ZPRR.DE vs. IUSN.DE
ZPRR.DE (SPDR Russell 2000 US Small Cap UCITS ETF) and IUSN.DE (iShares MSCI World Small Cap UCITS ETF) are both exchange-traded funds - ZPRR.DE is a Small Cap Blend Equities fund tracking the Russell 2000®, while IUSN.DE is a Global Equities fund tracking the MSCI World Small Cap. Both are passively managed. Over the past 5 years, ZPRR.DE returned 7.11%/yr vs 8.07%/yr for IUSN.DE. Their correlation of 0.95 suggests significant overlap in exposure. ZPRR.DE charges 0.30%/yr vs 0.35%/yr for IUSN.DE.
Performance
ZPRR.DE vs. IUSN.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ZPRR.DE achieves a 17.93% return, which is significantly higher than IUSN.DE's 14.82% return.
ZPRR.DE
- 1D
- 0.93%
- 1M
- 4.09%
- YTD
- 17.93%
- 6M
- 16.88%
- 1Y
- 38.46%
- 3Y*
- 15.40%
- 5Y*
- 7.11%
- 10Y*
- 10.37%
IUSN.DE
- 1D
- 0.51%
- 1M
- 3.94%
- YTD
- 14.82%
- 6M
- 15.82%
- 1Y
- 30.05%
- 3Y*
- 14.95%
- 5Y*
- 8.07%
- 10Y*
- —
ZPRR.DE vs. IUSN.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
ZPRR.DE SPDR Russell 2000 US Small Cap UCITS ETF | 17.93% | 1.37% | 15.82% | 14.82% | -16.60% | 25.11% | 8.22% | 28.97% | -7.45% |
IUSN.DE iShares MSCI World Small Cap UCITS ETF | 14.82% | 7.82% | 13.17% | 13.11% | -13.82% | 25.28% | 5.33% | 29.05% | -8.27% |
Correlation
The correlation between ZPRR.DE and IUSN.DE is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Apr 26, 2018 | 0.95 |
The correlation between ZPRR.DE and IUSN.DE has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.
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Return for Risk
ZPRR.DE vs. IUSN.DE — Risk / Return Rank
ZPRR.DE
IUSN.DE
ZPRR.DE vs. IUSN.DE - 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 iShares MSCI World Small Cap UCITS ETF (IUSN.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.
| ZPRR.DE | IUSN.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.39 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 4.53 | 4.20 | +0.33 |
| Martin ratioReturn relative to average drawdown | 13.24 | 15.62 | -2.37 |
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
| ZPRR.DE | IUSN.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.10 | 2.19 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.48 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.53 | -0.05 |
Drawdowns
ZPRR.DE vs. IUSN.DE - Drawdown Comparison
The maximum ZPRR.DE drawdown since its inception was -41.20%, roughly equal to the maximum IUSN.DE drawdown of -40.23%. Use the drawdown chart below to compare losses from any high point for ZPRR.DE and IUSN.DE.
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Drawdown Indicators
| ZPRR.DE | IUSN.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.20% | -40.23% | -0.97% |
Max Drawdown (1Y)Largest decline over 1 year | -8.44% | -7.12% | -1.32% |
Max Drawdown (3Y)Largest decline over 3 years | -32.54% | -24.32% | -8.22% |
Max Drawdown (5Y)Largest decline over 5 years | -32.54% | -24.32% | -8.22% |
Max Drawdown (10Y)Largest decline over 10 years | -41.20% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -9.39% | -7.03% | -2.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 1.92% | +0.98% |
Volatility
ZPRR.DE vs. IUSN.DE - Volatility Comparison
SPDR Russell 2000 US Small Cap UCITS ETF (ZPRR.DE) has a higher volatility of 5.38% compared to iShares MSCI World Small Cap UCITS ETF (IUSN.DE) at 3.46%. This indicates that ZPRR.DE's price experiences larger fluctuations and is considered to be riskier than IUSN.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ZPRR.DE | IUSN.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.38% | 3.46% | +1.92% |
Volatility (6M)Calculated over the trailing 6-month period | 12.26% | 9.56% | +2.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.20% | 13.64% | +4.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.98% | 16.53% | +4.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.60% | 18.31% | +3.29% |
ZPRR.DE vs. IUSN.DE - Expense Ratio Comparison
ZPRR.DE has a 0.30% expense ratio, which is lower than IUSN.DE's 0.35% expense ratio.
Dividends
ZPRR.DE vs. IUSN.DE - Dividend Comparison
Neither ZPRR.DE nor IUSN.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.93, ZPRR.DE and IUSN.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, ZPRR.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZPRR.DE is cheaper with a 0.30% expense ratio, compared with 0.35% for IUSN.DE.
ZPRR.DE is categorized as Small Cap Blend Equities, while IUSN.DE is Global Equities. ZPRR.DE tracks Russell 2000®, while IUSN.DE tracks MSCI World Small Cap. They also come from different issuers: State Street and iShares. Their fees differ too: 0.30% for ZPRR.DE and 0.35% for IUSN.DE.
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