ZPRV.DE vs. VIOV
ZPRV.DE (SPDR MSCI USA Small Cap Value Weighted UCITS ETF) and VIOV (Vanguard S&P Small-Cap 600 Value ETF) are both Small Cap Value Equities funds - ZPRV.DE tracks the MSCI USA Small Cap Value Weighted Index while VIOV tracks the S&P SmallCap 600 Value Index. Both are passively managed. Over the past 10 years, ZPRV.DE returned 11.63%/yr vs 9.98%/yr for VIOV. A 0.61 correlation means they provide meaningful diversification when combined. ZPRV.DE charges 0.30%/yr vs 0.10%/yr for VIOV.
Performance
ZPRV.DE vs. VIOV - Performance Comparison
Loading charts...
Different Trading Currencies
ZPRV.DE is traded in EUR, while VIOV is traded in USD. To make them comparable, the VIOV values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, ZPRV.DE achieves a 14.58% return, which is significantly lower than VIOV's 18.09% return. Over the past 10 years, ZPRV.DE has outperformed VIOV with an annualized return of 11.63%, while VIOV has yielded a comparatively lower 9.98% annualized return.
ZPRV.DE
- 1D
- 0.77%
- 1M
- 2.26%
- YTD
- 14.58%
- 6M
- 14.63%
- 1Y
- 34.42%
- 3Y*
- 16.57%
- 5Y*
- 10.67%
- 10Y*
- 11.63%
VIOV
- 1D
- 1.14%
- 1M
- 3.05%
- YTD
- 18.09%
- 6M
- 17.05%
- 1Y
- 36.90%
- 3Y*
- 12.51%
- 5Y*
- 7.00%
- 10Y*
- 9.98%
ZPRV.DE vs. VIOV - 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 | 14.58% | 2.99% | 14.07% | 19.11% | -5.31% | 48.07% | -1.85% | 27.41% | -11.78% | -3.75% |
VIOV Vanguard S&P Small-Cap 600 Value ETF | 18.09% | -6.03% | 14.54% | 11.90% | -5.87% | 40.45% | -5.67% | 27.25% | -8.76% | -2.17% |
Correlation
The correlation between ZPRV.DE and VIOV is 0.72, 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 | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Feb 23, 2015 | 0.61 |
The correlation between ZPRV.DE and VIOV shifts across timeframes, from 0.61 (all time) to 0.72 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ZPRV.DE vs. VIOV — Risk / Return Rank
ZPRV.DE
VIOV
ZPRV.DE vs. VIOV - 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 Vanguard S&P Small-Cap 600 Value ETF (VIOV). 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 | VIOV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.12 | ||
| Sortino ratioReturn per unit of downside risk | +0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.36 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 5.84 | 5.00 | +0.83 |
| Martin ratioReturn relative to average drawdown | 17.49 | 16.04 | +1.44 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| ZPRV.DE | VIOV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.17 | 2.05 | +0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.33 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.41 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.56 | -0.08 |
Drawdowns
ZPRV.DE vs. VIOV - Drawdown Comparison
The maximum ZPRV.DE drawdown since its inception was -46.04%, which is greater than VIOV's maximum drawdown of -43.38%. Use the drawdown chart below to compare losses from any high point for ZPRV.DE and VIOV.
Loading charts...
Drawdown Indicators
| ZPRV.DE | VIOV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.04% | -43.38% | -2.66% |
Max Drawdown (1Y)Largest decline over 1 year | -5.87% | -7.41% | +1.54% |
Max Drawdown (3Y)Largest decline over 3 years | -31.14% | -32.59% | +1.45% |
Max Drawdown (5Y)Largest decline over 5 years | -31.14% | -32.59% | +1.45% |
Max Drawdown (10Y)Largest decline over 10 years | -46.04% | -43.38% | -2.66% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -8.34% | -7.62% | -0.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | 2.31% | -0.35% |
Volatility
ZPRV.DE vs. VIOV - Volatility Comparison
The current volatility for SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE) is 3.39%, while Vanguard S&P Small-Cap 600 Value ETF (VIOV) has a volatility of 3.94%. This indicates that ZPRV.DE experiences smaller price fluctuations and is considered to be less risky than VIOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ZPRV.DE | VIOV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.39% | 3.94% | -0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 9.42% | 11.60% | -2.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.78% | 18.10% | -2.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.38% | 21.60% | -1.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.56% | 24.18% | -1.62% |
ZPRV.DE vs. VIOV - Expense Ratio Comparison
ZPRV.DE has a 0.30% expense ratio, which is higher than VIOV's 0.10% expense ratio.
Dividends
ZPRV.DE vs. VIOV - Dividend Comparison
ZPRV.DE has not paid dividends to shareholders, while VIOV's dividend yield for the trailing twelve months is around 1.57%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VIOV Vanguard S&P Small-Cap 600 Value ETF | 1.57% | 1.69% | 1.78% | 2.18% | 1.81% | 1.59% | 1.42% | 1.60% | 1.76% | 1.43% | 1.17% | 1.32% |
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% |
Frequently Asked Questions
ZPRV.DE and VIOV have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VIOV is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VIOV is cheaper with a 0.10% expense ratio, compared with 0.30% for ZPRV.DE.
ZPRV.DE tracks MSCI USA Small Cap Value Weighted Index, while VIOV tracks S&P SmallCap 600 Value Index. They also come from different issuers: State Street and Vanguard. Their fees differ too: 0.30% for ZPRV.DE and 0.10% for VIOV.
Find the right allocation for ZPRV.DE and VIOV
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer