ZPRV.DE vs. VOO
Compare and contrast key facts about SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE) and Vanguard S&P 500 ETF (VOO).
ZPRV.DE and VOO 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. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both ZPRV.DE and VOO 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 VOO.
Performance
ZPRV.DE vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, ZPRV.DE achieves a 18.81% return, which is significantly lower than VOO's 25.02% return.
ZPRV.DE
18.81%
5.09%
14.35%
34.64%
14.97%
N/A
VOO
25.02%
0.63%
11.74%
32.35%
15.50%
13.11%
Key characteristics
| ZPRV.DE | VOO | |
|---|---|---|
| Sharpe Ratio | 1.82 | 2.67 |
| Sortino Ratio | 2.75 | 3.56 |
| Omega Ratio | 1.36 | 1.50 |
| Calmar Ratio | 3.32 | 3.85 |
| Martin Ratio | 9.57 | 17.51 |
| Ulcer Index | 3.58% | 1.86% |
| Daily Std Dev | 18.77% | 12.23% |
| Max Drawdown | -46.04% | -33.99% |
| Current Drawdown | -2.65% | -1.76% |
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ZPRV.DE vs. VOO - Expense Ratio Comparison
ZPRV.DE has a 0.30% expense ratio, which is higher than VOO's 0.03% expense ratio.
Correlation
The correlation between ZPRV.DE and VOO is 0.44, 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.
Risk-Adjusted Performance
ZPRV.DE vs. VOO - 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 500 ETF (VOO). 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. VOO - Dividend Comparison
ZPRV.DE has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.25%.
| 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% |
VOO Vanguard S&P 500 ETF | 1.25% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
ZPRV.DE vs. VOO - Drawdown Comparison
The maximum ZPRV.DE drawdown since its inception was -46.04%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ZPRV.DE and VOO. For additional features, visit the drawdowns tool.
Volatility
ZPRV.DE vs. VOO - Volatility Comparison
SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE) has a higher volatility of 6.80% compared to Vanguard S&P 500 ETF (VOO) at 4.09%. This indicates that ZPRV.DE's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.