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ZPRU.DE vs. QDVI.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZPRU.DE vs. QDVI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI USA Value Weighted UCITS ETF (ZPRU.DE) and iShares Edge MSCI USA Value Factor UCITS ETF (QDVI.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ZPRU.DE achieves a 31.29% return, which is significantly lower than QDVI.DE's 49.34% return.


ZPRU.DE

1D
-0.45%
1M
15.12%
YTD
31.29%
6M
34.63%
1Y
61.75%
3Y*
23.27%
5Y*
13.54%
10Y*
12.66%

QDVI.DE

1D
0.22%
1M
17.95%
YTD
49.34%
6M
52.54%
1Y
88.01%
3Y*
30.40%
5Y*
17.11%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZPRU.DE vs. QDVI.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ZPRU.DE
SPDR MSCI USA Value Weighted UCITS ETF
31.29%14.79%11.05%12.04%-10.28%41.60%-7.63%29.86%-8.25%4.25%
QDVI.DE
iShares Edge MSCI USA Value Factor UCITS ETF
49.34%18.60%12.66%10.72%-9.98%41.21%-10.84%29.80%-8.02%6.93%

Correlation

The correlation between ZPRU.DE and QDVI.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.96

Correlation (3Y)
Calculated over the trailing 3-year period

0.97

Correlation (5Y)
Calculated over the trailing 5-year period

0.98

Correlation (All Time)
Calculated using the full available price history since Oct 25, 2016

0.98

The correlation between ZPRU.DE and QDVI.DE has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.

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Return for Risk

ZPRU.DE vs. QDVI.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ZPRU.DE
ZPRU.DE Risk / Return Rank: 9696
Overall Rank
ZPRU.DE Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
ZPRU.DE Sortino Ratio Rank: 9696
Sortino Ratio Rank
ZPRU.DE Omega Ratio Rank: 9595
Omega Ratio Rank
ZPRU.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
ZPRU.DE Martin Ratio Rank: 9797
Martin Ratio Rank

QDVI.DE
QDVI.DE Risk / Return Rank: 9898
Overall Rank
QDVI.DE Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
QDVI.DE Sortino Ratio Rank: 9898
Sortino Ratio Rank
QDVI.DE Omega Ratio Rank: 9797
Omega Ratio Rank
QDVI.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
QDVI.DE Martin Ratio Rank: 9898
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ZPRU.DE vs. QDVI.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI USA Value Weighted UCITS ETF (ZPRU.DE) and iShares Edge MSCI USA Value Factor UCITS ETF (QDVI.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.


ZPRU.DEQDVI.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.23

Sortino ratioReturn per unit of downside risk

-1.41

Omega ratioGain probability vs. loss probability

1.72

1.94

-0.22

Calmar ratioReturn relative to maximum drawdown

11.05

15.30

-4.25

Martin ratioReturn relative to average drawdown

40.19

60.71

-20.52

ZPRU.DE vs. QDVI.DE - Sharpe Ratio Comparison

The current ZPRU.DE Sharpe Ratio is 4.27, which is comparable to the QDVI.DE Sharpe Ratio of 5.50. The chart below compares the historical Sharpe Ratios of ZPRU.DE and QDVI.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ZPRU.DEQDVI.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.27

5.50

-1.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

1.01

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.76

-0.16

Drawdowns

ZPRU.DE vs. QDVI.DE - Drawdown Comparison

The maximum ZPRU.DE drawdown since its inception was -39.69%, roughly equal to the maximum QDVI.DE drawdown of -38.98%. Use the drawdown chart below to compare losses from any high point for ZPRU.DE and QDVI.DE.


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Drawdown Indicators


ZPRU.DEQDVI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-39.69%

-38.98%

-0.71%

Max Drawdown (1Y)

Largest decline over 1 year

-5.56%

-5.73%

+0.17%

Max Drawdown (3Y)

Largest decline over 3 years

-24.05%

-23.10%

-0.95%

Max Drawdown (5Y)

Largest decline over 5 years

-24.05%

-23.10%

-0.95%

Max Drawdown (10Y)

Largest decline over 10 years

-39.69%

Current Drawdown

Current decline from peak

-0.54%

0.00%

-0.54%

Average Drawdown

Average peak-to-trough decline

-6.46%

-6.78%

+0.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.53%

1.45%

+0.08%

Volatility

ZPRU.DE vs. QDVI.DE - Volatility Comparison

The current volatility for SPDR MSCI USA Value Weighted UCITS ETF (ZPRU.DE) is 5.53%, while iShares Edge MSCI USA Value Factor UCITS ETF (QDVI.DE) has a volatility of 6.59%. This indicates that ZPRU.DE experiences smaller price fluctuations and is considered to be less risky than QDVI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZPRU.DEQDVI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.53%

6.59%

-1.06%

Volatility (6M)

Calculated over the trailing 6-month period

10.27%

12.30%

-2.03%

Volatility (1Y)

Calculated over the trailing 1-year period

14.40%

16.04%

-1.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.39%

16.79%

-0.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.99%

18.70%

-0.71%

ZPRU.DE vs. QDVI.DE - Expense Ratio Comparison

Both ZPRU.DE and QDVI.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

ZPRU.DE vs. QDVI.DE - Dividend Comparison

Neither ZPRU.DE nor QDVI.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.96, ZPRU.DE and QDVI.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

ZPRU.DE and QDVI.DE have the same expense ratio: 0.20% per year.

ZPRU.DE tracks MSCI USA Value Weighted, while QDVI.DE tracks MSCI USA Enhanced Value. They also come from different issuers: State Street and iShares.

Portfolio Optimizer

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