ZPRV.DE vs. SXR8.DE
ZPRV.DE (SPDR MSCI USA Small Cap Value Weighted UCITS ETF) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - ZPRV.DE is a Small Cap Value Equities fund tracking the MSCI USA Small Cap Value Weighted Index, while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, ZPRV.DE returned 12.19%/yr vs 14.87%/yr for SXR8.DE. A 0.76 correlation means they provide meaningful diversification when combined. ZPRV.DE charges 0.30%/yr vs 0.07%/yr for SXR8.DE.
Performance
ZPRV.DE vs. SXR8.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ZPRV.DE achieves a 18.05% return, which is significantly higher than SXR8.DE's 9.96% return. Over the past 10 years, ZPRV.DE has underperformed SXR8.DE with an annualized return of 12.19%, while SXR8.DE has yielded a comparatively higher 14.87% annualized return.
ZPRV.DE
- 1D
- 2.02%
- 1M
- 7.15%
- YTD
- 18.05%
- 6M
- 16.39%
- 1Y
- 38.06%
- 3Y*
- 15.98%
- 5Y*
- 11.01%
- 10Y*
- 12.19%
SXR8.DE
- 1D
- 1.56%
- 1M
- 0.60%
- YTD
- 9.96%
- 6M
- 11.01%
- 1Y
- 24.90%
- 3Y*
- 17.96%
- 5Y*
- 14.24%
- 10Y*
- 14.87%
ZPRV.DE vs. SXR8.DE - 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 | 18.05% | 2.99% | 14.07% | 19.11% | -5.40% | 48.22% | -1.86% | 27.40% | -11.77% | -3.75% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 9.96% | 4.73% | 32.32% | 22.47% | -14.31% | 40.74% | 6.80% | 34.49% | -1.05% | 6.67% |
Correlation
The correlation between ZPRV.DE and SXR8.DE is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Feb 18, 2015 | 0.76 |
The correlation between ZPRV.DE and SXR8.DE shifts across timeframes, from 0.60 (1 year) to 0.76 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ZPRV.DE vs. SXR8.DE — Risk / Return Rank
ZPRV.DE
SXR8.DE
ZPRV.DE vs. SXR8.DE - 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 Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE). 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 | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.31 | ||
| Sortino ratioReturn per unit of downside risk | +0.43 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.39 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 6.40 | 3.52 | +2.88 |
| Martin ratioReturn relative to average drawdown | 20.02 | 12.50 | +7.52 |
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Drawdowns
ZPRV.DE vs. SXR8.DE - Drawdown Comparison
The maximum ZPRV.DE drawdown since its inception was -46.04%, which is greater than SXR8.DE's maximum drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for ZPRV.DE and SXR8.DE.
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Drawdown Indicators
| ZPRV.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.04% | -33.78% | -12.26% |
Max Drawdown (1Y)Largest decline over 1 year | -5.87% | -6.94% | +1.07% |
Max Drawdown (3Y)Largest decline over 3 years | -31.14% | -23.32% | -7.82% |
Max Drawdown (5Y)Largest decline over 5 years | -31.14% | -23.32% | -7.82% |
Max Drawdown (10Y)Largest decline over 10 years | -46.04% | -33.78% | -12.26% |
Current DrawdownCurrent decline from peak | 0.00% | -1.72% | +1.72% |
Average DrawdownAverage peak-to-trough decline | -9.12% | -5.22% | -3.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.88% | 1.96% | -0.08% |
Volatility
ZPRV.DE vs. SXR8.DE - Volatility Comparison
SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE) has a higher volatility of 3.33% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 3.08%. This indicates that ZPRV.DE's price experiences larger fluctuations and is considered to be riskier than SXR8.DE 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 | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.33% | 3.08% | +0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 9.65% | 7.86% | +1.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.82% | 11.78% | +4.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.38% | 15.18% | +5.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.87% | 16.08% | +6.79% |
ZPRV.DE vs. SXR8.DE - Expense Ratio Comparison
ZPRV.DE has a 0.30% expense ratio, which is higher than SXR8.DE's 0.07% expense ratio.
Dividends
ZPRV.DE vs. SXR8.DE - Dividend Comparison
Neither ZPRV.DE nor SXR8.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPRV.DE and SXR8.DE have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXR8.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXR8.DE is cheaper with a 0.07% expense ratio, compared with 0.30% for ZPRV.DE.
ZPRV.DE is categorized as Small Cap Value Equities, while SXR8.DE is S&P 500. ZPRV.DE tracks MSCI USA Small Cap Value Weighted Index, while SXR8.DE tracks S&P 500 Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.30% for ZPRV.DE and 0.07% for SXR8.DE.
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