ZPRS.DE vs. IUSD.DE
ZPRS.DE (SPDR MSCI World Small Cap UCITS ETF) and IUSD.DE (iShares MSCI World Islamic UCITS ETF USD (Dist)) are both Global Equities funds - ZPRS.DE tracks the MSCI World Small Cap while IUSD.DE tracks the MSCI World Islamic Index. Both are passively managed. Over the past 10 years, ZPRS.DE returned 9.81%/yr vs 11.00%/yr for IUSD.DE. A 0.51 correlation means they provide meaningful diversification when combined. ZPRS.DE charges 0.45%/yr vs 0.60%/yr for IUSD.DE.
Performance
ZPRS.DE vs. IUSD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ZPRS.DE achieves a 14.70% return, which is significantly lower than IUSD.DE's 20.34% return. Over the past 10 years, ZPRS.DE has underperformed IUSD.DE with an annualized return of 9.81%, while IUSD.DE has yielded a comparatively higher 11.00% annualized return.
ZPRS.DE
- 1D
- 0.46%
- 1M
- 3.86%
- YTD
- 14.70%
- 6M
- 15.69%
- 1Y
- 30.01%
- 3Y*
- 14.74%
- 5Y*
- 7.87%
- 10Y*
- 9.81%
IUSD.DE
- 1D
- -0.49%
- 1M
- 9.04%
- YTD
- 20.34%
- 6M
- 20.84%
- 1Y
- 34.19%
- 3Y*
- 15.20%
- 5Y*
- 19.36%
- 10Y*
- 11.00%
ZPRS.DE vs. IUSD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ZPRS.DE SPDR MSCI World Small Cap UCITS ETF | 14.70% | 7.37% | 13.79% | 12.57% | -13.88% | 25.10% | 5.40% | 30.21% | -11.45% | 7.16% |
IUSD.DE iShares MSCI World Islamic UCITS ETF USD (Dist) | 20.34% | 6.31% | 11.81% | 63.24% | 2.81% | 1.82% | 1.56% | 1.97% | -2.89% | 4.32% |
Correlation
The correlation between ZPRS.DE and IUSD.DE is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Nov 28, 2013 | 0.51 |
Over the past year, ZPRS.DE and IUSD.DE have become more correlated (0.77) than their long-term average of 0.51, meaning their price movements have been converging.
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Return for Risk
ZPRS.DE vs. IUSD.DE — Risk / Return Rank
ZPRS.DE
IUSD.DE
ZPRS.DE vs. IUSD.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 iShares MSCI World Islamic UCITS ETF USD (Dist) (IUSD.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.DE | IUSD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.58 | ||
| Sortino ratioReturn per unit of downside risk | -0.63 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.49 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 4.14 | 7.08 | -2.94 |
| Martin ratioReturn relative to average drawdown | 15.60 | 22.57 | -6.97 |
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
| ZPRS.DE | IUSD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.16 | 2.74 | -0.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.83 | -0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.64 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.63 | -0.03 |
Drawdowns
ZPRS.DE vs. IUSD.DE - Drawdown Comparison
The maximum ZPRS.DE drawdown since its inception was -40.22%, which is greater than IUSD.DE's maximum drawdown of -23.82%. Use the drawdown chart below to compare losses from any high point for ZPRS.DE and IUSD.DE.
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Drawdown Indicators
| ZPRS.DE | IUSD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.22% | -23.82% | -16.40% |
Max Drawdown (1Y)Largest decline over 1 year | -7.22% | -4.81% | -2.41% |
Max Drawdown (3Y)Largest decline over 3 years | -24.49% | -22.97% | -1.52% |
Max Drawdown (5Y)Largest decline over 5 years | -24.49% | -22.97% | -1.52% |
Max Drawdown (10Y)Largest decline over 10 years | -40.22% | -22.97% | -17.25% |
Current DrawdownCurrent decline from peak | 0.00% | -0.49% | +0.49% |
Average DrawdownAverage peak-to-trough decline | -6.41% | -3.61% | -2.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.92% | 1.51% | +0.41% |
Volatility
ZPRS.DE vs. IUSD.DE - Volatility Comparison
The current volatility for SPDR MSCI World Small Cap UCITS ETF (ZPRS.DE) is 3.55%, while iShares MSCI World Islamic UCITS ETF USD (Dist) (IUSD.DE) has a volatility of 3.98%. This indicates that ZPRS.DE experiences smaller price fluctuations and is considered to be less risky than IUSD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ZPRS.DE | IUSD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.55% | 3.98% | -0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 9.68% | 9.09% | +0.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.83% | 12.41% | +1.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.58% | 23.09% | -6.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.26% | 16.93% | +0.33% |
ZPRS.DE vs. IUSD.DE - Expense Ratio Comparison
ZPRS.DE has a 0.45% expense ratio, which is lower than IUSD.DE's 0.60% expense ratio.
Dividends
ZPRS.DE vs. IUSD.DE - Dividend Comparison
ZPRS.DE has not paid dividends to shareholders, while IUSD.DE's dividend yield for the trailing twelve months is around 0.81%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUSD.DE iShares MSCI World Islamic UCITS ETF USD (Dist) | 0.81% | 1.00% | 1.26% | 1.47% | 2.75% | 1.80% | 1.55% | 1.94% | 1.57% | 1.45% | 1.45% | 1.60% |
ZPRS.DE SPDR MSCI World Small Cap UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ZPRS.DE and IUSD.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ZPRS.DE is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZPRS.DE is cheaper with a 0.45% expense ratio, compared with 0.60% for IUSD.DE.
ZPRS.DE tracks MSCI World Small Cap, while IUSD.DE tracks MSCI World Islamic Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.45% for ZPRS.DE and 0.60% for IUSD.DE.
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