ZPRU.DE vs. SC0H.DE
Compare and contrast key facts about SPDR MSCI USA Value Weighted UCITS ETF (ZPRU.DE) and Invesco MSCI USA UCITS ETF (SC0H.DE).
ZPRU.DE and SC0H.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. SC0H.DE is a passively managed fund by Invesco that tracks the performance of the MSCI USA. It was launched on Mar 31, 2009. Both ZPRU.DE and SC0H.DE 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: ZPRU.DE or SC0H.DE.
Key characteristics
| ZPRU.DE | SC0H.DE | |
|---|---|---|
| YTD Return | 7.81% | 18.19% |
| 1Y Return | 15.43% | 23.53% |
| 3Y Return (Ann) | 6.70% | 10.96% |
| 5Y Return (Ann) | 9.72% | 14.76% |
| Sharpe Ratio | 1.38 | 2.22 |
| Daily Std Dev | 12.59% | 11.85% |
| Max Drawdown | -36.24% | -34.20% |
| Current Drawdown | -4.00% | -1.76% |
Correlation
The correlation between ZPRU.DE and SC0H.DE is 0.57, 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. SC0H.DE - Performance Comparison
In the year-to-date period, ZPRU.DE achieves a 7.81% return, which is significantly lower than SC0H.DE's 18.19% 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. SC0H.DE - Expense Ratio Comparison
ZPRU.DE has a 0.20% expense ratio, which is higher than SC0H.DE's 0.05% 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. SC0H.DE - 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 Invesco MSCI USA UCITS ETF (SC0H.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.
Dividends
ZPRU.DE vs. SC0H.DE - Dividend Comparison
Neither ZPRU.DE nor SC0H.DE has paid dividends to shareholders.
Drawdowns
ZPRU.DE vs. SC0H.DE - Drawdown Comparison
The maximum ZPRU.DE drawdown since its inception was -36.24%, which is greater than SC0H.DE's maximum drawdown of -34.20%. Use the drawdown chart below to compare losses from any high point for ZPRU.DE and SC0H.DE. For additional features, visit the drawdowns tool.
Volatility
ZPRU.DE vs. SC0H.DE - Volatility Comparison
SPDR MSCI USA Value Weighted UCITS ETF (ZPRU.DE) and Invesco MSCI USA UCITS ETF (SC0H.DE) have volatilities of 4.40% and 4.29%, 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.