ZPRS.DE vs. USVM
Compare and contrast key facts about SPDR MSCI World Small Cap UCITS ETF (ZPRS.DE) and VictoryShares US Small Mid Cap Value Momentum ETF (USVM).
ZPRS.DE and USVM 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. USVM is a passively managed fund by Victory Capital that tracks the performance of the Nasdaq Victory US Small Mid Cap Value Momentum Index. It was launched on Oct 24, 2017. Both ZPRS.DE and USVM are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
ZPRS.DE vs. USVM - Performance Comparison
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ZPRS.DE vs. USVM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ZPRS.DE SPDR MSCI World Small Cap UCITS ETF | 3.63% | 7.37% | 13.79% | 12.57% | -13.88% | 25.10% | 5.40% | 30.21% | -11.45% | 2.48% |
USVM VictoryShares US Small Mid Cap Value Momentum ETF | 6.22% | -2.56% | 24.29% | 15.33% | -7.86% | 33.75% | 2.37% | 24.40% | -5.14% | -0.77% |
Different Trading Currencies
ZPRS.DE is traded in EUR, while USVM is traded in USD. To make them comparable, the USVM values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, ZPRS.DE achieves a 3.63% return, which is significantly lower than USVM's 6.22% 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%
USVM
- 1D
- 0.41%
- 1M
- -2.78%
- YTD
- 6.22%
- 6M
- 7.47%
- 1Y
- 14.73%
- 3Y*
- 13.91%
- 5Y*
- 8.74%
- 10Y*
- —
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ZPRS.DE vs. USVM - Expense Ratio Comparison
ZPRS.DE has a 0.45% expense ratio, which is higher than USVM's 0.29% expense ratio.
Return for Risk
ZPRS.DE vs. USVM — Risk / Return Rank
ZPRS.DE
USVM
ZPRS.DE vs. USVM - 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 VictoryShares US Small Mid Cap Value Momentum ETF (USVM). 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 | USVM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | 0.67 | +0.40 |
Sortino ratioReturn per unit of downside risk | 1.48 | 1.03 | +0.45 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.15 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.25 | 1.00 | +1.25 |
Martin ratioReturn relative to average drawdown | 9.06 | 4.02 | +5.03 |
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 | USVM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 0.67 | +0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.45 | -0.11 |
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 | 0.44 | +0.11 |
Correlation
The correlation between ZPRS.DE and USVM is 0.61, 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.
Dividends
ZPRS.DE vs. USVM - Dividend Comparison
ZPRS.DE has not paid dividends to shareholders, while USVM's dividend yield for the trailing twelve months is around 1.90%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
USVM VictoryShares US Small Mid Cap Value Momentum ETF | 1.90% | 1.84% | 1.75% | 1.63% | 1.43% | 0.70% | 1.21% | 1.77% | 1.43% | 0.65% |
Drawdowns
ZPRS.DE vs. USVM - Drawdown Comparison
The maximum ZPRS.DE drawdown since its inception was -40.22%, smaller than the maximum USVM drawdown of -42.50%. Use the drawdown chart below to compare losses from any high point for ZPRS.DE and USVM.
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Drawdown Indicators
| ZPRS.DE | USVM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.22% | -42.38% | +2.16% |
Max Drawdown (1Y)Largest decline over 1 year | -14.06% | -13.58% | -0.48% |
Max Drawdown (5Y)Largest decline over 5 years | -24.49% | -25.27% | +0.78% |
Max Drawdown (10Y)Largest decline over 10 years | -40.22% | — | — |
Current DrawdownCurrent decline from peak | -4.16% | -5.01% | +0.85% |
Average DrawdownAverage peak-to-trough decline | -6.49% | -8.04% | +1.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.14% | 3.10% | -0.96% |
Volatility
ZPRS.DE vs. USVM - Volatility Comparison
SPDR MSCI World Small Cap UCITS ETF (ZPRS.DE) has a higher volatility of 5.41% compared to VictoryShares US Small Mid Cap Value Momentum ETF (USVM) at 4.75%. This indicates that ZPRS.DE's price experiences larger fluctuations and is considered to be riskier than USVM 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 | USVM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.41% | 4.75% | +0.66% |
Volatility (6M)Calculated over the trailing 6-month period | 10.45% | 11.24% | -0.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.83% | 22.24% | -4.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.63% | 19.46% | -2.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.28% | 22.27% | -4.99% |