ZPRS.DE vs. MWOL.DE
ZPRS.DE (SPDR MSCI World Small Cap UCITS ETF) and MWOL.DE (Amundi Prime Global UCITS ETF Dist) are both Global Equities funds - ZPRS.DE tracks the MSCI World Small Cap while MWOL.DE tracks the Solactive GBS Developed Markets Large & Mid Cap USD Index Net TR. Both are passively managed. Over the past 5 years, ZPRS.DE returned 7.87%/yr vs 11.86%/yr for MWOL.DE. Their correlation of 0.84 suggests significant overlap in exposure. ZPRS.DE charges 0.45%/yr vs 0.05%/yr for MWOL.DE.
Performance
ZPRS.DE vs. MWOL.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 higher than MWOL.DE's 10.87% 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%
MWOL.DE
- 1D
- -0.04%
- 1M
- 4.83%
- YTD
- 10.87%
- 6M
- 11.46%
- 1Y
- 24.25%
- 3Y*
- 17.01%
- 5Y*
- 11.86%
- 10Y*
- —
ZPRS.DE vs. MWOL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ZPRS.DE SPDR MSCI World Small Cap UCITS ETF | 14.70% | 7.37% | 13.79% | 12.57% | -13.88% | 25.10% | 5.40% | 13.68% |
MWOL.DE Amundi Prime Global UCITS ETF Dist | 10.87% | 8.53% | 25.60% | 18.54% | -15.49% | 30.82% | 3.73% | 15.10% |
Correlation
The correlation between ZPRS.DE and MWOL.DE is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 2019 | 0.84 |
The correlation between ZPRS.DE and MWOL.DE has been stable across timeframes, ranging from 0.81 to 0.84 - a consistent structural relationship.
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Return for Risk
ZPRS.DE vs. MWOL.DE — Risk / Return Rank
ZPRS.DE
MWOL.DE
ZPRS.DE vs. MWOL.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 Amundi Prime Global UCITS ETF Dist (MWOL.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 | MWOL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.40 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 4.14 | 3.67 | +0.47 |
| Martin ratioReturn relative to average drawdown | 15.60 | 14.63 | +0.97 |
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 | MWOL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.16 | 2.17 | -0.01 |
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 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.77 | -0.17 |
Drawdowns
ZPRS.DE vs. MWOL.DE - Drawdown Comparison
The maximum ZPRS.DE drawdown since its inception was -40.22%, which is greater than MWOL.DE's maximum drawdown of -33.56%. Use the drawdown chart below to compare losses from any high point for ZPRS.DE and MWOL.DE.
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Drawdown Indicators
| ZPRS.DE | MWOL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.22% | -33.56% | -6.66% |
Max Drawdown (1Y)Largest decline over 1 year | -7.22% | -6.58% | -0.64% |
Max Drawdown (3Y)Largest decline over 3 years | -24.49% | -21.64% | -2.85% |
Max Drawdown (5Y)Largest decline over 5 years | -24.49% | -21.64% | -2.85% |
Max Drawdown (10Y)Largest decline over 10 years | -40.22% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.37% | +0.37% |
Average DrawdownAverage peak-to-trough decline | -6.41% | -4.89% | -1.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.92% | 1.65% | +0.27% |
Volatility
ZPRS.DE vs. MWOL.DE - Volatility Comparison
SPDR MSCI World Small Cap UCITS ETF (ZPRS.DE) has a higher volatility of 3.55% compared to Amundi Prime Global UCITS ETF Dist (MWOL.DE) at 2.63%. This indicates that ZPRS.DE's price experiences larger fluctuations and is considered to be riskier than MWOL.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 | MWOL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.55% | 2.63% | +0.92% |
Volatility (6M)Calculated over the trailing 6-month period | 9.68% | 7.71% | +1.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.83% | 11.12% | +2.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.58% | 14.20% | +2.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.26% | 16.46% | +0.80% |
ZPRS.DE vs. MWOL.DE - Expense Ratio Comparison
ZPRS.DE has a 0.45% expense ratio, which is higher than MWOL.DE's 0.05% expense ratio.
Dividends
ZPRS.DE vs. MWOL.DE - Dividend Comparison
ZPRS.DE has not paid dividends to shareholders, while MWOL.DE's dividend yield for the trailing twelve months is around 1.19%.
| Position | TTM | 2025 |
|---|---|---|
MWOL.DE Amundi Prime Global UCITS ETF Dist | 1.19% | 1.67% |
ZPRS.DE SPDR MSCI World Small Cap UCITS ETF | 0.00% | 0.00% |
Frequently Asked Questions
ZPRS.DE and MWOL.DE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, MWOL.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MWOL.DE is cheaper with a 0.05% expense ratio, compared with 0.45% for ZPRS.DE.
ZPRS.DE tracks MSCI World Small Cap, while MWOL.DE tracks Solactive GBS Developed Markets Large & Mid Cap USD Index Net TR. They also come from different issuers: State Street and Amundi. Their fees differ too: 0.45% for ZPRS.DE and 0.05% for MWOL.DE.
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