ZPRV.DE vs. DFSVX
Compare and contrast key facts about SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE) and DFA U.S. Small Cap Value Portfolio I (DFSVX).
ZPRV.DE is a passively managed fund by State Street that tracks the performance of the MSCI USA Small Cap Value Weighted Index. It was launched on Feb 18, 2015. DFSVX is managed by Dimensional Fund Advisors LP. It was launched on Mar 2, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ZPRV.DE or DFSVX.
Key characteristics
| ZPRV.DE | DFSVX | |
|---|---|---|
| YTD Return | -1.24% | 0.14% |
| 1Y Return | 23.07% | 24.88% |
| 3Y Return (Ann) | 7.68% | 7.29% |
| 5Y Return (Ann) | 10.97% | 10.90% |
| Sharpe Ratio | 1.37 | 1.27 |
| Daily Std Dev | 18.18% | 18.65% |
| Max Drawdown | -46.04% | -66.70% |
| Current Drawdown | -5.81% | -4.62% |
Correlation
The correlation between ZPRV.DE and DFSVX is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
ZPRV.DE vs. DFSVX - Performance Comparison
In the year-to-date period, ZPRV.DE achieves a -1.24% return, which is significantly lower than DFSVX's 0.14% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ZPRV.DE vs. DFSVX - Expense Ratio Comparison
Both ZPRV.DE and DFSVX have an expense ratio of 0.30%.
Risk-Adjusted Performance
ZPRV.DE vs. DFSVX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE) and DFA U.S. Small Cap Value Portfolio I (DFSVX). 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.
Dividends
ZPRV.DE vs. DFSVX - Dividend Comparison
ZPRV.DE has not paid dividends to shareholders, while DFSVX's dividend yield for the trailing twelve months is around 3.68%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ZPRV.DE SPDR MSCI USA Small Cap 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% | 0.00% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 3.68% | 3.67% | 6.77% | 10.40% | 1.96% | 2.83% | 7.54% | 5.62% | 4.53% | 5.83% | 4.53% | 5.09% |
Drawdowns
ZPRV.DE vs. DFSVX - Drawdown Comparison
The maximum ZPRV.DE drawdown since its inception was -46.04%, smaller than the maximum DFSVX drawdown of -66.70%. Use the drawdown chart below to compare losses from any high point for ZPRV.DE and DFSVX. For additional features, visit the drawdowns tool.
Volatility
ZPRV.DE vs. DFSVX - Volatility Comparison
SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE) and DFA U.S. Small Cap Value Portfolio I (DFSVX) have volatilities of 5.33% and 5.13%, 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.