ZPRV.DE vs. BTC-USD
ZPRV.DE (SPDR MSCI USA Small Cap Value Weighted UCITS ETF) is Small Cap Value Equities fund tracking the MSCI USA Small Cap Value Weighted Index, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, ZPRV.DE returned 12.09%/yr vs 56.04%/yr for BTC-USD. At a 0.09 correlation, their price movements are largely independent.
Performance
ZPRV.DE vs. BTC-USD - Performance Comparison
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Different Trading Currencies
ZPRV.DE is traded in EUR, while BTC-USD is traded in USD. To make them comparable, the BTC-USD values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, ZPRV.DE achieves a 17.92% return, which is significantly higher than BTC-USD's -23.33% return. Over the past 10 years, ZPRV.DE has underperformed BTC-USD with an annualized return of 12.09%, while BTC-USD has yielded a comparatively higher 56.04% annualized 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%
BTC-USD
- 1D
- 0.85%
- 1M
- -16.01%
- YTD
- -23.33%
- 6M
- -22.33%
- 1Y
- -37.65%
- 3Y*
- 33.37%
- 5Y*
- 12.30%
- 10Y*
- 56.04%
ZPRV.DE vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | -11.77% | -3.75% |
BTC-USD Bitcoin | -23.33% | -17.40% | 136.59% | 145.80% | -61.85% | 71.33% | 271.22% | 98.48% | -73.46% | 1,229.62% |
Correlation
The correlation between ZPRV.DE and BTC-USD is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Feb 18, 2015 | 0.09 |
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Return for Risk
ZPRV.DE vs. BTC-USD — Risk / Return Rank
ZPRV.DE
BTC-USD
ZPRV.DE vs. BTC-USD - 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 Bitcoin (BTC-USD). 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 | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.29 | ||
| Sortino ratioReturn per unit of downside risk | +4.47 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 0.87 | +0.55 |
| Calmar ratioReturn relative to maximum drawdown | 6.43 | -0.75 | +7.18 |
| Martin ratioReturn relative to average drawdown | 20.11 | -1.28 | +21.39 |
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Drawdowns
ZPRV.DE vs. BTC-USD - Drawdown Comparison
The maximum ZPRV.DE drawdown since its inception was -46.04%, smaller than the maximum BTC-USD drawdown of -83.05%. Use the drawdown chart below to compare losses from any high point for ZPRV.DE and BTC-USD.
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Drawdown Indicators
| ZPRV.DE | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.04% | -83.05% | +37.01% |
Max Drawdown (1Y)Largest decline over 1 year | -5.87% | -50.24% | +44.37% |
Max Drawdown (3Y)Largest decline over 3 years | -31.14% | -50.24% | +19.10% |
Max Drawdown (5Y)Largest decline over 5 years | -31.14% | -73.60% | +42.46% |
Max Drawdown (10Y)Largest decline over 10 years | -46.04% | -82.51% | +36.47% |
Current DrawdownCurrent decline from peak | -0.11% | -46.36% | +46.25% |
Average DrawdownAverage peak-to-trough decline | -9.12% | -40.06% | +30.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.88% | 34.95% | -33.07% |
Volatility
ZPRV.DE vs. BTC-USD - Volatility Comparison
The current volatility for SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE) is 2.97%, while Bitcoin (BTC-USD) has a volatility of 11.71%. This indicates that ZPRV.DE experiences smaller price fluctuations and is considered to be less risky than BTC-USD 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 | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.97% | 11.71% | -8.74% |
Volatility (6M)Calculated over the trailing 6-month period | 9.66% | 34.74% | -25.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.70% | 35.32% | -19.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.38% | 44.65% | -24.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.87% | 55.67% | -32.80% |
Frequently Asked Questions
ZPRV.DE and BTC-USD have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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