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

ZPRV.DE vs. DFSVX

Last updated Apr 2, 2026

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. It was launched on Mar 2, 1993.

Performance

ZPRV.DE vs. DFSVX - 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 DFA U.S. Small Cap Value Portfolio I (DFSVX). The values are adjusted to include any dividend payments, if applicable.

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ZPRV.DE vs. DFSVX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
ZPRV.DE
SPDR MSCI USA Small Cap Value Weighted UCITS ETF		5.45%2.99%14.07%19.11%-5.31%48.07%-1.85%27.41%-11.78%-3.75%
DFSVX
DFA U.S. Small Cap Value Portfolio I		8.59%-4.49%16.81%15.46%2.41%50.44%-6.19%20.82%-11.15%-6.30%
Different Trading Currencies

ZPRV.DE is traded in EUR, while DFSVX is traded in USD. To make them comparable, the DFSVX 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 5.45% return, which is significantly lower than DFSVX's 8.59% return. Over the past 10 years, ZPRV.DE has outperformed DFSVX with an annualized return of 11.27%, while DFSVX has yielded a comparatively lower 10.68% annualized return.

ZPRV.DE

1D
1.09%
1M
-1.93%
YTD
5.45%
6M
9.84%
1Y
18.99%
3Y*
13.75%
5Y*
9.58%
10Y*
11.27%

DFSVX

1D
1.21%
1M
-2.64%
YTD
8.59%
6M
11.52%
1Y
17.46%
3Y*
12.34%
5Y*
10.12%
10Y*
10.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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SPDR MSCI USA Small Cap Value Weighted UCITS ETF

DFA U.S. Small Cap Value Portfolio I

Often compared with ZPRV.DE:
ZPRV.DE vs. AVUVZPRV.DE vs. SPYZPRV.DE vs. AVWS.DEZPRV.DE vs. IUSN.DEZPRV.DE vs. VBRZPRV.DE vs. ZPRR.DEZPRV.DE vs. AVDV
Often compared with DFSVX:
DFSVX vs. AVUVDFSVX vs. DFSVDFSVX vs. DFFVXDFSVX vs. VOODFSVX vs. FISVXDFSVX vs. DFSCXDFSVX vs. FSMAX

ZPRV.DE vs. DFSVX - Expense Ratio Comparison

Both ZPRV.DE and DFSVX have an expense ratio of 0.30%.

ZPRV.DE
SPDR MSCI USA Small Cap Value Weighted UCITS ETF
DFSVX
DFA U.S. Small Cap Value Portfolio I

Return for Risk

ZPRV.DE vs. DFSVX — 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: 5454
Overall Rank
ZPRV.DE Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
ZPRV.DE Sortino Ratio Rank: 4242
Sortino Ratio Rank
ZPRV.DE Omega Ratio Rank: 4444
Omega Ratio Rank
ZPRV.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
ZPRV.DE Martin Ratio Rank: 6767
Martin Ratio Rank
DFSVX
DFSVX Risk / Return Rank: 6262
Overall Rank
DFSVX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
DFSVX Sortino Ratio Rank: 6464
Sortino Ratio Rank
DFSVX Omega Ratio Rank: 5858
Omega Ratio Rank
DFSVX Calmar Ratio Rank: 6666
Calmar Ratio Rank
DFSVX Martin Ratio Rank: 5959
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. DFSVX - 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 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.

ZPRV.DEDFSVXDifference

Sharpe ratio

Return per unit of total volatility

0.88

0.72

+0.16

Sortino ratio

Return per unit of downside risk

1.25

1.11

+0.14

Omega ratio

Gain probability vs. loss probability

1.18

1.16

+0.02

Calmar ratio

Return relative to maximum drawdown

1.90

0.90

+1.00

Martin ratio

Return relative to average drawdown

7.11

3.19

+3.92

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ZPRV.DE vs. DFSVX - Sharpe Ratio Comparison

The current ZPRV.DE Sharpe Ratio is 0.88, which is comparable to the DFSVX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of ZPRV.DE and DFSVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

ZPRV.DEDFSVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

0.72

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.48

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.44

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.33

+0.11

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.

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 1.63%.

TTM20252024202320222021202020192018201720162015
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		1.63%1.69%1.47%3.67%6.77%10.40%1.96%2.83%7.54%5.18%4.18%5.29%

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 -64.27%. Use the drawdown chart below to compare losses from any high point for ZPRV.DE and DFSVX.

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Drawdown Indicators

ZPRV.DEDFSVXDifference

Max Drawdown

Largest peak-to-trough decline

-46.04%

-66.70%

+20.66%

Max Drawdown (1Y)

Largest decline over 1 year

-16.83%

-15.11%

-1.72%

Max Drawdown (5Y)

Largest decline over 5 years

-31.14%

-27.69%

-3.45%

Max Drawdown (10Y)

Largest decline over 10 years

-46.04%

-52.12%

+6.08%

Current Drawdown

Current decline from peak

-2.88%

-5.89%

+3.01%

Average Drawdown

Average peak-to-trough decline

-8.47%

-9.51%

+1.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.64%

4.09%

-1.45%

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 4.63% and 4.57%, 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.DEDFSVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.63%

4.57%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

11.30%

13.22%

-1.92%

Volatility (1Y)

Calculated over the trailing 1-year period

21.50%

25.47%

-3.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.63%

21.41%

-0.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.73%

24.29%

-1.56%