ZPRV.DE vs. XDW0.DE
ZPRV.DE (SPDR MSCI USA Small Cap Value Weighted UCITS ETF) and XDW0.DE (Xtrackers MSCI World Energy 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 XDW0.DE is a Energy Equities fund tracking the MSCI World/Energy NR USD. Both are passively managed. Over the past 10 years, ZPRV.DE returned 11.63%/yr vs 9.20%/yr for XDW0.DE. A 0.57 correlation means they provide meaningful diversification when combined. ZPRV.DE charges 0.30%/yr vs 0.25%/yr for XDW0.DE.
Performance
ZPRV.DE vs. XDW0.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ZPRV.DE achieves a 14.58% return, which is significantly lower than XDW0.DE's 32.75% return. Over the past 10 years, ZPRV.DE has outperformed XDW0.DE with an annualized return of 11.63%, while XDW0.DE has yielded a comparatively lower 9.20% annualized return.
ZPRV.DE
- 1D
- 0.77%
- 1M
- 1.69%
- YTD
- 14.58%
- 6M
- 14.04%
- 1Y
- 34.68%
- 3Y*
- 16.57%
- 5Y*
- 10.67%
- 10Y*
- 11.63%
XDW0.DE
- 1D
- -0.47%
- 1M
- 3.29%
- YTD
- 32.75%
- 6M
- 28.86%
- 1Y
- 45.88%
- 3Y*
- 15.71%
- 5Y*
- 20.33%
- 10Y*
- 9.20%
ZPRV.DE vs. XDW0.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 | 14.58% | 2.99% | 14.07% | 19.11% | -5.31% | 48.07% | -1.85% | 27.41% | -11.78% | -3.75% |
XDW0.DE Xtrackers MSCI World Energy UCITS ETF 1C | 32.75% | 2.24% | 7.48% | 0.18% | 53.95% | 52.18% | -36.97% | 14.05% | -12.13% | -7.68% |
Correlation
The correlation between ZPRV.DE and XDW0.DE is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | 0.57 |
Over the past year, the correlation between ZPRV.DE and XDW0.DE has dropped to 0.18 - well below their long-term average of 0.57, suggesting their price drivers have been diverging.
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Return for Risk
ZPRV.DE vs. XDW0.DE — Risk / Return Rank
ZPRV.DE
XDW0.DE
ZPRV.DE vs. XDW0.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 MSCI World Energy UCITS ETF 1C (XDW0.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.
| ZPRV.DE | XDW0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.08 | ||
| Sortino ratioReturn per unit of downside risk | +0.40 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.37 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 5.84 | 2.98 | +2.86 |
| Martin ratioReturn relative to average drawdown | 17.49 | 9.92 | +7.57 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ZPRV.DE | XDW0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.17 | 2.10 | +0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.84 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.35 | +0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.37 | +0.10 |
Drawdowns
ZPRV.DE vs. XDW0.DE - Drawdown Comparison
The maximum ZPRV.DE drawdown since its inception was -46.04%, smaller than the maximum XDW0.DE drawdown of -61.44%. Use the drawdown chart below to compare losses from any high point for ZPRV.DE and XDW0.DE.
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Drawdown Indicators
| ZPRV.DE | XDW0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.04% | -61.44% | +15.40% |
Max Drawdown (1Y)Largest decline over 1 year | -5.87% | -15.05% | +9.18% |
Max Drawdown (3Y)Largest decline over 3 years | -31.14% | -23.71% | -7.43% |
Max Drawdown (5Y)Largest decline over 5 years | -31.14% | -23.71% | -7.43% |
Max Drawdown (10Y)Largest decline over 10 years | -46.04% | -61.44% | +15.40% |
Current DrawdownCurrent decline from peak | 0.00% | -7.38% | +7.38% |
Average DrawdownAverage peak-to-trough decline | -8.34% | -13.84% | +5.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | 4.53% | -2.57% |
Volatility
ZPRV.DE vs. XDW0.DE - Volatility Comparison
The current volatility for SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE) is 3.39%, while Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) has a volatility of 6.96%. This indicates that ZPRV.DE experiences smaller price fluctuations and is considered to be less risky than XDW0.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 | XDW0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.39% | 6.96% | -3.57% |
Volatility (6M)Calculated over the trailing 6-month period | 9.42% | 18.42% | -9.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.78% | 21.48% | -5.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.38% | 24.04% | -3.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.56% | 26.02% | -3.46% |
ZPRV.DE vs. XDW0.DE - Expense Ratio Comparison
ZPRV.DE has a 0.30% expense ratio, which is higher than XDW0.DE's 0.25% expense ratio.
Dividends
ZPRV.DE vs. XDW0.DE - Dividend Comparison
Neither ZPRV.DE nor XDW0.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPRV.DE and XDW0.DE have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDW0.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDW0.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for ZPRV.DE.
ZPRV.DE is categorized as Small Cap Value Equities, while XDW0.DE is Energy Equities. ZPRV.DE tracks MSCI USA Small Cap Value Weighted Index, while XDW0.DE tracks MSCI World/Energy NR USD. They also come from different issuers: State Street and Xtrackers. Their fees differ too: 0.30% for ZPRV.DE and 0.25% for XDW0.DE.
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