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ZPRV.DE vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


ZPRV.DESPY
YTD Return0.61%7.81%
1Y Return22.54%25.34%
3Y Return (Ann)9.04%8.97%
5Y Return (Ann)11.69%13.82%
Sharpe Ratio1.172.32
Daily Std Dev18.01%11.64%
Max Drawdown-46.04%-55.19%
Current Drawdown-4.04%-2.35%

Correlation

0.44
-1.001.00

The correlation between ZPRV.DE and SPY is 0.44, 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. SPY - Performance Comparison

In the year-to-date period, ZPRV.DE achieves a 0.61% return, which is significantly lower than SPY's 7.81% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
17.10%
19.24%
ZPRV.DE
SPY

Compare stocks, funds, or ETFs


SPDR MSCI USA Small Cap Value Weighted UCITS ETF

SPDR S&P 500 ETF

ZPRV.DE vs. SPY - Expense Ratio Comparison

ZPRV.DE has a 0.30% expense ratio, which is higher than SPY's 0.09% expense ratio.

ZPRV.DE
SPDR MSCI USA Small Cap Value Weighted UCITS ETF
0.50%1.00%1.50%2.00%0.30%
0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

ZPRV.DE vs. SPY - 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 SPDR S&P 500 ETF (SPY). 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
Sharpe ratio
The Sharpe ratio of ZPRV.DE compared to the broader market0.002.004.000.92
Sortino ratio
The Sortino ratio of ZPRV.DE compared to the broader market-2.000.002.004.006.008.0010.001.50
Omega ratio
The Omega ratio of ZPRV.DE compared to the broader market1.001.502.002.501.18
Calmar ratio
The Calmar ratio of ZPRV.DE compared to the broader market0.002.004.006.008.0010.0012.001.01
Martin ratio
The Martin ratio of ZPRV.DE compared to the broader market0.0020.0040.0060.0080.003.34
SPY
Sharpe ratio
The Sharpe ratio of SPY compared to the broader market0.002.004.002.23
Sortino ratio
The Sortino ratio of SPY compared to the broader market-2.000.002.004.006.008.0010.003.21
Omega ratio
The Omega ratio of SPY compared to the broader market1.001.502.002.501.40
Calmar ratio
The Calmar ratio of SPY compared to the broader market0.002.004.006.008.0010.0012.001.88
Martin ratio
The Martin ratio of SPY compared to the broader market0.0020.0040.0060.0080.009.33

ZPRV.DE vs. SPY - Sharpe Ratio Comparison

The current ZPRV.DE Sharpe Ratio is 0.92, which is lower than the SPY Sharpe Ratio of 2.23. The chart below compares the 12-month rolling Sharpe Ratio of ZPRV.DE and SPY.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.92
2.23
ZPRV.DE
SPY

Dividends

ZPRV.DE vs. SPY - Dividend Comparison

ZPRV.DE has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.32%.


TTM20232022202120202019201820172016201520142013
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%
SPY
SPDR S&P 500 ETF
1.32%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%

Drawdowns

ZPRV.DE vs. SPY - Drawdown Comparison

The maximum ZPRV.DE drawdown since its inception was -46.04%, smaller than the maximum SPY drawdown of -55.19%. The drawdown chart below compares losses from any high point along the way for ZPRV.DE and SPY


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-5.33%
-2.35%
ZPRV.DE
SPY

Volatility

ZPRV.DE vs. SPY - Volatility Comparison

SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE) has a higher volatility of 5.47% compared to SPDR S&P 500 ETF (SPY) at 3.16%. This indicates that ZPRV.DE's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%NovemberDecember2024FebruaryMarchApril
5.47%
3.16%
ZPRV.DE
SPY