ZPRX.DE vs. AVDV
Compare and contrast key facts about SPDR MSCI Europe Small Cap Value Weighted UCITS ETF (ZPRX.DE) and Avantis International Small Cap Value ETF (AVDV).
ZPRX.DE and AVDV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ZPRX.DE is a passively managed fund by State Street that tracks the performance of the MSCI Europe Small Cap Value Weighted. It was launched on Feb 18, 2015. AVDV is an actively managed fund by American Century Investments. It was launched on Sep 24, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ZPRX.DE or AVDV.
Key characteristics
| ZPRX.DE | AVDV | |
|---|---|---|
| YTD Return | 3.22% | 7.77% |
| 1Y Return | 13.48% | 20.13% |
| 3Y Return (Ann) | 0.60% | 3.11% |
| 5Y Return (Ann) | 6.18% | 7.55% |
| Sharpe Ratio | 0.86 | 1.40 |
| Sortino Ratio | 1.23 | 1.95 |
| Omega Ratio | 1.15 | 1.24 |
| Calmar Ratio | 1.20 | 2.05 |
| Martin Ratio | 3.79 | 8.01 |
| Ulcer Index | 3.10% | 2.55% |
| Daily Std Dev | 13.98% | 14.59% |
| Max Drawdown | -43.93% | -43.01% |
| Current Drawdown | -6.32% | -7.02% |
Correlation
The correlation between ZPRX.DE and AVDV is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
ZPRX.DE vs. AVDV - Performance Comparison
In the year-to-date period, ZPRX.DE achieves a 3.22% return, which is significantly lower than AVDV's 7.77% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ZPRX.DE vs. AVDV - Expense Ratio Comparison
ZPRX.DE has a 0.30% expense ratio, which is lower than AVDV's 0.36% expense ratio.
Risk-Adjusted Performance
ZPRX.DE vs. AVDV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe Small Cap Value Weighted UCITS ETF (ZPRX.DE) and Avantis International Small Cap Value ETF (AVDV). 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.
Dividends
ZPRX.DE vs. AVDV - Dividend Comparison
ZPRX.DE has not paid dividends to shareholders, while AVDV's dividend yield for the trailing twelve months is around 3.13%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
ZPRX.DE SPDR MSCI Europe Small Cap Value Weighted UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AVDV Avantis International Small Cap Value ETF | 3.13% | 3.29% | 3.17% | 2.39% | 1.67% | 0.36% |
Drawdowns
ZPRX.DE vs. AVDV - Drawdown Comparison
The maximum ZPRX.DE drawdown since its inception was -43.93%, roughly equal to the maximum AVDV drawdown of -43.01%. Use the drawdown chart below to compare losses from any high point for ZPRX.DE and AVDV. For additional features, visit the drawdowns tool.
Volatility
ZPRX.DE vs. AVDV - Volatility Comparison
SPDR MSCI Europe Small Cap Value Weighted UCITS ETF (ZPRX.DE) has a higher volatility of 5.42% compared to Avantis International Small Cap Value ETF (AVDV) at 3.98%. This indicates that ZPRX.DE's price experiences larger fluctuations and is considered to be riskier than AVDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.