ZPRS.DE vs. SPY
Compare and contrast key facts about SPDR MSCI World Small Cap UCITS ETF (ZPRS.DE) and SPDR S&P 500 ETF (SPY).
ZPRS.DE and SPY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ZPRS.DE is a passively managed fund by State Street that tracks the performance of the MSCI World Small Cap. It was launched on Nov 25, 2013. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993. Both ZPRS.DE and SPY are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ZPRS.DE or SPY.
Correlation
The correlation between ZPRS.DE and SPY is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
ZPRS.DE vs. SPY - Performance Comparison
Key characteristics
ZPRS.DE:
1.15
SPY:
1.88
ZPRS.DE:
1.69
SPY:
2.51
ZPRS.DE:
1.22
SPY:
1.35
ZPRS.DE:
1.64
SPY:
2.83
ZPRS.DE:
6.12
SPY:
11.89
ZPRS.DE:
2.73%
SPY:
2.00%
ZPRS.DE:
14.41%
SPY:
12.69%
ZPRS.DE:
-40.22%
SPY:
-55.19%
ZPRS.DE:
-5.35%
SPY:
-3.89%
Returns By Period
In the year-to-date period, ZPRS.DE achieves a 0.37% return, which is significantly higher than SPY's -0.66% return. Over the past 10 years, ZPRS.DE has underperformed SPY with an annualized return of 8.58%, while SPY has yielded a comparatively higher 13.18% annualized return.
ZPRS.DE
0.37%
-2.92%
5.04%
16.76%
7.40%
8.58%
SPY
-0.66%
-3.32%
3.73%
23.70%
13.73%
13.18%
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ZPRS.DE vs. SPY - Expense Ratio Comparison
ZPRS.DE has a 0.45% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
ZPRS.DE vs. SPY — Risk-Adjusted Performance Rank
ZPRS.DE
SPY
ZPRS.DE vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI World Small Cap UCITS ETF (ZPRS.DE) and SPDR S&P 500 ETF (SPY). 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.
Dividends
ZPRS.DE vs. SPY - Dividend Comparison
ZPRS.DE has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.21%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SPY SPDR S&P 500 ETF | 1.21% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
ZPRS.DE vs. SPY - Drawdown Comparison
The maximum ZPRS.DE drawdown since its inception was -40.22%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ZPRS.DE and SPY. For additional features, visit the drawdowns tool.
Volatility
ZPRS.DE vs. SPY - Volatility Comparison
SPDR MSCI World Small Cap UCITS ETF (ZPRS.DE) and SPDR S&P 500 ETF (SPY) have volatilities of 4.41% and 4.60%, 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.