ZPRU.DE vs. DFUVX
Compare and contrast key facts about SPDR MSCI USA Value Weighted UCITS ETF (ZPRU.DE) and DFA U.S. Large Cap Value III Portfolio (DFUVX).
ZPRU.DE is a passively managed fund by State Street that tracks the performance of the MSCI USA Value Weighted. It was launched on Feb 18, 2015. DFUVX is managed by Dimensional Fund Advisors LP. It was launched on Feb 2, 1995.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ZPRU.DE or DFUVX.
Key characteristics
| ZPRU.DE | DFUVX | |
|---|---|---|
| YTD Return | 15.31% | 19.62% |
| 1Y Return | 26.81% | 33.11% |
| 3Y Return (Ann) | 7.21% | 8.32% |
| 5Y Return (Ann) | 9.93% | 10.62% |
| Sharpe Ratio | 2.04 | 2.67 |
| Sortino Ratio | 2.83 | 3.82 |
| Omega Ratio | 1.40 | 1.48 |
| Calmar Ratio | 2.43 | 3.65 |
| Martin Ratio | 8.48 | 15.55 |
| Ulcer Index | 3.14% | 2.09% |
| Daily Std Dev | 13.01% | 12.14% |
| Max Drawdown | -36.24% | -65.60% |
| Current Drawdown | 0.00% | -0.62% |
Correlation
The correlation between ZPRU.DE and DFUVX is 0.45, 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
ZPRU.DE vs. DFUVX - Performance Comparison
In the year-to-date period, ZPRU.DE achieves a 15.31% return, which is significantly lower than DFUVX's 19.62% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ZPRU.DE vs. DFUVX - Expense Ratio Comparison
ZPRU.DE has a 0.20% expense ratio, which is higher than DFUVX's 0.14% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
ZPRU.DE vs. DFUVX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI USA Value Weighted UCITS ETF (ZPRU.DE) and DFA U.S. Large Cap Value III Portfolio (DFUVX). 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
ZPRU.DE vs. DFUVX - Dividend Comparison
ZPRU.DE has not paid dividends to shareholders, while DFUVX's dividend yield for the trailing twelve months is around 1.83%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ZPRU.DE SPDR MSCI USA Value Weighted 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% |
DFUVX DFA U.S. Large Cap Value III Portfolio | 1.83% | 2.09% | 2.18% | 1.64% | 2.09% | 2.06% | 2.42% | 2.00% | 2.07% | 2.36% | 1.89% | 1.57% |
Drawdowns
ZPRU.DE vs. DFUVX - Drawdown Comparison
The maximum ZPRU.DE drawdown since its inception was -36.24%, smaller than the maximum DFUVX drawdown of -65.60%. Use the drawdown chart below to compare losses from any high point for ZPRU.DE and DFUVX. For additional features, visit the drawdowns tool.
Volatility
ZPRU.DE vs. DFUVX - Volatility Comparison
The current volatility for SPDR MSCI USA Value Weighted UCITS ETF (ZPRU.DE) is 3.66%, while DFA U.S. Large Cap Value III Portfolio (DFUVX) has a volatility of 4.78%. This indicates that ZPRU.DE experiences smaller price fluctuations and is considered to be less risky than DFUVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.