ZPRV.DE vs. ZPDE.DE
ZPRV.DE (SPDR MSCI USA Small Cap Value Weighted UCITS ETF) and ZPDE.DE (SPDR S&P US Energy Select Sector 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 ZPDE.DE is a Energy Equities fund tracking the S&P Energy Select Sector. Both are passively managed. Over the past 10 years, ZPRV.DE returned 11.63%/yr vs 9.33%/yr for ZPDE.DE. A 0.55 correlation means they provide meaningful diversification when combined. ZPRV.DE charges 0.30%/yr vs 0.15%/yr for ZPDE.DE.
Performance
ZPRV.DE vs. ZPDE.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 ZPDE.DE's 32.72% return. Over the past 10 years, ZPRV.DE has outperformed ZPDE.DE with an annualized return of 11.63%, while ZPDE.DE has yielded a comparatively lower 9.33% 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%
ZPDE.DE
- 1D
- -0.53%
- 1M
- 4.44%
- YTD
- 32.72%
- 6M
- 28.42%
- 1Y
- 44.87%
- 3Y*
- 14.16%
- 5Y*
- 21.32%
- 10Y*
- 9.33%
ZPRV.DE vs. ZPDE.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% |
ZPDE.DE SPDR S&P US Energy Select Sector UCITS ETF | 32.72% | -2.67% | 9.39% | -2.97% | 71.20% | 66.70% | -38.96% | 13.17% | -14.79% | -13.20% |
Correlation
The correlation between ZPRV.DE and ZPDE.DE is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Jul 9, 2015 | 0.55 |
Over the past year, the correlation between ZPRV.DE and ZPDE.DE has dropped to 0.20 - well below their long-term average of 0.55, suggesting their price drivers have been diverging.
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Return for Risk
ZPRV.DE vs. ZPDE.DE — Risk / Return Rank
ZPRV.DE
ZPDE.DE
ZPRV.DE vs. ZPDE.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 SPDR S&P US Energy Select Sector UCITS ETF (ZPDE.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 | ZPDE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.35 | ||
| Sortino ratioReturn per unit of downside risk | +0.69 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.32 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 5.84 | 2.54 | +3.30 |
| Martin ratioReturn relative to average drawdown | 17.49 | 8.09 | +9.40 |
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 | ZPDE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.17 | 1.83 | +0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.78 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.32 | +0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.26 | +0.21 |
Drawdowns
ZPRV.DE vs. ZPDE.DE - Drawdown Comparison
The maximum ZPRV.DE drawdown since its inception was -46.04%, smaller than the maximum ZPDE.DE drawdown of -65.58%. Use the drawdown chart below to compare losses from any high point for ZPRV.DE and ZPDE.DE.
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Drawdown Indicators
| ZPRV.DE | ZPDE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.04% | -65.58% | +19.54% |
Max Drawdown (1Y)Largest decline over 1 year | -5.87% | -17.16% | +11.29% |
Max Drawdown (3Y)Largest decline over 3 years | -31.14% | -26.97% | -4.17% |
Max Drawdown (5Y)Largest decline over 5 years | -31.14% | -26.97% | -4.17% |
Max Drawdown (10Y)Largest decline over 10 years | -46.04% | -65.58% | +19.54% |
Current DrawdownCurrent decline from peak | 0.00% | -8.87% | +8.87% |
Average DrawdownAverage peak-to-trough decline | -8.34% | -17.28% | +8.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | 5.40% | -3.44% |
Volatility
ZPRV.DE vs. ZPDE.DE - Volatility Comparison
The current volatility for SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE) is 3.39%, while SPDR S&P US Energy Select Sector UCITS ETF (ZPDE.DE) has a volatility of 7.53%. This indicates that ZPRV.DE experiences smaller price fluctuations and is considered to be less risky than ZPDE.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 | ZPDE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.39% | 7.53% | -4.14% |
Volatility (6M)Calculated over the trailing 6-month period | 9.42% | 20.35% | -10.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.78% | 23.96% | -8.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.38% | 26.90% | -6.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.56% | 28.89% | -6.33% |
ZPRV.DE vs. ZPDE.DE - Expense Ratio Comparison
ZPRV.DE has a 0.30% expense ratio, which is higher than ZPDE.DE's 0.15% expense ratio.
Dividends
ZPRV.DE vs. ZPDE.DE - Dividend Comparison
Neither ZPRV.DE nor ZPDE.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPRV.DE and ZPDE.DE have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ZPDE.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZPDE.DE is cheaper with a 0.15% expense ratio, compared with 0.30% for ZPRV.DE.
ZPRV.DE is categorized as Small Cap Value Equities, while ZPDE.DE is Energy Equities. ZPRV.DE tracks MSCI USA Small Cap Value Weighted Index, while ZPDE.DE tracks S&P Energy Select Sector. Their fees differ too: 0.30% for ZPRV.DE and 0.15% for ZPDE.DE.
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