ZPRV.DE vs. VIOV
Compare and contrast key facts about SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE) and Vanguard S&P Small-Cap 600 Value ETF (VIOV).
ZPRV.DE and VIOV 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. VIOV is a passively managed fund by Vanguard that tracks the performance of the S&P SmallCap 600 Value Index. It was launched on Sep 7, 2010. Both ZPRV.DE and VIOV 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 VIOV.
Key characteristics
| ZPRV.DE | VIOV | |
|---|---|---|
| YTD Return | 0.10% | -5.23% |
| 1Y Return | 24.74% | 10.01% |
| 3Y Return (Ann) | 8.09% | -0.25% |
| 5Y Return (Ann) | 11.25% | 6.70% |
| Sharpe Ratio | 1.38 | 0.55 |
| Daily Std Dev | 18.14% | 21.23% |
| Max Drawdown | -46.04% | -47.36% |
| Current Drawdown | -4.52% | -8.16% |
Correlation
The correlation between ZPRV.DE and VIOV 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. VIOV - Performance Comparison
In the year-to-date period, ZPRV.DE achieves a 0.10% return, which is significantly higher than VIOV's -5.23% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ZPRV.DE vs. VIOV - Expense Ratio Comparison
ZPRV.DE has a 0.30% expense ratio, which is higher than VIOV's 0.15% expense ratio.
Risk-Adjusted Performance
ZPRV.DE vs. VIOV - 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 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.
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 2.33%.
| 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% |
VIOV Vanguard S&P Small-Cap 600 Value ETF | 2.33% | 2.18% | 1.81% | 1.59% | 1.42% | 1.60% | 1.76% | 1.43% | 1.17% | 1.32% | 1.27% | 0.91% |
Drawdowns
ZPRV.DE vs. VIOV - Drawdown Comparison
The maximum ZPRV.DE drawdown since its inception was -46.04%, roughly equal to the maximum VIOV drawdown of -47.36%. Use the drawdown chart below to compare losses from any high point for ZPRV.DE and VIOV. For additional features, visit the drawdowns tool.
Volatility
ZPRV.DE vs. VIOV - Volatility Comparison
The current volatility for SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE) is 5.25%, while Vanguard S&P Small-Cap 600 Value ETF (VIOV) has a volatility of 5.59%. 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.