ZPRS.DE vs. XDEV.DE
ZPRS.DE (SPDR MSCI World Small Cap UCITS ETF) and XDEV.DE (Xtrackers MSCI World Value Factor UCITS ETF 1C) are both Global Equities funds - ZPRS.DE tracks the MSCI World Small Cap while XDEV.DE tracks the MSCI ACWI Value NR USD. Both are passively managed. Over the past 10 years, ZPRS.DE returned 9.81%/yr vs 12.35%/yr for XDEV.DE. Their correlation of 0.82 suggests significant overlap in exposure. ZPRS.DE charges 0.45%/yr vs 0.25%/yr for XDEV.DE.
Performance
ZPRS.DE vs. XDEV.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 XDEV.DE's 35.07% return. Over the past 10 years, ZPRS.DE has underperformed XDEV.DE with an annualized return of 9.81%, while XDEV.DE has yielded a comparatively higher 12.35% 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%
XDEV.DE
- 1D
- -0.89%
- 1M
- 12.68%
- YTD
- 35.07%
- 6M
- 38.48%
- 1Y
- 63.09%
- 3Y*
- 26.76%
- 5Y*
- 17.35%
- 10Y*
- 12.35%
ZPRS.DE vs. XDEV.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% |
XDEV.DE Xtrackers MSCI World Value Factor UCITS ETF 1C | 35.07% | 24.76% | 11.62% | 15.67% | -4.96% | 30.90% | -12.53% | 22.09% | -10.42% | 7.82% |
Correlation
The correlation between ZPRS.DE and XDEV.DE is 0.78, 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 | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2014 | 0.82 |
The correlation between ZPRS.DE and XDEV.DE has been stable across timeframes, ranging from 0.78 to 0.83 - a consistent structural relationship.
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Return for Risk
ZPRS.DE vs. XDEV.DE — Risk / Return Rank
ZPRS.DE
XDEV.DE
ZPRS.DE vs. XDEV.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 Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.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 | XDEV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.36 | ||
| Sortino ratioReturn per unit of downside risk | -3.06 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.81 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | 4.14 | 10.38 | -6.24 |
| Martin ratioReturn relative to average drawdown | 15.60 | 39.12 | -23.52 |
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 | XDEV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.16 | 4.52 | -2.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 1.23 | -0.76 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.78 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.71 | -0.11 |
Drawdowns
ZPRS.DE vs. XDEV.DE - Drawdown Comparison
The maximum ZPRS.DE drawdown since its inception was -40.22%, which is greater than XDEV.DE's maximum drawdown of -35.28%. Use the drawdown chart below to compare losses from any high point for ZPRS.DE and XDEV.DE.
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Drawdown Indicators
| ZPRS.DE | XDEV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.22% | -35.28% | -4.94% |
Max Drawdown (1Y)Largest decline over 1 year | -7.22% | -6.05% | -1.17% |
Max Drawdown (3Y)Largest decline over 3 years | -24.49% | -18.02% | -6.47% |
Max Drawdown (5Y)Largest decline over 5 years | -24.49% | -18.02% | -6.47% |
Max Drawdown (10Y)Largest decline over 10 years | -40.22% | -35.28% | -4.94% |
Current DrawdownCurrent decline from peak | 0.00% | -1.07% | +1.07% |
Average DrawdownAverage peak-to-trough decline | -6.41% | -5.56% | -0.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.92% | 1.61% | +0.31% |
Volatility
ZPRS.DE vs. XDEV.DE - Volatility Comparison
The current volatility for SPDR MSCI World Small Cap UCITS ETF (ZPRS.DE) is 3.55%, while Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) has a volatility of 5.77%. This indicates that ZPRS.DE experiences smaller price fluctuations and is considered to be less risky than XDEV.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 | XDEV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.55% | 5.77% | -2.22% |
Volatility (6M)Calculated over the trailing 6-month period | 9.68% | 11.20% | -1.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.83% | 13.89% | -0.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.58% | 13.96% | +2.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.26% | 15.90% | +1.36% |
ZPRS.DE vs. XDEV.DE - Expense Ratio Comparison
ZPRS.DE has a 0.45% expense ratio, which is higher than XDEV.DE's 0.25% expense ratio.
Dividends
ZPRS.DE vs. XDEV.DE - Dividend Comparison
Neither ZPRS.DE nor XDEV.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPRS.DE and XDEV.DE have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDEV.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDEV.DE is cheaper with a 0.25% expense ratio, compared with 0.45% for ZPRS.DE.
ZPRS.DE tracks MSCI World Small Cap, while XDEV.DE tracks MSCI ACWI Value NR USD. They also come from different issuers: State Street and DWS. Their fees differ too: 0.45% for ZPRS.DE and 0.25% for XDEV.DE.
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