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ZPRV.DE vs. ASWC.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZPRV.DE vs. ASWC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE) and HANetf Future of Defence UCITS ETF Acc EUR (ASWC.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, ZPRV.DE achieves a 18.05% return, which is significantly higher than ASWC.DE's 13.04% return.


ZPRV.DE

1D
2.02%
1M
7.15%
YTD
18.05%
6M
16.39%
1Y
38.06%
3Y*
15.98%
5Y*
11.01%
10Y*
12.19%

ASWC.DE

1D
-0.80%
1M
6.25%
YTD
13.04%
6M
13.89%
1Y
16.90%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZPRV.DE vs. ASWC.DE - Yearly Performance Comparison


2026 (YTD)202520242023
ZPRV.DE
SPDR MSCI USA Small Cap Value Weighted UCITS ETF
18.05%2.99%14.07%12.15%
ASWC.DE
HANetf Future of Defence UCITS ETF Acc EUR
13.04%38.30%39.36%14.37%

Correlation

The correlation between ZPRV.DE and ASWC.DE is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

Correlation (All Time)
Calculated using the full available price history since Jul 4, 2023

0.42

The correlation between ZPRV.DE and ASWC.DE shifts across timeframes, from 0.26 (1 year) to 0.42 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ZPRV.DE vs. ASWC.DE — Risk / Return Rank

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

ZPRV.DE
ZPRV.DE Risk / Return Rank: 8888
Overall Rank
ZPRV.DE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
ZPRV.DE Sortino Ratio Rank: 8484
Sortino Ratio Rank
ZPRV.DE Omega Ratio Rank: 8282
Omega Ratio Rank
ZPRV.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
ZPRV.DE Martin Ratio Rank: 9292
Martin Ratio Rank

ASWC.DE
ASWC.DE Risk / Return Rank: 2525
Overall Rank
ASWC.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
ASWC.DE Sortino Ratio Rank: 2525
Sortino Ratio Rank
ASWC.DE Omega Ratio Rank: 2424
Omega Ratio Rank
ASWC.DE Calmar Ratio Rank: 2929
Calmar Ratio Rank
ASWC.DE Martin Ratio Rank: 2424
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.

ZPRV.DE vs. ASWC.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 HANetf Future of Defence UCITS ETF Acc EUR (ASWC.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.DEASWC.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.56

Sortino ratioReturn per unit of downside risk

+1.98

Omega ratioGain probability vs. loss probability

1.42

1.16

+0.27

Calmar ratioReturn relative to maximum drawdown

6.40

1.36

+5.04

Martin ratioReturn relative to average drawdown

20.02

3.10

+16.92

ZPRV.DE vs. ASWC.DE - Sharpe Ratio Comparison

The current ZPRV.DE Sharpe Ratio is 2.40, which is higher than the ASWC.DE Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of ZPRV.DE and ASWC.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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Drawdowns

ZPRV.DE vs. ASWC.DE - Drawdown Comparison

The maximum ZPRV.DE drawdown since its inception was -46.04%, which is greater than ASWC.DE's maximum drawdown of -12.58%. Use the drawdown chart below to compare losses from any high point for ZPRV.DE and ASWC.DE.


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Drawdown Indicators


ZPRV.DEASWC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-46.04%

-12.58%

-33.46%

Max Drawdown (1Y)

Largest decline over 1 year

-5.87%

-12.58%

+6.71%

Max Drawdown (3Y)

Largest decline over 3 years

-31.14%

Max Drawdown (5Y)

Largest decline over 5 years

-31.14%

Max Drawdown (10Y)

Largest decline over 10 years

-46.04%

Current Drawdown

Current decline from peak

0.00%

-2.83%

+2.83%

Average Drawdown

Average peak-to-trough decline

-9.12%

-2.47%

-6.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.88%

5.51%

-3.63%

Volatility

ZPRV.DE vs. ASWC.DE - Volatility Comparison

The current volatility for SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE) is 3.33%, while HANetf Future of Defence UCITS ETF Acc EUR (ASWC.DE) has a volatility of 5.89%. This indicates that ZPRV.DE experiences smaller price fluctuations and is considered to be less risky than ASWC.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.DEASWC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.33%

5.89%

-2.56%

Volatility (6M)

Calculated over the trailing 6-month period

9.65%

15.89%

-6.24%

Volatility (1Y)

Calculated over the trailing 1-year period

15.82%

20.35%

-4.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.38%

19.11%

+1.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.87%

19.11%

+3.76%

ZPRV.DE vs. ASWC.DE - Expense Ratio Comparison

ZPRV.DE has a 0.30% expense ratio, which is lower than ASWC.DE's 0.49% expense ratio.


Dividends

ZPRV.DE vs. ASWC.DE - Dividend Comparison

Neither ZPRV.DE nor ASWC.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ZPRV.DE and ASWC.DE have a correlation of 0.26, 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 0.49% for ASWC.DE.

ZPRV.DE is categorized as Small Cap Value Equities, while ASWC.DE is Aerospace & Defense. ZPRV.DE tracks MSCI USA Small Cap Value Weighted Index, while ASWC.DE tracks EQM Future of Defence Index. They also come from different issuers: State Street and HANetf. Their fees differ too: 0.30% for ZPRV.DE and 0.49% for ASWC.DE.

Portfolio Optimizer

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