ZPRU.DE vs. SPY5.DE
ZPRU.DE (SPDR MSCI USA Value Weighted UCITS ETF) and SPY5.DE (SPDR S&P 500 UCITS ETF) are both exchange-traded funds - ZPRU.DE is a Large Cap Value Equities fund tracking the MSCI USA Value Weighted, while SPY5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, ZPRU.DE returned 12.66%/yr vs 15.13%/yr for SPY5.DE. Their correlation of 0.88 suggests significant overlap in exposure. ZPRU.DE charges 0.20%/yr vs 0.03%/yr for SPY5.DE.
Performance
ZPRU.DE vs. SPY5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ZPRU.DE achieves a 31.29% return, which is significantly higher than SPY5.DE's 11.39% return. Over the past 10 years, ZPRU.DE has underperformed SPY5.DE with an annualized return of 12.66%, while SPY5.DE has yielded a comparatively higher 15.13% annualized 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%
SPY5.DE
- 1D
- -0.13%
- 1M
- 5.22%
- YTD
- 11.39%
- 6M
- 11.43%
- 1Y
- 25.61%
- 3Y*
- 18.89%
- 5Y*
- 14.76%
- 10Y*
- 15.13%
ZPRU.DE vs. SPY5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SPY5.DE SPDR S&P 500 UCITS ETF | 11.39% | 4.75% | 32.36% | 22.42% | -14.24% | 40.60% | 6.73% | 34.93% | 0.25% | 6.69% |
Correlation
The correlation between ZPRU.DE and SPY5.DE is 0.73, 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 | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Feb 20, 2015 | 0.88 |
The correlation between ZPRU.DE and SPY5.DE shifts across timeframes, from 0.73 (1 year) to 0.88 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ZPRU.DE vs. SPY5.DE — Risk / Return Rank
ZPRU.DE
SPY5.DE
ZPRU.DE vs. SPY5.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 SPDR S&P 500 UCITS ETF (SPY5.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.DE | SPY5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.05 | ||
| Sortino ratioReturn per unit of downside risk | +2.70 | ||
| Omega ratioGain probability vs. loss probability | 1.72 | 1.41 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 11.05 | 3.57 | +7.48 |
| Martin ratioReturn relative to average drawdown | 40.19 | 12.77 | +27.42 |
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
| ZPRU.DE | SPY5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.27 | 2.22 | +2.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.96 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.93 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.97 | -0.37 |
Drawdowns
ZPRU.DE vs. SPY5.DE - Drawdown Comparison
The maximum ZPRU.DE drawdown since its inception was -39.69%, which is greater than SPY5.DE's maximum drawdown of -33.86%. Use the drawdown chart below to compare losses from any high point for ZPRU.DE and SPY5.DE.
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Drawdown Indicators
| ZPRU.DE | SPY5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.69% | -33.86% | -5.83% |
Max Drawdown (1Y)Largest decline over 1 year | -5.56% | -7.15% | +1.59% |
Max Drawdown (3Y)Largest decline over 3 years | -24.05% | -23.34% | -0.71% |
Max Drawdown (5Y)Largest decline over 5 years | -24.05% | -23.34% | -0.71% |
Max Drawdown (10Y)Largest decline over 10 years | -39.69% | -33.86% | -5.83% |
Current DrawdownCurrent decline from peak | -0.54% | -0.44% | -0.10% |
Average DrawdownAverage peak-to-trough decline | -6.46% | -3.95% | -2.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.53% | 2.00% | -0.47% |
Volatility
ZPRU.DE vs. SPY5.DE - Volatility Comparison
SPDR MSCI USA Value Weighted UCITS ETF (ZPRU.DE) has a higher volatility of 5.53% compared to SPDR S&P 500 UCITS ETF (SPY5.DE) at 2.66%. This indicates that ZPRU.DE's price experiences larger fluctuations and is considered to be riskier than SPY5.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.DE | SPY5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.53% | 2.66% | +2.87% |
Volatility (6M)Calculated over the trailing 6-month period | 10.27% | 7.54% | +2.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.40% | 11.51% | +2.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.39% | 15.18% | +1.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.99% | 16.07% | +1.92% |
ZPRU.DE vs. SPY5.DE - Expense Ratio Comparison
ZPRU.DE has a 0.20% expense ratio, which is higher than SPY5.DE's 0.03% 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%.
Dividends
ZPRU.DE vs. SPY5.DE - Dividend Comparison
ZPRU.DE has not paid dividends to shareholders, while SPY5.DE's dividend yield for the trailing twelve months is around 0.89%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPY5.DE SPDR S&P 500 UCITS ETF | 0.89% | 0.99% | 1.03% | 1.22% | 1.42% | 0.95% | 1.37% | 1.74% | 3.30% | 1.59% | 1.57% | 1.69% |
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% |
Frequently Asked Questions
ZPRU.DE and SPY5.DE have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPY5.DE is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPY5.DE is cheaper with a 0.03% expense ratio, compared with 0.20% for ZPRU.DE.
ZPRU.DE is categorized as Large Cap Value Equities, while SPY5.DE is S&P 500. ZPRU.DE tracks MSCI USA Value Weighted, while SPY5.DE tracks S&P 500 Index. Their fees differ too: 0.20% for ZPRU.DE and 0.03% for SPY5.DE.
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