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ZPRR.DE vs. SC0K.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZPRR.DE vs. SC0K.DE - 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 Invesco Russell 2000 UCITS ETF (SC0K.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with ZPRR.DE at 17.93% and SC0K.DE at 17.93%. Both investments have delivered pretty close results over the past 10 years, with ZPRR.DE having a 10.37% annualized return and SC0K.DE not far ahead at 10.39%.


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%

SC0K.DE

1D
0.96%
1M
4.12%
YTD
17.93%
6M
16.88%
1Y
38.56%
3Y*
15.51%
5Y*
7.16%
10Y*
10.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZPRR.DE vs. SC0K.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SC0K.DE
Invesco Russell 2000 UCITS ETF
17.93%1.56%15.91%14.84%-16.55%24.70%8.14%29.08%-9.05%0.67%

Correlation

The correlation between ZPRR.DE and SC0K.DE is 1.00 - 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

1.00

Correlation (3Y)
Calculated over the trailing 3-year period

1.00

Correlation (5Y)
Calculated over the trailing 5-year period

1.00

Correlation (10Y)
Calculated over the trailing 10-year period

1.00

Correlation (All Time)
Calculated using the full available price history since Jul 3, 2014

0.98

The correlation between ZPRR.DE and SC0K.DE has been stable across timeframes, ranging from 0.98 to 1.00 - a consistent structural relationship.

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Return for Risk

ZPRR.DE vs. SC0K.DE — 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: 6868
Overall Rank
ZPRR.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
ZPRR.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
ZPRR.DE Omega Ratio Rank: 5858
Omega Ratio Rank
ZPRR.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
ZPRR.DE Martin Ratio Rank: 7272
Martin Ratio Rank

SC0K.DE
SC0K.DE Risk / Return Rank: 6969
Overall Rank
SC0K.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
SC0K.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
SC0K.DE Omega Ratio Rank: 5959
Omega Ratio Rank
SC0K.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
SC0K.DE Martin Ratio Rank: 7272
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. SC0K.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 Invesco Russell 2000 UCITS ETF (SC0K.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.DESC0K.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.35

1.36

0.00

Calmar ratioReturn relative to maximum drawdown

4.53

4.57

-0.03

Martin ratioReturn relative to average drawdown

13.24

13.31

-0.07

ZPRR.DE vs. SC0K.DE - Sharpe Ratio Comparison

The current ZPRR.DE Sharpe Ratio is 2.10, which is comparable to the SC0K.DE Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of ZPRR.DE and SC0K.DE, 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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Sharpe Ratios by Period


ZPRR.DESC0K.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.10

2.12

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.34

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.48

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.64

-0.16

Drawdowns

ZPRR.DE vs. SC0K.DE - Drawdown Comparison

The maximum ZPRR.DE drawdown since its inception was -41.20%, roughly equal to the maximum SC0K.DE drawdown of -41.13%. Use the drawdown chart below to compare losses from any high point for ZPRR.DE and SC0K.DE.


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Drawdown Indicators


ZPRR.DESC0K.DEDifference

Max Drawdown

Largest peak-to-trough decline

-41.20%

-41.13%

-0.07%

Max Drawdown (1Y)

Largest decline over 1 year

-8.44%

-8.40%

-0.04%

Max Drawdown (3Y)

Largest decline over 3 years

-32.54%

-32.50%

-0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-32.54%

-32.50%

-0.04%

Max Drawdown (10Y)

Largest decline over 10 years

-41.20%

-41.13%

-0.07%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-9.39%

-8.10%

-1.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.90%

2.89%

+0.01%

Volatility

ZPRR.DE vs. SC0K.DE - Volatility Comparison

SPDR Russell 2000 US Small Cap UCITS ETF (ZPRR.DE) and Invesco Russell 2000 UCITS ETF (SC0K.DE) have volatilities of 5.38% and 5.37%, 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.DESC0K.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.38%

5.37%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

12.26%

12.22%

+0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

18.20%

18.10%

+0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.98%

20.93%

+0.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.60%

21.60%

0.00%

ZPRR.DE vs. SC0K.DE - Expense Ratio Comparison

ZPRR.DE has a 0.30% expense ratio, which is lower than SC0K.DE's 0.45% expense ratio.


Dividends

ZPRR.DE vs. SC0K.DE - Dividend Comparison

Neither ZPRR.DE nor SC0K.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 1.00, ZPRR.DE and SC0K.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 0.45% for SC0K.DE.

Both ETFs track Russell 2000®. They also come from different issuers: State Street and Invesco. Their fees differ too: 0.30% for ZPRR.DE and 0.45% for SC0K.DE.

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