ZPRV.DE vs. SXRS.DE
ZPRV.DE (SPDR MSCI USA Small Cap Value Weighted UCITS ETF) and SXRS.DE (iShares Diversified Commodity Swap UCITS 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 SXRS.DE is a Commodities fund tracking the Bloomberg Commodity. Both are passively managed. Over the past 5 years, ZPRV.DE returned 10.67%/yr vs 12.06%/yr for SXRS.DE. At a 0.27 correlation, their price movements are largely independent. ZPRV.DE charges 0.30%/yr vs 0.19%/yr for SXRS.DE.
Performance
ZPRV.DE vs. SXRS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ZPRV.DE achieves a 14.58% return, which is significantly lower than SXRS.DE's 23.84% return.
ZPRV.DE
- 1D
- 0.77%
- 1M
- 1.69%
- YTD
- 14.58%
- 6M
- 14.04%
- 1Y
- 34.68%
- 3Y*
- 16.57%
- 5Y*
- 10.67%
- 10Y*
- 11.63%
SXRS.DE
- 1D
- -1.56%
- 1M
- -0.35%
- YTD
- 23.84%
- 6M
- 22.88%
- 1Y
- 34.67%
- 3Y*
- 12.54%
- 5Y*
- 12.06%
- 10Y*
- —
ZPRV.DE vs. SXRS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
ZPRV.DE SPDR MSCI USA Small Cap Value Weighted UCITS ETF | 14.58% | 2.99% | 14.07% | 19.11% | -5.31% | 48.07% | -1.85% | 27.41% | -8.65% |
SXRS.DE iShares Diversified Commodity Swap UCITS ETF | 23.84% | 4.72% | 10.95% | -10.44% | 20.69% | 40.00% | -13.37% | 9.72% | -6.15% |
Correlation
The correlation between ZPRV.DE and SXRS.DE is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Apr 26, 2018 | 0.27 |
The correlation between ZPRV.DE and SXRS.DE shifts across timeframes, from -0.02 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ZPRV.DE vs. SXRS.DE — Risk / Return Rank
ZPRV.DE
SXRS.DE
ZPRV.DE vs. SXRS.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 Diversified Commodity Swap UCITS ETF (SXRS.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.
| ZPRV.DE | SXRS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.30 | ||
| Sortino ratioReturn per unit of downside risk | +0.60 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.34 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 5.84 | 4.00 | +1.83 |
| Martin ratioReturn relative to average drawdown | 17.49 | 8.95 | +8.54 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ZPRV.DE | SXRS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.17 | 1.87 | +0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.70 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.53 | -0.06 |
Drawdowns
ZPRV.DE vs. SXRS.DE - Drawdown Comparison
The maximum ZPRV.DE drawdown since its inception was -46.04%, which is greater than SXRS.DE's maximum drawdown of -27.64%. Use the drawdown chart below to compare losses from any high point for ZPRV.DE and SXRS.DE.
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Drawdown Indicators
| ZPRV.DE | SXRS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.04% | -27.64% | -18.40% |
Max Drawdown (1Y)Largest decline over 1 year | -5.87% | -8.75% | +2.88% |
Max Drawdown (3Y)Largest decline over 3 years | -31.14% | -16.03% | -15.11% |
Max Drawdown (5Y)Largest decline over 5 years | -31.14% | -27.56% | -3.58% |
Max Drawdown (10Y)Largest decline over 10 years | -46.04% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -4.99% | +4.99% |
Average DrawdownAverage peak-to-trough decline | -8.34% | -13.12% | +4.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | 3.92% | -1.96% |
Volatility
ZPRV.DE vs. SXRS.DE - Volatility Comparison
The current volatility for SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE) is 3.39%, while iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) has a volatility of 5.76%. This indicates that ZPRV.DE experiences smaller price fluctuations and is considered to be less risky than SXRS.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 | SXRS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.39% | 5.76% | -2.37% |
Volatility (6M)Calculated over the trailing 6-month period | 9.42% | 16.67% | -7.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.78% | 18.76% | -2.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.38% | 17.13% | +3.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.56% | 15.85% | +6.71% |
ZPRV.DE vs. SXRS.DE - Expense Ratio Comparison
ZPRV.DE has a 0.30% expense ratio, which is higher than SXRS.DE's 0.19% expense ratio.
Dividends
ZPRV.DE vs. SXRS.DE - Dividend Comparison
Neither ZPRV.DE nor SXRS.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPRV.DE and SXRS.DE have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRS.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRS.DE is cheaper with a 0.19% expense ratio, compared with 0.30% for ZPRV.DE.
ZPRV.DE is categorized as Small Cap Value Equities, while SXRS.DE is Commodities. ZPRV.DE tracks MSCI USA Small Cap Value Weighted Index, while SXRS.DE tracks Bloomberg Commodity. They also come from different issuers: State Street and iShares. Their fees differ too: 0.30% for ZPRV.DE and 0.19% for SXRS.DE.
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