ZPRV.DE vs. ZPDJ.DE
ZPRV.DE (SPDR MSCI USA Small Cap Value Weighted UCITS ETF) and ZPDJ.DE (SPDR MSCI Japan 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 ZPDJ.DE is a Japan Equities fund tracking the MSCI Japan. Both are passively managed. Over the past 10 years, ZPRV.DE returned 12.69%/yr vs 9.67%/yr for ZPDJ.DE. A 0.54 correlation means they provide meaningful diversification when combined. ZPRV.DE charges 0.30%/yr vs 0.12%/yr for ZPDJ.DE.
Performance
ZPRV.DE vs. ZPDJ.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with ZPRV.DE having a 20.39% return and ZPDJ.DE slightly lower at 19.98%. Over the past 10 years, ZPRV.DE has outperformed ZPDJ.DE with an annualized return of 12.69%, while ZPDJ.DE has yielded a comparatively lower 9.67% 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%
ZPDJ.DE
- 1D
- 0.49%
- 1M
- 3.54%
- YTD
- 19.98%
- 6M
- 20.06%
- 1Y
- 38.55%
- 3Y*
- 17.55%
- 5Y*
- 10.43%
- 10Y*
- 9.67%
ZPRV.DE vs. ZPDJ.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% |
ZPDJ.DE SPDR MSCI Japan UCITS ETF | 19.98% | 12.53% | 13.75% | 16.51% | -12.51% | 9.95% | 5.17% | 21.82% | -9.81% | 9.06% |
Correlation
The correlation between ZPRV.DE and ZPDJ.DE is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Dec 1, 2015 | 0.54 |
Over the past year, the correlation between ZPRV.DE and ZPDJ.DE has dropped to 0.32 - well below their long-term average of 0.54, suggesting their price drivers have been diverging.
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Return for Risk
ZPRV.DE vs. ZPDJ.DE — Risk / Return Rank
ZPRV.DE
ZPDJ.DE
ZPRV.DE vs. ZPDJ.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 MSCI Japan UCITS ETF (ZPDJ.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 | ZPDJ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.67 | ||
| Sortino ratioReturn per unit of downside risk | +0.81 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.36 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 6.86 | 3.63 | +3.22 |
| Martin ratioReturn relative to average drawdown | 21.49 | 12.25 | +9.24 |
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Drawdowns
ZPRV.DE vs. ZPDJ.DE - Drawdown Comparison
The maximum ZPRV.DE drawdown since its inception was -46.04%, which is greater than ZPDJ.DE's maximum drawdown of -28.05%. Use the drawdown chart below to compare losses from any high point for ZPRV.DE and ZPDJ.DE.
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Drawdown Indicators
| ZPRV.DE | ZPDJ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.04% | -28.05% | -17.99% |
Max Drawdown (1Y)Largest decline over 1 year | -5.87% | -10.56% | +4.69% |
Max Drawdown (3Y)Largest decline over 3 years | -31.14% | -16.91% | -14.23% |
Max Drawdown (5Y)Largest decline over 5 years | -31.14% | -19.08% | -12.06% |
Max Drawdown (10Y)Largest decline over 10 years | -46.04% | -28.05% | -17.99% |
Current DrawdownCurrent decline from peak | 0.00% | -2.88% | +2.88% |
Average DrawdownAverage peak-to-trough decline | -9.09% | -5.89% | -3.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.88% | 3.14% | -1.26% |
Volatility
ZPRV.DE vs. ZPDJ.DE - Volatility Comparison
The current volatility for SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE) is 2.85%, while SPDR MSCI Japan UCITS ETF (ZPDJ.DE) has a volatility of 6.34%. This indicates that ZPRV.DE experiences smaller price fluctuations and is considered to be less risky than ZPDJ.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 | ZPDJ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.85% | 6.34% | -3.49% |
Volatility (6M)Calculated over the trailing 6-month period | 9.60% | 16.18% | -6.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.58% | 20.02% | -4.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.37% | 16.90% | +3.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.85% | 16.51% | +6.34% |
ZPRV.DE vs. ZPDJ.DE - Expense Ratio Comparison
ZPRV.DE has a 0.30% expense ratio, which is higher than ZPDJ.DE's 0.12% expense ratio.
Dividends
ZPRV.DE vs. ZPDJ.DE - Dividend Comparison
Neither ZPRV.DE nor ZPDJ.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPRV.DE and ZPDJ.DE have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ZPDJ.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZPDJ.DE is cheaper with a 0.12% expense ratio, compared with 0.30% for ZPRV.DE.
ZPRV.DE is categorized as Small Cap Value Equities, while ZPDJ.DE is Japan Equities. ZPRV.DE tracks MSCI USA Small Cap Value Weighted Index, while ZPDJ.DE tracks MSCI Japan. Their fees differ too: 0.30% for ZPRV.DE and 0.12% for ZPDJ.DE.
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