ZPRV.DE vs. SPY
Compare and contrast key facts about SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE) and SPDR S&P 500 ETF (SPY).
ZPRV.DE and SPY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993. Both ZPRV.DE and SPY are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ZPRV.DE or SPY.
Performance
ZPRV.DE vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, ZPRV.DE achieves a 18.81% return, which is significantly lower than SPY's 24.91% return.
ZPRV.DE
18.81%
5.09%
14.35%
34.64%
14.97%
N/A
SPY
24.91%
0.61%
11.66%
32.24%
15.43%
13.04%
Key characteristics
| ZPRV.DE | SPY | |
|---|---|---|
| Sharpe Ratio | 1.82 | 2.67 |
| Sortino Ratio | 2.75 | 3.56 |
| Omega Ratio | 1.36 | 1.50 |
| Calmar Ratio | 3.32 | 3.85 |
| Martin Ratio | 9.57 | 17.38 |
| Ulcer Index | 3.58% | 1.86% |
| Daily Std Dev | 18.77% | 12.17% |
| Max Drawdown | -46.04% | -55.19% |
| Current Drawdown | -2.65% | -1.77% |
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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.
Correlation
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.
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.
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 1.19%.
| 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% |
SPY SPDR S&P 500 ETF | 1.19% | 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%. Use the drawdown chart below to compare losses from any high point for ZPRV.DE and SPY. For additional features, visit the drawdowns tool.
Volatility
ZPRV.DE vs. SPY - Volatility Comparison
SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE) has a higher volatility of 6.80% compared to SPDR S&P 500 ETF (SPY) at 4.08%. 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.