ZPRR.DE vs. JPSC.DE
ZPRR.DE (SPDR Russell 2000 US Small Cap UCITS ETF) and JPSC.DE (JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc)) are both Small Cap Blend Equities funds - ZPRR.DE tracks the Russell 2000® while JPSC.DE tracks the Morningstar US Small Cap Target Market Exposure. Both are passively managed. Over the past 3 years, ZPRR.DE returned 15.40%/yr vs 15.99%/yr for JPSC.DE. With a 0.97 correlation, they move nearly in lockstep. ZPRR.DE charges 0.30%/yr vs 0.14%/yr for JPSC.DE.
Performance
ZPRR.DE vs. JPSC.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 JPSC.DE's 16.44% 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%
JPSC.DE
- 1D
- 0.23%
- 1M
- 4.19%
- YTD
- 16.44%
- 6M
- 16.38%
- 1Y
- 31.93%
- 3Y*
- 15.99%
- 5Y*
- —
- 10Y*
- —
ZPRR.DE vs. JPSC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
ZPRR.DE SPDR Russell 2000 US Small Cap UCITS ETF | 17.93% | 1.37% | 15.82% | 14.82% | -15.53% |
JPSC.DE JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc) | 16.44% | 0.02% | 20.04% | 16.16% | -14.38% |
Correlation
The correlation between ZPRR.DE and JPSC.DE is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Aug 18, 2022 | 0.97 |
The correlation between ZPRR.DE and JPSC.DE has been stable across timeframes, ranging from 0.95 to 0.97 - a consistent structural relationship.
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Return for Risk
ZPRR.DE vs. JPSC.DE — Risk / Return Rank
ZPRR.DE
JPSC.DE
ZPRR.DE vs. JPSC.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 JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc) (JPSC.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 | JPSC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.11 | ||
| Sortino ratioReturn per unit of downside risk | +0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.35 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 4.53 | 5.00 | -0.46 |
| Martin ratioReturn relative to average drawdown | 13.24 | 14.78 | -1.54 |
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 | JPSC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.10 | 2.00 | +0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | — | — |
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 | 0.48 | +0.01 |
Drawdowns
ZPRR.DE vs. JPSC.DE - Drawdown Comparison
The maximum ZPRR.DE drawdown since its inception was -41.20%, which is greater than JPSC.DE's maximum drawdown of -30.63%. Use the drawdown chart below to compare losses from any high point for ZPRR.DE and JPSC.DE.
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Drawdown Indicators
| ZPRR.DE | JPSC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.20% | -30.63% | -10.57% |
Max Drawdown (1Y)Largest decline over 1 year | -8.44% | -6.36% | -2.08% |
Max Drawdown (3Y)Largest decline over 3 years | -32.54% | -30.63% | -1.91% |
Max Drawdown (5Y)Largest decline over 5 years | -32.54% | — | — |
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% | -8.19% | -1.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 2.15% | +0.75% |
Volatility
ZPRR.DE vs. JPSC.DE - Volatility Comparison
SPDR Russell 2000 US Small Cap UCITS ETF (ZPRR.DE) has a higher volatility of 5.38% compared to JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc) (JPSC.DE) at 3.96%. This indicates that ZPRR.DE's price experiences larger fluctuations and is considered to be riskier than JPSC.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 | JPSC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.38% | 3.96% | +1.42% |
Volatility (6M)Calculated over the trailing 6-month period | 12.26% | 10.39% | +1.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.20% | 15.90% | +2.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.98% | 18.93% | +2.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.60% | 18.93% | +2.67% |
ZPRR.DE vs. JPSC.DE - Expense Ratio Comparison
ZPRR.DE has a 0.30% expense ratio, which is higher than JPSC.DE's 0.14% expense ratio.
Dividends
ZPRR.DE vs. JPSC.DE - Dividend Comparison
Neither ZPRR.DE nor JPSC.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.95, ZPRR.DE and JPSC.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, JPSC.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JPSC.DE is cheaper with a 0.14% expense ratio, compared with 0.30% for ZPRR.DE.
ZPRR.DE tracks Russell 2000®, while JPSC.DE tracks Morningstar US Small Cap Target Market Exposure. They also come from different issuers: State Street and JPMorgan. Their fees differ too: 0.30% for ZPRR.DE and 0.14% for JPSC.DE.
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