ZPRU.DE vs. UBUS.DE
ZPRU.DE (SPDR MSCI USA Value Weighted UCITS ETF) and UBUS.DE (UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis) are both Large Cap Value Equities funds - ZPRU.DE tracks the MSCI USA Value Weighted while UBUS.DE tracks the MSCI USA Prime Value. Both are passively managed. Over the past 10 years, ZPRU.DE returned 12.66%/yr vs 11.26%/yr for UBUS.DE. Their correlation of 0.94 suggests significant overlap in exposure. ZPRU.DE charges 0.20%/yr vs 0.25%/yr for UBUS.DE.
Performance
ZPRU.DE vs. UBUS.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 UBUS.DE's 7.74% return. Over the past 10 years, ZPRU.DE has outperformed UBUS.DE with an annualized return of 12.66%, while UBUS.DE has yielded a comparatively lower 11.26% 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%
UBUS.DE
- 1D
- 0.62%
- 1M
- 3.91%
- YTD
- 7.74%
- 6M
- 8.30%
- 1Y
- 17.28%
- 3Y*
- 10.15%
- 5Y*
- 8.96%
- 10Y*
- 11.26%
ZPRU.DE vs. UBUS.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% |
UBUS.DE UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis | 7.74% | 0.31% | 13.88% | 12.22% | -2.99% | 41.06% | -3.23% | 29.19% | -2.28% | 5.60% |
Correlation
The correlation between ZPRU.DE and UBUS.DE is 0.80, 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 | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Sep 23, 2015 | 0.94 |
The correlation between ZPRU.DE and UBUS.DE shifts across timeframes, from 0.80 (1 year) to 0.94 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ZPRU.DE vs. UBUS.DE — Risk / Return Rank
ZPRU.DE
UBUS.DE
ZPRU.DE vs. UBUS.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 UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis (UBUS.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 | UBUS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.81 | ||
| Sortino ratioReturn per unit of downside risk | +3.59 | ||
| Omega ratioGain probability vs. loss probability | 1.72 | 1.25 | +0.47 |
| Calmar ratioReturn relative to maximum drawdown | 11.05 | 2.76 | +8.29 |
| Martin ratioReturn relative to average drawdown | 40.19 | 8.74 | +31.45 |
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 | UBUS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.27 | 1.46 | +2.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.60 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.68 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.67 | -0.07 |
Drawdowns
ZPRU.DE vs. UBUS.DE - Drawdown Comparison
The maximum ZPRU.DE drawdown since its inception was -39.69%, which is greater than UBUS.DE's maximum drawdown of -34.63%. Use the drawdown chart below to compare losses from any high point for ZPRU.DE and UBUS.DE.
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Drawdown Indicators
| ZPRU.DE | UBUS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.69% | -34.63% | -5.06% |
Max Drawdown (1Y)Largest decline over 1 year | -5.56% | -6.23% | +0.67% |
Max Drawdown (3Y)Largest decline over 3 years | -24.05% | -21.86% | -2.19% |
Max Drawdown (5Y)Largest decline over 5 years | -24.05% | -21.86% | -2.19% |
Max Drawdown (10Y)Largest decline over 10 years | -39.69% | -34.63% | -5.06% |
Current DrawdownCurrent decline from peak | -0.54% | 0.00% | -0.54% |
Average DrawdownAverage peak-to-trough decline | -6.46% | -5.15% | -1.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.53% | 1.97% | -0.44% |
Volatility
ZPRU.DE vs. UBUS.DE - Volatility Comparison
SPDR MSCI USA Value Weighted UCITS ETF (ZPRU.DE) has a higher volatility of 5.53% compared to UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis (UBUS.DE) at 2.90%. This indicates that ZPRU.DE's price experiences larger fluctuations and is considered to be riskier than UBUS.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 | UBUS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.53% | 2.90% | +2.63% |
Volatility (6M)Calculated over the trailing 6-month period | 10.27% | 7.97% | +2.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.40% | 11.80% | +2.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.39% | 14.73% | +1.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.99% | 16.37% | +1.62% |
ZPRU.DE vs. UBUS.DE - Expense Ratio Comparison
ZPRU.DE has a 0.20% expense ratio, which is lower than UBUS.DE's 0.25% expense ratio. Despite the difference, 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. UBUS.DE - Dividend Comparison
ZPRU.DE has not paid dividends to shareholders, while UBUS.DE's dividend yield for the trailing twelve months is around 0.98%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
UBUS.DE UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis | 0.98% | 1.14% | 0.61% | 1.38% | 1.52% | 1.30% | 1.66% | 1.17% | 1.58% | 1.42% | 1.28% |
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% |
Frequently Asked Questions
ZPRU.DE and UBUS.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ZPRU.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZPRU.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for UBUS.DE.
ZPRU.DE tracks MSCI USA Value Weighted, while UBUS.DE tracks MSCI USA Prime Value. They also come from different issuers: State Street and UBS. Their fees differ too: 0.20% for ZPRU.DE and 0.25% for UBUS.DE.
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