ZPRV.DE vs. DFSV
ZPRV.DE (SPDR MSCI USA Small Cap Value Weighted UCITS ETF) and DFSV (Dimensional US Small Cap Value ETF) are both Small Cap Value Equities funds. ZPRV.DE is passively managed, while DFSV is actively managed. Over the past 3 years, ZPRV.DE returned 16.57%/yr vs 14.90%/yr for DFSV. A 0.67 correlation means they provide meaningful diversification when combined. ZPRV.DE charges 0.30%/yr vs 0.31%/yr for DFSV.
Performance
ZPRV.DE vs. DFSV - Performance Comparison
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Different Trading Currencies
ZPRV.DE is traded in EUR, while DFSV is traded in USD. To make them comparable, the DFSV 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 14.58% return, which is significantly lower than DFSV's 17.56% return.
ZPRV.DE
- 1D
- 0.77%
- 1M
- 2.26%
- YTD
- 14.58%
- 6M
- 14.63%
- 1Y
- 34.42%
- 3Y*
- 16.57%
- 5Y*
- 10.67%
- 10Y*
- 11.63%
DFSV
- 1D
- 0.92%
- 1M
- 1.82%
- YTD
- 17.56%
- 6M
- 16.36%
- 1Y
- 34.70%
- 3Y*
- 14.90%
- 5Y*
- —
- 10Y*
- —
ZPRV.DE vs. DFSV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
ZPRV.DE SPDR MSCI USA Small Cap Value Weighted UCITS ETF | 14.58% | 2.99% | 14.07% | 19.11% | 0.75% |
DFSV Dimensional US Small Cap Value ETF | 17.56% | -4.29% | 14.20% | 15.68% | 5.20% |
Correlation
The correlation between ZPRV.DE and DFSV is 0.70, 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 | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Feb 25, 2022 | 0.67 |
The correlation between ZPRV.DE and DFSV has been stable across timeframes, ranging from 0.67 to 0.70 - a consistent structural relationship.
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Return for Risk
ZPRV.DE vs. DFSV — Risk / Return Rank
ZPRV.DE
DFSV
ZPRV.DE vs. DFSV - 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 Dimensional US Small Cap Value ETF (DFSV). 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.
| ZPRV.DE | DFSV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.21 | ||
| Sortino ratioReturn per unit of downside risk | +0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.34 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 5.84 | 4.56 | +1.28 |
| Martin ratioReturn relative to average drawdown | 17.49 | 14.70 | +2.78 |
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
| ZPRV.DE | DFSV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.17 | 1.96 | +0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.51 | -0.04 |
Drawdowns
ZPRV.DE vs. DFSV - Drawdown Comparison
The maximum ZPRV.DE drawdown since its inception was -46.04%, which is greater than DFSV's maximum drawdown of -31.80%. Use the drawdown chart below to compare losses from any high point for ZPRV.DE and DFSV.
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Drawdown Indicators
| ZPRV.DE | DFSV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.04% | -31.80% | -14.24% |
Max Drawdown (1Y)Largest decline over 1 year | -5.87% | -7.51% | +1.64% |
Max Drawdown (3Y)Largest decline over 3 years | -31.14% | -31.80% | +0.66% |
Max Drawdown (5Y)Largest decline over 5 years | -31.14% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -46.04% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -8.34% | -7.79% | -0.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | 2.32% | -0.36% |
Volatility
ZPRV.DE vs. DFSV - Volatility Comparison
SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE) and Dimensional US Small Cap Value ETF (DFSV) have volatilities of 3.39% and 3.33%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ZPRV.DE | DFSV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.39% | 3.33% | +0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 9.42% | 11.24% | -1.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.78% | 17.50% | -1.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.38% | 21.89% | -1.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.56% | 21.89% | +0.67% |
ZPRV.DE vs. DFSV - Expense Ratio Comparison
ZPRV.DE has a 0.30% expense ratio, which is lower than DFSV's 0.31% expense ratio.
Dividends
ZPRV.DE vs. DFSV - Dividend Comparison
ZPRV.DE has not paid dividends to shareholders, while DFSV's dividend yield for the trailing twelve months is around 1.41%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
DFSV Dimensional US Small Cap Value ETF | 1.41% | 1.53% | 1.31% | 1.29% | 0.90% |
ZPRV.DE SPDR MSCI USA Small Cap Value Weighted UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ZPRV.DE and DFSV have a correlation of 0.70, 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 0.31% for DFSV.
They also come from different issuers: State Street and Dimensional. Their fees differ too: 0.30% for ZPRV.DE and 0.31% for DFSV.
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