ZPRR.DE vs. QDVE.DE
ZPRR.DE (SPDR Russell 2000 US Small Cap UCITS ETF) and QDVE.DE (iShares S&P 500 Information Technology Sector UCITS ETF) are both exchange-traded funds - ZPRR.DE is a Small Cap Blend Equities fund tracking the Russell 2000®, while QDVE.DE is a Technology Equities fund tracking the S&P 500 Capped 35/20 Information Technology Index. Both are passively managed. Over the past 10 years, ZPRR.DE returned 10.37%/yr vs 26.04%/yr for QDVE.DE. A 0.64 correlation means they provide meaningful diversification when combined. ZPRR.DE charges 0.30%/yr vs 0.15%/yr for QDVE.DE.
Performance
ZPRR.DE vs. QDVE.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 lower than QDVE.DE's 24.06% return. Over the past 10 years, ZPRR.DE has underperformed QDVE.DE with an annualized return of 10.37%, while QDVE.DE has yielded a comparatively higher 26.04% annualized 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%
QDVE.DE
- 1D
- -2.26%
- 1M
- 13.91%
- YTD
- 24.06%
- 6M
- 23.05%
- 1Y
- 49.27%
- 3Y*
- 30.81%
- 5Y*
- 25.33%
- 10Y*
- 26.04%
ZPRR.DE vs. QDVE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | -8.99% | 0.49% |
QDVE.DE iShares S&P 500 Information Technology Sector UCITS ETF | 24.06% | 9.99% | 46.12% | 54.14% | -25.83% | 46.77% | 29.69% | 53.86% | 3.04% | 21.00% |
Correlation
The correlation between ZPRR.DE and QDVE.DE is 0.56, 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 | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2015 | 0.64 |
The correlation between ZPRR.DE and QDVE.DE shifts across timeframes, from 0.51 (3 years) to 0.64 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ZPRR.DE vs. QDVE.DE — Risk / Return Rank
ZPRR.DE
QDVE.DE
ZPRR.DE vs. QDVE.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 S&P 500 Information Technology Sector UCITS ETF (QDVE.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 | QDVE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.30 | ||
| Sortino ratioReturn per unit of downside risk | -0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.39 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 4.53 | 3.14 | +1.39 |
| Martin ratioReturn relative to average drawdown | 13.24 | 8.31 | +4.93 |
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 | QDVE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.10 | 2.40 | -0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 1.10 | -0.77 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 1.19 | -0.71 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 1.07 | -0.59 |
Drawdowns
ZPRR.DE vs. QDVE.DE - Drawdown Comparison
The maximum ZPRR.DE drawdown since its inception was -41.20%, which is greater than QDVE.DE's maximum drawdown of -31.45%. Use the drawdown chart below to compare losses from any high point for ZPRR.DE and QDVE.DE.
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Drawdown Indicators
| ZPRR.DE | QDVE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.20% | -31.45% | -9.75% |
Max Drawdown (1Y)Largest decline over 1 year | -8.44% | -15.59% | +7.15% |
Max Drawdown (3Y)Largest decline over 3 years | -32.54% | -29.83% | -2.71% |
Max Drawdown (5Y)Largest decline over 5 years | -32.54% | -29.83% | -2.71% |
Max Drawdown (10Y)Largest decline over 10 years | -41.20% | -31.45% | -9.75% |
Current DrawdownCurrent decline from peak | 0.00% | -3.08% | +3.08% |
Average DrawdownAverage peak-to-trough decline | -9.39% | -5.80% | -3.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 5.91% | -3.01% |
Volatility
ZPRR.DE vs. QDVE.DE - Volatility Comparison
The current volatility for SPDR Russell 2000 US Small Cap UCITS ETF (ZPRR.DE) is 5.38%, while iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a volatility of 7.12%. This indicates that ZPRR.DE experiences smaller price fluctuations and is considered to be less risky than QDVE.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 | QDVE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.38% | 7.12% | -1.74% |
Volatility (6M)Calculated over the trailing 6-month period | 12.26% | 14.85% | -2.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.20% | 20.42% | -2.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.98% | 22.71% | -1.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.60% | 21.73% | -0.13% |
ZPRR.DE vs. QDVE.DE - Expense Ratio Comparison
ZPRR.DE has a 0.30% expense ratio, which is higher than QDVE.DE's 0.15% expense ratio.
Dividends
ZPRR.DE vs. QDVE.DE - Dividend Comparison
Neither ZPRR.DE nor QDVE.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPRR.DE and QDVE.DE have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QDVE.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QDVE.DE is cheaper with a 0.15% expense ratio, compared with 0.30% for ZPRR.DE.
ZPRR.DE is categorized as Small Cap Blend Equities, while QDVE.DE is Technology Equities. ZPRR.DE tracks Russell 2000®, while QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.30% for ZPRR.DE and 0.15% for QDVE.DE.
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