ZPRR.DE vs. SC0K.DE
ZPRR.DE (SPDR Russell 2000 US Small Cap UCITS ETF) and SC0K.DE (Invesco Russell 2000 UCITS ETF) are both Small Cap Blend Equities funds tracking the Russell 2000®, from State Street and Invesco respectively. Both are passively managed. Over the past 10 years, ZPRR.DE returned 10.37%/yr vs 10.39%/yr for SC0K.DE. With a 0.98 correlation, they move nearly in lockstep. ZPRR.DE charges 0.30%/yr vs 0.45%/yr for SC0K.DE.
Performance
ZPRR.DE vs. SC0K.DE - Performance Comparison
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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%
ZPRR.DE vs. SC0K.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% |
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
ZPRR.DE
SC0K.DE
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.DE | SC0K.DE | Difference | |
|---|---|---|---|
| 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 |
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 | SC0K.DE | Difference | |
|---|---|---|---|
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.DE | SC0K.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -9.39% | -8.10% | -1.29% |
Ulcer IndexDepth 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.DE | SC0K.DE | Difference | |
|---|---|---|---|
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.
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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