ZPRV.DE vs. VUAA.L
Compare and contrast key facts about SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE) and Vanguard S&P 500 UCITS ETF (VUAA.L).
ZPRV.DE and VUAA.L 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. VUAA.L is a passively managed fund by Vanguard Group (Ireland) Limited that tracks the performance of the S&P 500 Index. It was launched on May 14, 2019. Both ZPRV.DE and VUAA.L 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 VUAA.L.
Performance
ZPRV.DE vs. VUAA.L - Performance Comparison
Returns By Period
In the year-to-date period, ZPRV.DE achieves a 18.81% return, which is significantly lower than VUAA.L's 24.54% return.
ZPRV.DE
18.81%
5.09%
14.35%
34.64%
14.97%
N/A
VUAA.L
24.54%
0.88%
11.51%
32.62%
15.14%
N/A
Key characteristics
| ZPRV.DE | VUAA.L | |
|---|---|---|
| Sharpe Ratio | 1.82 | 2.73 |
| Sortino Ratio | 2.75 | 3.77 |
| Omega Ratio | 1.36 | 1.51 |
| Calmar Ratio | 3.32 | 4.11 |
| Martin Ratio | 9.57 | 17.67 |
| Ulcer Index | 3.58% | 1.79% |
| Daily Std Dev | 18.77% | 11.63% |
| Max Drawdown | -46.04% | -34.05% |
| Current Drawdown | -2.65% | -1.72% |
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ZPRV.DE vs. VUAA.L - Expense Ratio Comparison
ZPRV.DE has a 0.30% expense ratio, which is higher than VUAA.L's 0.07% expense ratio.
Correlation
The correlation between ZPRV.DE and VUAA.L is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
ZPRV.DE vs. VUAA.L - 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 UCITS ETF (VUAA.L). 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. VUAA.L - Dividend Comparison
Neither ZPRV.DE nor VUAA.L has paid dividends to shareholders.
Drawdowns
ZPRV.DE vs. VUAA.L - Drawdown Comparison
The maximum ZPRV.DE drawdown since its inception was -46.04%, which is greater than VUAA.L's maximum drawdown of -34.05%. Use the drawdown chart below to compare losses from any high point for ZPRV.DE and VUAA.L. For additional features, visit the drawdowns tool.
Volatility
ZPRV.DE vs. VUAA.L - 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 UCITS ETF (VUAA.L) at 4.13%. This indicates that ZPRV.DE's price experiences larger fluctuations and is considered to be riskier than VUAA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.