ZPRV.DE vs. XDEW.DE
ZPRV.DE (SPDR MSCI USA Small Cap Value Weighted UCITS ETF) and XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) are both exchange-traded funds - ZPRV.DE is a Small Cap Value Equities fund tracking the MSCI USA Small Cap Value Weighted Index, while XDEW.DE is a S&P 500 fund tracking the S&P 500 Equal Weight Index. Both are passively managed. Over the past 10 years, ZPRV.DE returned 12.19%/yr vs 11.46%/yr for XDEW.DE. Their correlation of 0.90 suggests significant overlap in exposure. ZPRV.DE charges 0.30%/yr vs 0.20%/yr for XDEW.DE.
Performance
ZPRV.DE vs. XDEW.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ZPRV.DE achieves a 18.05% return, which is significantly higher than XDEW.DE's 11.42% return. Over the past 10 years, ZPRV.DE has outperformed XDEW.DE with an annualized return of 12.19%, while XDEW.DE has yielded a comparatively lower 11.46% annualized return.
ZPRV.DE
- 1D
- 2.02%
- 1M
- 7.15%
- YTD
- 18.05%
- 6M
- 16.39%
- 1Y
- 38.06%
- 3Y*
- 15.98%
- 5Y*
- 11.01%
- 10Y*
- 12.19%
XDEW.DE
- 1D
- 1.44%
- 1M
- 5.26%
- YTD
- 11.42%
- 6M
- 11.62%
- 1Y
- 20.08%
- 3Y*
- 11.73%
- 5Y*
- 9.29%
- 10Y*
- 11.46%
ZPRV.DE vs. XDEW.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 | 18.05% | 2.99% | 14.07% | 19.11% | -5.40% | 48.22% | -1.86% | 27.40% | -11.77% | -3.75% |
XDEW.DE Xtrackers S&P 500 Equal Weight UCITS ETF 1C | 11.42% | -0.46% | 18.66% | 10.08% | -6.94% | 41.59% | 1.18% | 31.27% | -4.53% | 4.00% |
Correlation
The correlation between ZPRV.DE and XDEW.DE is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Feb 18, 2015 | 0.90 |
The correlation between ZPRV.DE and XDEW.DE has been stable across timeframes, ranging from 0.87 to 0.90 - a consistent structural relationship.
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Return for Risk
ZPRV.DE vs. XDEW.DE — Risk / Return Rank
ZPRV.DE
XDEW.DE
ZPRV.DE vs. XDEW.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 Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.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 | XDEW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.55 | ||
| Sortino ratioReturn per unit of downside risk | +0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.33 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 6.40 | 3.92 | +2.48 |
| Martin ratioReturn relative to average drawdown | 20.02 | 11.96 | +8.06 |
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Drawdowns
ZPRV.DE vs. XDEW.DE - Drawdown Comparison
The maximum ZPRV.DE drawdown since its inception was -46.04%, which is greater than XDEW.DE's maximum drawdown of -38.79%. Use the drawdown chart below to compare losses from any high point for ZPRV.DE and XDEW.DE.
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Drawdown Indicators
| ZPRV.DE | XDEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.04% | -38.79% | -7.25% |
Max Drawdown (1Y)Largest decline over 1 year | -5.87% | -5.06% | -0.81% |
Max Drawdown (3Y)Largest decline over 3 years | -31.14% | -22.70% | -8.44% |
Max Drawdown (5Y)Largest decline over 5 years | -31.14% | -22.70% | -8.44% |
Max Drawdown (10Y)Largest decline over 10 years | -46.04% | -38.79% | -7.25% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -9.12% | -5.37% | -3.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.88% | 1.66% | +0.22% |
Volatility
ZPRV.DE vs. XDEW.DE - Volatility Comparison
SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE) has a higher volatility of 3.33% compared to Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) at 2.32%. This indicates that ZPRV.DE's price experiences larger fluctuations and is considered to be riskier than XDEW.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 | XDEW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.33% | 2.32% | +1.01% |
Volatility (6M)Calculated over the trailing 6-month period | 9.65% | 6.82% | +2.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.82% | 10.80% | +5.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.38% | 14.90% | +5.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.87% | 16.84% | +6.03% |
ZPRV.DE vs. XDEW.DE - Expense Ratio Comparison
ZPRV.DE has a 0.30% expense ratio, which is higher than XDEW.DE's 0.20% expense ratio.
Dividends
ZPRV.DE vs. XDEW.DE - Dividend Comparison
Neither ZPRV.DE nor XDEW.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPRV.DE and XDEW.DE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDEW.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDEW.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for ZPRV.DE.
ZPRV.DE is categorized as Small Cap Value Equities, while XDEW.DE is S&P 500. ZPRV.DE tracks MSCI USA Small Cap Value Weighted Index, while XDEW.DE tracks S&P 500 Equal Weight Index. They also come from different issuers: State Street and Xtrackers. Their fees differ too: 0.30% for ZPRV.DE and 0.20% for XDEW.DE.
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