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ZPRR.DE vs. USML.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ZPRR.DE and USML.L is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

ZPRR.DE vs. USML.L - 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 S&P SmallCap 600 UCITS ETF A (USML.L). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
9.31%
6.02%
ZPRR.DE
USML.L

Key characteristics

Sharpe Ratio

ZPRR.DE:

1.02

USML.L:

0.62

Sortino Ratio

ZPRR.DE:

1.62

USML.L:

1.02

Omega Ratio

ZPRR.DE:

1.20

USML.L:

1.12

Calmar Ratio

ZPRR.DE:

1.69

USML.L:

0.99

Martin Ratio

ZPRR.DE:

4.37

USML.L:

2.67

Ulcer Index

ZPRR.DE:

4.57%

USML.L:

4.47%

Daily Std Dev

ZPRR.DE:

19.97%

USML.L:

19.46%

Max Drawdown

ZPRR.DE:

-41.20%

USML.L:

-42.65%

Current Drawdown

ZPRR.DE:

-5.76%

USML.L:

-9.33%

Returns By Period

In the year-to-date period, ZPRR.DE achieves a 3.22% return, which is significantly higher than USML.L's -0.50% return.


ZPRR.DE

YTD

3.22%

1M

3.67%

6M

16.86%

1Y

19.98%

5Y*

8.10%

10Y*

9.76%

USML.L

YTD

-0.50%

1M

2.50%

6M

6.01%

1Y

11.57%

5Y*

9.46%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ZPRR.DE vs. USML.L - Expense Ratio Comparison

ZPRR.DE has a 0.30% expense ratio, which is higher than USML.L's 0.14% expense ratio.


ZPRR.DE
SPDR Russell 2000 US Small Cap UCITS ETF
Expense ratio chart for ZPRR.DE: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
Expense ratio chart for USML.L: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%

Risk-Adjusted Performance

ZPRR.DE vs. USML.L — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ZPRR.DE
The Risk-Adjusted Performance Rank of ZPRR.DE is 4747
Overall Rank
The Sharpe Ratio Rank of ZPRR.DE is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of ZPRR.DE is 4545
Sortino Ratio Rank
The Omega Ratio Rank of ZPRR.DE is 4444
Omega Ratio Rank
The Calmar Ratio Rank of ZPRR.DE is 5959
Calmar Ratio Rank
The Martin Ratio Rank of ZPRR.DE is 4545
Martin Ratio Rank

USML.L
The Risk-Adjusted Performance Rank of USML.L is 2828
Overall Rank
The Sharpe Ratio Rank of USML.L is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of USML.L is 2525
Sortino Ratio Rank
The Omega Ratio Rank of USML.L is 2424
Omega Ratio Rank
The Calmar Ratio Rank of USML.L is 4242
Calmar Ratio Rank
The Martin Ratio Rank of USML.L is 3030
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ZPRR.DE vs. USML.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Russell 2000 US Small Cap UCITS ETF (ZPRR.DE) and Invesco S&P SmallCap 600 UCITS ETF A (USML.L). 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.


Sharpe ratio
The chart of Sharpe ratio for ZPRR.DE, currently valued at 0.67, compared to the broader market0.002.004.000.670.53
The chart of Sortino ratio for ZPRR.DE, currently valued at 1.09, compared to the broader market0.005.0010.001.090.90
The chart of Omega ratio for ZPRR.DE, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.001.131.11
The chart of Calmar ratio for ZPRR.DE, currently valued at 0.70, compared to the broader market0.005.0010.0015.0020.000.700.84
The chart of Martin ratio for ZPRR.DE, currently valued at 2.84, compared to the broader market0.0020.0040.0060.0080.00100.002.842.26
ZPRR.DE
USML.L

The current ZPRR.DE Sharpe Ratio is 1.02, which is higher than the USML.L Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of ZPRR.DE and USML.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.67
0.53
ZPRR.DE
USML.L

Dividends

ZPRR.DE vs. USML.L - Dividend Comparison

Neither ZPRR.DE nor USML.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ZPRR.DE vs. USML.L - Drawdown Comparison

The maximum ZPRR.DE drawdown since its inception was -41.20%, roughly equal to the maximum USML.L drawdown of -42.65%. Use the drawdown chart below to compare losses from any high point for ZPRR.DE and USML.L. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-7.49%
-9.33%
ZPRR.DE
USML.L

Volatility

ZPRR.DE vs. USML.L - Volatility Comparison

SPDR Russell 2000 US Small Cap UCITS ETF (ZPRR.DE) has a higher volatility of 4.82% compared to Invesco S&P SmallCap 600 UCITS ETF A (USML.L) at 4.30%. This indicates that ZPRR.DE's price experiences larger fluctuations and is considered to be riskier than USML.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2025February
4.82%
4.30%
ZPRR.DE
USML.L
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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