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ZPRS.DE vs. AVWS.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ZPRS.DE vs. AVWS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI World Small Cap UCITS ETF (ZPRS.DE) and Avantis Global Small Cap Value UCITS ETF USD Acc EUR (AVWS.DE). The values are adjusted to include any dividend payments, if applicable.

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ZPRS.DE vs. AVWS.DE - Yearly Performance Comparison


2026 (YTD)20252024
ZPRS.DE
SPDR MSCI World Small Cap UCITS ETF
3.63%7.37%4.33%
AVWS.DE
Avantis Global Small Cap Value UCITS ETF USD Acc EUR
9.76%7.87%5.65%

Returns By Period

In the year-to-date period, ZPRS.DE achieves a 3.63% return, which is significantly lower than AVWS.DE's 9.76% return.


ZPRS.DE

1D
2.53%
1M
-3.97%
YTD
3.63%
6M
7.15%
1Y
19.08%
3Y*
11.46%
5Y*
5.79%
10Y*
9.27%

AVWS.DE

1D
1.61%
1M
-1.62%
YTD
9.76%
6M
15.30%
1Y
25.03%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ZPRS.DE vs. AVWS.DE - Expense Ratio Comparison

ZPRS.DE has a 0.45% expense ratio, which is higher than AVWS.DE's 0.39% expense ratio.


Return for Risk

ZPRS.DE vs. AVWS.DE — Risk / Return Rank

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

ZPRS.DE
ZPRS.DE Risk / Return Rank: 6464
Overall Rank
ZPRS.DE Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
ZPRS.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
ZPRS.DE Omega Ratio Rank: 5454
Omega Ratio Rank
ZPRS.DE Calmar Ratio Rank: 7777
Calmar Ratio Rank
ZPRS.DE Martin Ratio Rank: 7878
Martin Ratio Rank

AVWS.DE
AVWS.DE Risk / Return Rank: 7676
Overall Rank
AVWS.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
AVWS.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
AVWS.DE Omega Ratio Rank: 6767
Omega Ratio Rank
AVWS.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
AVWS.DE Martin Ratio Rank: 8989
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.

ZPRS.DE vs. AVWS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI World Small Cap UCITS ETF (ZPRS.DE) and Avantis Global Small Cap Value UCITS ETF USD Acc EUR (AVWS.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.


ZPRS.DEAVWS.DEDifference

Sharpe ratio

Return per unit of total volatility

1.07

1.30

-0.23

Sortino ratio

Return per unit of downside risk

1.48

1.71

-0.23

Omega ratio

Gain probability vs. loss probability

1.21

1.26

-0.04

Calmar ratio

Return relative to maximum drawdown

2.25

2.79

-0.54

Martin ratio

Return relative to average drawdown

9.06

11.79

-2.73

ZPRS.DE vs. AVWS.DE - Sharpe Ratio Comparison

The current ZPRS.DE Sharpe Ratio is 1.07, which is comparable to the AVWS.DE Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of ZPRS.DE and AVWS.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ZPRS.DEAVWS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

1.30

-0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.86

-0.31

Correlation

The correlation between ZPRS.DE and AVWS.DE is 0.87, 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.


Dividends

ZPRS.DE vs. AVWS.DE - Dividend Comparison

Neither ZPRS.DE nor AVWS.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ZPRS.DE vs. AVWS.DE - Drawdown Comparison

The maximum ZPRS.DE drawdown since its inception was -40.22%, which is greater than AVWS.DE's maximum drawdown of -25.21%. Use the drawdown chart below to compare losses from any high point for ZPRS.DE and AVWS.DE.


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Drawdown Indicators


ZPRS.DEAVWS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-40.22%

-25.21%

-15.01%

Max Drawdown (1Y)

Largest decline over 1 year

-14.06%

-15.43%

+1.37%

Max Drawdown (5Y)

Largest decline over 5 years

-24.49%

Max Drawdown (10Y)

Largest decline over 10 years

-40.22%

Current Drawdown

Current decline from peak

-4.16%

-2.07%

-2.09%

Average Drawdown

Average peak-to-trough decline

-6.49%

-5.67%

-0.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.14%

2.13%

+0.01%

Volatility

ZPRS.DE vs. AVWS.DE - Volatility Comparison

SPDR MSCI World Small Cap UCITS ETF (ZPRS.DE) and Avantis Global Small Cap Value UCITS ETF USD Acc EUR (AVWS.DE) have volatilities of 5.41% and 5.25%, 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


ZPRS.DEAVWS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.41%

5.25%

+0.16%

Volatility (6M)

Calculated over the trailing 6-month period

10.45%

10.94%

-0.49%

Volatility (1Y)

Calculated over the trailing 1-year period

17.83%

19.19%

-1.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.63%

18.78%

-2.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.28%

18.78%

-1.50%