ZPRV.DE vs. WTED.DE
ZPRV.DE (SPDR MSCI USA Small Cap Value Weighted UCITS ETF) and WTED.DE (WisdomTree Emerging Markets SmallCap Dividend UCITS ETF) are both exchange-traded funds - ZPRV.DE is a Small Cap Value Equities fund tracking the MSCI USA Small Cap Value Weighted Index, while WTED.DE is a Emerging Markets Equities fund tracking the WisdomTree Emerging Markets SmallCap Dividend. Both are passively managed. Over the past 10 years, ZPRV.DE returned 12.69%/yr vs 9.32%/yr for WTED.DE. A 0.51 correlation means they provide meaningful diversification when combined. ZPRV.DE charges 0.30%/yr vs 0.54%/yr for WTED.DE.
Performance
ZPRV.DE vs. WTED.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ZPRV.DE achieves a 20.39% return, which is significantly higher than WTED.DE's 12.83% return. Over the past 10 years, ZPRV.DE has outperformed WTED.DE with an annualized return of 12.69%, while WTED.DE has yielded a comparatively lower 9.32% annualized return.
ZPRV.DE
- 1D
- 0.20%
- 1M
- 6.08%
- YTD
- 20.39%
- 6M
- 20.64%
- 1Y
- 40.45%
- 3Y*
- 18.42%
- 5Y*
- 11.39%
- 10Y*
- 12.69%
WTED.DE
- 1D
- -0.09%
- 1M
- -1.57%
- YTD
- 12.83%
- 6M
- 14.14%
- 1Y
- 20.54%
- 3Y*
- 12.67%
- 5Y*
- 7.86%
- 10Y*
- 9.32%
ZPRV.DE vs. WTED.DE - 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 | 20.39% | 2.99% | 14.07% | 19.11% | -5.40% | 48.22% | -1.86% | 27.40% | -11.77% | -3.75% |
WTED.DE WisdomTree Emerging Markets SmallCap Dividend UCITS ETF | 12.83% | 6.25% | 8.38% | 15.71% | -5.53% | 21.92% | -3.85% | 20.15% | -11.97% | 18.97% |
Correlation
The correlation between ZPRV.DE and WTED.DE is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Feb 18, 2015 | 0.51 |
Over the past year, the correlation between ZPRV.DE and WTED.DE has dropped to 0.28 - well below their long-term average of 0.51, suggesting their price drivers have been diverging.
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Return for Risk
ZPRV.DE vs. WTED.DE — Risk / Return Rank
ZPRV.DE
WTED.DE
ZPRV.DE vs. WTED.DE - 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 WisdomTree Emerging Markets SmallCap Dividend UCITS ETF (WTED.DE). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ZPRV.DE | WTED.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.04 | ||
| Sortino ratioReturn per unit of downside risk | +1.28 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.29 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 6.86 | 2.88 | +3.98 |
| Martin ratioReturn relative to average drawdown | 21.49 | 8.96 | +12.53 |
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Drawdowns
ZPRV.DE vs. WTED.DE - Drawdown Comparison
The maximum ZPRV.DE drawdown since its inception was -46.04%, which is greater than WTED.DE's maximum drawdown of -36.92%. Use the drawdown chart below to compare losses from any high point for ZPRV.DE and WTED.DE.
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Drawdown Indicators
| ZPRV.DE | WTED.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.04% | -36.92% | -9.12% |
Max Drawdown (1Y)Largest decline over 1 year | -5.87% | -7.10% | +1.23% |
Max Drawdown (3Y)Largest decline over 3 years | -31.14% | -19.71% | -11.43% |
Max Drawdown (5Y)Largest decline over 5 years | -31.14% | -19.71% | -11.43% |
Max Drawdown (10Y)Largest decline over 10 years | -46.04% | -36.92% | -9.12% |
Current DrawdownCurrent decline from peak | 0.00% | -2.64% | +2.64% |
Average DrawdownAverage peak-to-trough decline | -9.09% | -8.35% | -0.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.88% | 2.29% | -0.41% |
Volatility
ZPRV.DE vs. WTED.DE - Volatility Comparison
The current volatility for SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE) is 2.85%, while WisdomTree Emerging Markets SmallCap Dividend UCITS ETF (WTED.DE) has a volatility of 4.97%. This indicates that ZPRV.DE experiences smaller price fluctuations and is considered to be less risky than WTED.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ZPRV.DE | WTED.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.85% | 4.97% | -2.12% |
Volatility (6M)Calculated over the trailing 6-month period | 9.60% | 10.61% | -1.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.58% | 13.17% | +2.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.37% | 13.30% | +7.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.85% | 22.27% | +0.58% |
ZPRV.DE vs. WTED.DE - Expense Ratio Comparison
ZPRV.DE has a 0.30% expense ratio, which is lower than WTED.DE's 0.54% expense ratio.
Dividends
ZPRV.DE vs. WTED.DE - Dividend Comparison
ZPRV.DE has not paid dividends to shareholders, while WTED.DE's dividend yield for the trailing twelve months is around 2.83%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WTED.DE WisdomTree Emerging Markets SmallCap Dividend UCITS ETF | 2.83% | 2.85% | 4.72% | 3.50% | 4.17% | 2.79% | 3.04% | 3.11% | 3.11% | 2.37% | 1.44% | 3.30% |
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 WTED.DE have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ZPRV.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZPRV.DE is cheaper with a 0.30% expense ratio, compared with 0.54% for WTED.DE.
ZPRV.DE is categorized as Small Cap Value Equities, while WTED.DE is Emerging Markets Equities. ZPRV.DE tracks MSCI USA Small Cap Value Weighted Index, while WTED.DE tracks WisdomTree Emerging Markets SmallCap Dividend. They also come from different issuers: State Street and WisdomTree. Their fees differ too: 0.30% for ZPRV.DE and 0.54% for WTED.DE.
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