ZPRR.DE vs. SXRG.DE
ZPRR.DE (SPDR Russell 2000 US Small Cap UCITS ETF) and SXRG.DE (iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc)) are both Small Cap Blend Equities funds - ZPRR.DE tracks the Russell 2000® while SXRG.DE tracks the MSCI USA Small Cap ESG Enhanced Focus CTB. Both are passively managed. Over the past 10 years, ZPRR.DE returned 10.37%/yr vs 10.73%/yr for SXRG.DE. With a 0.97 correlation, they move nearly in lockstep. ZPRR.DE charges 0.30%/yr vs 0.43%/yr for SXRG.DE.
Performance
ZPRR.DE vs. SXRG.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 SXRG.DE's 16.26% return. Both investments have delivered pretty close results over the past 10 years, with ZPRR.DE having a 10.37% annualized return and SXRG.DE not far ahead at 10.73%.
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%
SXRG.DE
- 1D
- 0.84%
- 1M
- 4.42%
- YTD
- 16.26%
- 6M
- 16.37%
- 1Y
- 31.93%
- 3Y*
- 13.50%
- 5Y*
- 7.64%
- 10Y*
- 10.73%
ZPRR.DE vs. SXRG.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% |
SXRG.DE iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc) | 16.26% | -1.21% | 15.85% | 13.82% | -12.53% | 29.74% | 6.96% | 30.76% | -7.93% | 2.34% |
Correlation
The correlation between ZPRR.DE and SXRG.DE is 0.97 - 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 | 0.97 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.98 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.98 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Jul 3, 2014 | 0.97 |
The correlation between ZPRR.DE and SXRG.DE has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.
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Return for Risk
ZPRR.DE vs. SXRG.DE — Risk / Return Rank
ZPRR.DE
SXRG.DE
ZPRR.DE vs. SXRG.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 MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc) (SXRG.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 | SXRG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.09 | ||
| Sortino ratioReturn per unit of downside risk | +0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.35 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 4.53 | 5.15 | -0.62 |
| Martin ratioReturn relative to average drawdown | 13.24 | 15.48 | -2.24 |
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 | SXRG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.10 | 2.01 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.38 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.52 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.52 | -0.04 |
Drawdowns
ZPRR.DE vs. SXRG.DE - Drawdown Comparison
The maximum ZPRR.DE drawdown since its inception was -41.20%, roughly equal to the maximum SXRG.DE drawdown of -41.79%. Use the drawdown chart below to compare losses from any high point for ZPRR.DE and SXRG.DE.
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Drawdown Indicators
| ZPRR.DE | SXRG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.20% | -41.79% | +0.59% |
Max Drawdown (1Y)Largest decline over 1 year | -8.44% | -6.17% | -2.27% |
Max Drawdown (3Y)Largest decline over 3 years | -32.54% | -31.54% | -1.00% |
Max Drawdown (5Y)Largest decline over 5 years | -32.54% | -31.54% | -1.00% |
Max Drawdown (10Y)Largest decline over 10 years | -41.20% | -41.79% | +0.59% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -9.39% | -7.92% | -1.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 2.06% | +0.84% |
Volatility
ZPRR.DE vs. SXRG.DE - Volatility Comparison
SPDR Russell 2000 US Small Cap UCITS ETF (ZPRR.DE) has a higher volatility of 5.38% compared to iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc) (SXRG.DE) at 3.75%. This indicates that ZPRR.DE's price experiences larger fluctuations and is considered to be riskier than SXRG.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 | SXRG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.38% | 3.75% | +1.63% |
Volatility (6M)Calculated over the trailing 6-month period | 12.26% | 10.11% | +2.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.20% | 15.79% | +2.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.98% | 19.72% | +1.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.60% | 20.35% | +1.25% |
ZPRR.DE vs. SXRG.DE - Expense Ratio Comparison
ZPRR.DE has a 0.30% expense ratio, which is lower than SXRG.DE's 0.43% expense ratio.
Dividends
ZPRR.DE vs. SXRG.DE - Dividend Comparison
Neither ZPRR.DE nor SXRG.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.97, ZPRR.DE and SXRG.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 0.43% for SXRG.DE.
ZPRR.DE tracks Russell 2000®, while SXRG.DE tracks MSCI USA Small Cap ESG Enhanced Focus CTB. They also come from different issuers: State Street and iShares. Their fees differ too: 0.30% for ZPRR.DE and 0.43% for SXRG.DE.
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