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

Key characteristics


ZPRV.DEVBR
YTD Return-1.64%-0.23%
1Y Return18.24%15.26%
3Y Return (Ann)7.74%3.71%
5Y Return (Ann)11.17%8.45%
Sharpe Ratio1.030.95
Daily Std Dev18.07%17.17%
Max Drawdown-46.04%-62.01%
Current Drawdown-6.19%-6.89%

Correlation

-0.50.00.51.00.6

The correlation between ZPRV.DE and VBR is 0.60, 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. VBR - Performance Comparison

In the year-to-date period, ZPRV.DE achieves a -1.64% return, which is significantly lower than VBR's -0.23% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%NovemberDecember2024FebruaryMarchApril
12.97%
15.46%
ZPRV.DE
VBR

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SPDR MSCI USA Small Cap Value Weighted UCITS ETF

Vanguard Small-Cap Value ETF

ZPRV.DE vs. VBR - Expense Ratio Comparison

ZPRV.DE has a 0.30% expense ratio, which is higher than VBR's 0.07% 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%0.07%

Risk-Adjusted Performance

ZPRV.DE vs. VBR - 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 Vanguard Small-Cap Value ETF (VBR). 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 chart of Sharpe ratio for ZPRV.DE, currently valued at 0.84, compared to the broader market-1.000.001.002.003.004.005.000.84
Sortino ratio
The chart of Sortino ratio for ZPRV.DE, currently valued at 1.39, compared to the broader market-2.000.002.004.006.008.001.39
Omega ratio
The chart of Omega ratio for ZPRV.DE, currently valued at 1.17, compared to the broader market1.001.502.002.501.17
Calmar ratio
The chart of Calmar ratio for ZPRV.DE, currently valued at 0.93, compared to the broader market0.002.004.006.008.0010.0012.000.93
Martin ratio
The chart of Martin ratio for ZPRV.DE, currently valued at 3.05, compared to the broader market0.0020.0040.0060.0080.003.05
VBR
Sharpe ratio
The chart of Sharpe ratio for VBR, currently valued at 1.09, compared to the broader market-1.000.001.002.003.004.005.001.09
Sortino ratio
The chart of Sortino ratio for VBR, currently valued at 1.70, compared to the broader market-2.000.002.004.006.008.001.70
Omega ratio
The chart of Omega ratio for VBR, currently valued at 1.19, compared to the broader market1.001.502.002.501.19
Calmar ratio
The chart of Calmar ratio for VBR, currently valued at 1.15, compared to the broader market0.002.004.006.008.0010.0012.001.15
Martin ratio
The chart of Martin ratio for VBR, currently valued at 3.83, compared to the broader market0.0020.0040.0060.0080.003.83

ZPRV.DE vs. VBR - Sharpe Ratio Comparison

The current ZPRV.DE Sharpe Ratio is 1.03, which roughly equals the VBR Sharpe Ratio of 0.95. The chart below compares the 12-month rolling Sharpe Ratio of ZPRV.DE and VBR.


Rolling 12-month Sharpe Ratio0.000.501.001.50NovemberDecember2024FebruaryMarchApril
0.84
1.09
ZPRV.DE
VBR

Dividends

ZPRV.DE vs. VBR - Dividend Comparison

ZPRV.DE has not paid dividends to shareholders, while VBR's dividend yield for the trailing twelve months is around 2.16%.


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%
VBR
Vanguard Small-Cap Value ETF
2.16%2.12%2.03%1.75%1.68%2.06%2.35%1.79%1.77%1.99%1.77%1.87%

Drawdowns

ZPRV.DE vs. VBR - Drawdown Comparison

The maximum ZPRV.DE drawdown since its inception was -46.04%, smaller than the maximum VBR drawdown of -62.01%. Use the drawdown chart below to compare losses from any high point for ZPRV.DE and VBR. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-7.67%
-6.89%
ZPRV.DE
VBR

Volatility

ZPRV.DE vs. VBR - Volatility Comparison

SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE) has a higher volatility of 5.39% compared to Vanguard Small-Cap Value ETF (VBR) at 4.89%. This indicates that ZPRV.DE's price experiences larger fluctuations and is considered to be riskier than VBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%NovemberDecember2024FebruaryMarchApril
5.39%
4.89%
ZPRV.DE
VBR