ZPRV.DE vs. IGM
ZPRV.DE (SPDR MSCI USA Small Cap Value Weighted UCITS ETF) and IGM (iShares Expanded Tech Sector ETF) are both exchange-traded funds - ZPRV.DE is a Small Cap Value Equities fund tracking the MSCI USA Small Cap Value Weighted Index, while IGM is a Technology Equities fund tracking the S&P North American Expanded Technology Sector Index. Both are passively managed. Over the past 10 years, ZPRV.DE returned 12.09%/yr vs 24.77%/yr for IGM. At a 0.35 correlation, their price movements are largely independent. ZPRV.DE charges 0.30%/yr vs 0.39%/yr for IGM.
Performance
ZPRV.DE vs. IGM - Performance Comparison
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Different Trading Currencies
ZPRV.DE is traded in EUR, while IGM is traded in USD. To make them comparable, the IGM 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 lower than IGM's 29.60% return. Over the past 10 years, ZPRV.DE has underperformed IGM with an annualized return of 12.09%, while IGM has yielded a comparatively higher 24.77% 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%
IGM
- 1D
- 3.41%
- 1M
- 7.41%
- YTD
- 29.60%
- 6M
- 31.07%
- 1Y
- 55.58%
- 3Y*
- 33.85%
- 5Y*
- 21.78%
- 10Y*
- 24.77%
ZPRV.DE vs. IGM - 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% |
IGM iShares Expanded Tech Sector ETF | 29.60% | 11.72% | 46.04% | 55.86% | -31.86% | 35.13% | 33.15% | 45.01% | 7.06% | 20.34% |
Correlation
The correlation between ZPRV.DE and IGM is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Feb 18, 2015 | 0.35 |
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Return for Risk
ZPRV.DE vs. IGM — Risk / Return Rank
ZPRV.DE
IGM
ZPRV.DE vs. IGM - 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 iShares Expanded Tech Sector ETF (IGM). 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 | IGM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.15 | ||
| Sortino ratioReturn per unit of downside risk | +0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.43 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 6.43 | 3.62 | +2.80 |
| Martin ratioReturn relative to average drawdown | 20.11 | 10.86 | +9.24 |
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Drawdowns
ZPRV.DE vs. IGM - Drawdown Comparison
The maximum ZPRV.DE drawdown since its inception was -46.04%, roughly equal to the maximum IGM drawdown of -47.57%. Use the drawdown chart below to compare losses from any high point for ZPRV.DE and IGM.
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Drawdown Indicators
| ZPRV.DE | IGM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.04% | -47.57% | +1.53% |
Max Drawdown (1Y)Largest decline over 1 year | -5.87% | -15.41% | +9.54% |
Max Drawdown (3Y)Largest decline over 3 years | -31.14% | -30.63% | -0.51% |
Max Drawdown (5Y)Largest decline over 5 years | -31.14% | -35.24% | +4.10% |
Max Drawdown (10Y)Largest decline over 10 years | -46.04% | -35.24% | -10.80% |
Current DrawdownCurrent decline from peak | -0.11% | -3.11% | +3.00% |
Average DrawdownAverage peak-to-trough decline | -9.12% | -8.50% | -0.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.88% | 5.13% | -3.25% |
Volatility
ZPRV.DE vs. IGM - Volatility Comparison
The current volatility for SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE) is 2.97%, while iShares Expanded Tech Sector ETF (IGM) has a volatility of 9.68%. This indicates that ZPRV.DE experiences smaller price fluctuations and is considered to be less risky than IGM 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 | IGM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.97% | 9.68% | -6.71% |
Volatility (6M)Calculated over the trailing 6-month period | 9.66% | 17.34% | -7.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.70% | 21.85% | -6.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.38% | 25.49% | -5.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.87% | 24.89% | -2.02% |
ZPRV.DE vs. IGM - Expense Ratio Comparison
ZPRV.DE has a 0.30% expense ratio, which is lower than IGM's 0.39% expense ratio.
Dividends
ZPRV.DE vs. IGM - Dividend Comparison
ZPRV.DE has not paid dividends to shareholders, while IGM's dividend yield for the trailing twelve months is around 0.17%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IGM iShares Expanded Tech Sector ETF | 0.17% | 0.17% | 0.22% | 0.33% | 0.66% | 0.16% | 0.32% | 0.50% | 0.57% | 0.57% | 0.90% | 0.79% |
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% |
Frequently Asked Questions
ZPRV.DE and IGM have a correlation of 0.32, 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 0.39% for IGM.
ZPRV.DE is categorized as Small Cap Value Equities, while IGM is Technology Equities. ZPRV.DE tracks MSCI USA Small Cap Value Weighted Index, while IGM tracks S&P North American Expanded Technology Sector Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.30% for ZPRV.DE and 0.39% for IGM.
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