ZPRR.DE vs. SPY1.DE
ZPRR.DE (SPDR Russell 2000 US Small Cap UCITS ETF) and SPY1.DE (SPDR S&P 500 Low Volatility UCITS ETF) are both exchange-traded funds - ZPRR.DE is a Small Cap Blend Equities fund tracking the Russell 2000®, while SPY1.DE is a S&P 500 fund tracking the S&P 500 Low Volatility. Both are passively managed. Over the past 10 years, ZPRR.DE returned 10.37%/yr vs 7.35%/yr for SPY1.DE. A 0.54 correlation means they provide meaningful diversification when combined. ZPRR.DE charges 0.30%/yr vs 0.35%/yr for SPY1.DE.
Performance
ZPRR.DE vs. SPY1.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 SPY1.DE's 2.00% return. Over the past 10 years, ZPRR.DE has outperformed SPY1.DE with an annualized return of 10.37%, while SPY1.DE has yielded a comparatively lower 7.35% 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%
SPY1.DE
- 1D
- -0.18%
- 1M
- -1.34%
- YTD
- 2.00%
- 6M
- 1.72%
- 1Y
- -1.53%
- 3Y*
- 4.28%
- 5Y*
- 5.96%
- 10Y*
- 7.35%
ZPRR.DE vs. SPY1.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% |
SPY1.DE SPDR S&P 500 Low Volatility UCITS ETF | 2.00% | -7.26% | 20.46% | -3.91% | 0.94% | 34.70% | -10.69% | 29.65% | 3.67% | 2.32% |
Correlation
The correlation between ZPRR.DE and SPY1.DE is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Jul 3, 2014 | 0.54 |
Over the past year, the correlation between ZPRR.DE and SPY1.DE has dropped to 0.18 - well below their long-term average of 0.54, suggesting their price drivers have been diverging.
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Return for Risk
ZPRR.DE vs. SPY1.DE — Risk / Return Rank
ZPRR.DE
SPY1.DE
ZPRR.DE vs. SPY1.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 SPDR S&P 500 Low Volatility UCITS ETF (SPY1.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 | SPY1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.25 | ||
| Sortino ratioReturn per unit of downside risk | +3.03 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 0.98 | +0.37 |
| Calmar ratioReturn relative to maximum drawdown | 4.53 | -0.23 | +4.76 |
| Martin ratioReturn relative to average drawdown | 13.24 | -0.48 | +13.73 |
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 | SPY1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.10 | -0.15 | +2.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.47 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.52 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.69 | -0.21 |
Drawdowns
ZPRR.DE vs. SPY1.DE - Drawdown Comparison
The maximum ZPRR.DE drawdown since its inception was -41.20%, which is greater than SPY1.DE's maximum drawdown of -35.30%. Use the drawdown chart below to compare losses from any high point for ZPRR.DE and SPY1.DE.
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Drawdown Indicators
| ZPRR.DE | SPY1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.20% | -35.30% | -5.90% |
Max Drawdown (1Y)Largest decline over 1 year | -8.44% | -6.77% | -1.67% |
Max Drawdown (3Y)Largest decline over 3 years | -32.54% | -14.59% | -17.95% |
Max Drawdown (5Y)Largest decline over 5 years | -32.54% | -16.32% | -16.22% |
Max Drawdown (10Y)Largest decline over 10 years | -41.20% | -35.30% | -5.90% |
Current DrawdownCurrent decline from peak | 0.00% | -11.45% | +11.45% |
Average DrawdownAverage peak-to-trough decline | -9.39% | -6.16% | -3.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 3.15% | -0.25% |
Volatility
ZPRR.DE vs. SPY1.DE - Volatility Comparison
SPDR Russell 2000 US Small Cap UCITS ETF (ZPRR.DE) has a higher volatility of 5.38% compared to SPDR S&P 500 Low Volatility UCITS ETF (SPY1.DE) at 3.46%. This indicates that ZPRR.DE's price experiences larger fluctuations and is considered to be riskier than SPY1.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 | SPY1.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% | 7.38% | +4.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.20% | 10.25% | +7.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.98% | 12.47% | +8.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.60% | 14.00% | +7.60% |
ZPRR.DE vs. SPY1.DE - Expense Ratio Comparison
ZPRR.DE has a 0.30% expense ratio, which is lower than SPY1.DE's 0.35% expense ratio.
Dividends
ZPRR.DE vs. SPY1.DE - Dividend Comparison
Neither ZPRR.DE nor SPY1.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPRR.DE and SPY1.DE have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 SPY1.DE.
ZPRR.DE is categorized as Small Cap Blend Equities, while SPY1.DE is S&P 500. ZPRR.DE tracks Russell 2000®, while SPY1.DE tracks S&P 500 Low Volatility. Their fees differ too: 0.30% for ZPRR.DE and 0.35% for SPY1.DE.
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