ZPRV.DE vs. 5MVL.DE
ZPRV.DE (SPDR MSCI USA Small Cap Value Weighted UCITS ETF) and 5MVL.DE (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) are both exchange-traded funds - ZPRV.DE is a Small Cap Value Equities fund tracking the MSCI USA Small Cap Value Weighted Index, while 5MVL.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets Select Value Factor Focus. Both are passively managed. Over the past 5 years, ZPRV.DE returned 11.12%/yr vs 17.75%/yr for 5MVL.DE. A 0.51 correlation means they provide meaningful diversification when combined. ZPRV.DE charges 0.30%/yr vs 0.40%/yr for 5MVL.DE.
Performance
ZPRV.DE vs. 5MVL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ZPRV.DE achieves a 17.92% return, which is significantly lower than 5MVL.DE's 46.85% return.
ZPRV.DE
- 1D
- -0.11%
- 1M
- 7.03%
- YTD
- 17.92%
- 6M
- 17.41%
- 1Y
- 37.90%
- 3Y*
- 16.83%
- 5Y*
- 11.12%
- 10Y*
- 12.09%
5MVL.DE
- 1D
- 2.38%
- 1M
- 8.72%
- YTD
- 46.85%
- 6M
- 51.96%
- 1Y
- 81.19%
- 3Y*
- 33.48%
- 5Y*
- 17.75%
- 10Y*
- —
ZPRV.DE vs. 5MVL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
ZPRV.DE SPDR MSCI USA Small Cap Value Weighted UCITS ETF | 17.92% | 2.99% | 14.07% | 19.11% | -5.40% | 48.22% | -1.86% | 27.40% | -11.57% |
5MVL.DE iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) | 46.85% | 27.25% | 21.00% | 14.59% | -10.56% | 13.09% | -2.40% | 20.36% | -14.02% |
Correlation
The correlation between ZPRV.DE and 5MVL.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Dec 6, 2018 | 0.51 |
The correlation between ZPRV.DE and 5MVL.DE has been stable across timeframes, ranging from 0.43 to 0.51 - a consistent structural relationship.
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Return for Risk
ZPRV.DE vs. 5MVL.DE — Risk / Return Rank
ZPRV.DE
5MVL.DE
ZPRV.DE vs. 5MVL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE) and iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ZPRV.DE | 5MVL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.61 | ||
| Sortino ratioReturn per unit of downside risk | -1.52 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.68 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 6.43 | 8.30 | -1.87 |
| Martin ratioReturn relative to average drawdown | 20.11 | 25.93 | -5.83 |
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Drawdowns
ZPRV.DE vs. 5MVL.DE - Drawdown Comparison
The maximum ZPRV.DE drawdown since its inception was -46.04%, which is greater than 5MVL.DE's maximum drawdown of -32.22%. Use the drawdown chart below to compare losses from any high point for ZPRV.DE and 5MVL.DE.
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Drawdown Indicators
| ZPRV.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.04% | -32.22% | -13.82% |
Max Drawdown (1Y)Largest decline over 1 year | -5.87% | -9.73% | +3.86% |
Max Drawdown (3Y)Largest decline over 3 years | -31.14% | -19.14% | -12.00% |
Max Drawdown (5Y)Largest decline over 5 years | -31.14% | -20.60% | -10.54% |
Max Drawdown (10Y)Largest decline over 10 years | -46.04% | — | — |
Current DrawdownCurrent decline from peak | -0.11% | -3.21% | +3.10% |
Average DrawdownAverage peak-to-trough decline | -9.12% | -6.63% | -2.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.88% | 3.12% | -1.24% |
Volatility
ZPRV.DE vs. 5MVL.DE - Volatility Comparison
The current volatility for SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE) is 2.97%, while iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) has a volatility of 8.80%. This indicates that ZPRV.DE experiences smaller price fluctuations and is considered to be less risky than 5MVL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ZPRV.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.97% | 8.80% | -5.83% |
Volatility (6M)Calculated over the trailing 6-month period | 9.66% | 17.08% | -7.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.70% | 20.14% | -4.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.38% | 17.03% | +3.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.87% | 19.36% | +3.51% |
ZPRV.DE vs. 5MVL.DE - Expense Ratio Comparison
ZPRV.DE has a 0.30% expense ratio, which is lower than 5MVL.DE's 0.40% expense ratio.
Dividends
ZPRV.DE vs. 5MVL.DE - Dividend Comparison
Neither ZPRV.DE nor 5MVL.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPRV.DE and 5MVL.DE have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ZPRV.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZPRV.DE is cheaper with a 0.30% expense ratio, compared with 0.40% for 5MVL.DE.
ZPRV.DE is categorized as Small Cap Value Equities, while 5MVL.DE is Emerging Markets Equities. ZPRV.DE tracks MSCI USA Small Cap Value Weighted Index, while 5MVL.DE tracks MSCI Emerging Markets Select Value Factor Focus. They also come from different issuers: State Street and iShares. Their fees differ too: 0.30% for ZPRV.DE and 0.40% for 5MVL.DE.
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