vs. AVSC - Drawdown Comparison

The maximum ZPRR.DE drawdown since its inception was -41.22%, which is greater than AVSC's maximum drawdown of -32.44%. Use the drawdown chart below to compare losses from any high point for ZPRR.DE and AVSC.


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Drawdown Indicators


ZPRR.DEAVSCDifference

Max Drawdown

Largest peak-to-trough decline

-41.22%

-32.44%

-8.78%

Max Drawdown (1Y)

Largest decline over 1 year

-8.44%

-6.94%

-1.50%

Max Drawdown (3Y)

Largest decline over 3 years

-32.54%

-32.44%

-0.10%

Max Drawdown (5Y)

Largest decline over 5 years

-32.54%

Max Drawdown (10Y)

Largest decline over 10 years

-41.22%

Current Drawdown

Current decline from peak

-0.49%

0.00%

-0.49%

Average Drawdown

Average peak-to-trough decline

-9.34%

-8.21%

-1.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.85%

2.01%

+0.84%

Volatility

ZPRR.DE vs. AVSC - Volatility Comparison

SPDR Russell 2000 US Small Cap UCITS ETF (ZPRR.DE) and Avantis US Small Cap Equity ETF (AVSC) have volatilities of 4.11% and 4.05%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZPRR.DEAVSCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.11%

4.05%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

12.52%

11.69%

+0.83%

Volatility (1Y)

Calculated over the trailing 1-year period

18.18%

17.71%

+0.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.01%

21.79%

-0.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.59%

21.79%

-0.20%

ZPRR.DE vs. AVSC - Expense Ratio Comparison

ZPRR.DE has a 0.30% expense ratio, which is higher than AVSC's 0.25% expense ratio.


Dividends

ZPRR.DE vs. AVSC - Dividend Comparison

ZPRR.DE has not paid dividends to shareholders, while AVSC's dividend yield for the trailing twelve months is around 0.93%.


PositionTTM2025202420232022
AVSC
Avantis US Small Cap Equity ETF
0.93%1.16%1.17%1.42%1.10%
ZPRR.DE
SPDR Russell 2000 US Small Cap UCITS ETF
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ZPRR.DE and AVSC 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, AVSC is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AVSC is cheaper with a 0.25% expense ratio, compared with 0.30% for ZPRR.DE.

ZPRR.DE is categorized as Small Cap Blend Equities, while AVSC is Small Cap Value Equities. ZPRR.DE tracks Russell 2000®, while AVSC tracks Russell 2000 Index. They also come from different issuers: State Street and Avantis. Their fees differ too: 0.30% for ZPRR.DE and 0.25% for AVSC.

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