ZPRX.DE vs. AVUV
Compare and contrast key facts about SPDR MSCI Europe Small Cap Value Weighted UCITS ETF (ZPRX.DE) and Avantis U.S. Small Cap Value ETF (AVUV).
ZPRX.DE and AVUV 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. AVUV 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 AVUV.
Key characteristics
| ZPRX.DE | AVUV | |
|---|---|---|
| YTD Return | 3.29% | 15.62% |
| 1Y Return | 10.41% | 30.84% |
| 3Y Return (Ann) | 0.62% | 9.03% |
| 5Y Return (Ann) | 6.01% | 16.16% |
| Sharpe Ratio | 0.76 | 1.72 |
| Sortino Ratio | 1.10 | 2.55 |
| Omega Ratio | 1.14 | 1.31 |
| Calmar Ratio | 1.06 | 3.41 |
| Martin Ratio | 3.30 | 9.00 |
| Ulcer Index | 3.12% | 4.16% |
| Daily Std Dev | 13.94% | 21.77% |
| Max Drawdown | -43.93% | -49.42% |
| Current Drawdown | -6.26% | -2.19% |
Correlation
The correlation between ZPRX.DE and AVUV is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
ZPRX.DE vs. AVUV - Performance Comparison
In the year-to-date period, ZPRX.DE achieves a 3.29% return, which is significantly lower than AVUV's 15.62% 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. AVUV - Expense Ratio Comparison
ZPRX.DE has a 0.30% expense ratio, which is higher than AVUV's 0.25% expense ratio.
Risk-Adjusted Performance
ZPRX.DE vs. AVUV - 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 U.S. Small Cap Value ETF (AVUV). 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. AVUV - Dividend Comparison
ZPRX.DE has not paid dividends to shareholders, while AVUV's dividend yield for the trailing twelve months is around 1.52%.
| 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% |
AVUV Avantis U.S. Small Cap Value ETF | 1.52% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% |
Drawdowns
ZPRX.DE vs. AVUV - Drawdown Comparison
The maximum ZPRX.DE drawdown since its inception was -43.93%, smaller than the maximum AVUV drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for ZPRX.DE and AVUV. For additional features, visit the drawdowns tool.
Volatility
ZPRX.DE vs. AVUV - Volatility Comparison
The current volatility for SPDR MSCI Europe Small Cap Value Weighted UCITS ETF (ZPRX.DE) is 5.42%, while Avantis U.S. Small Cap Value ETF (AVUV) has a volatility of 8.78%. This indicates that ZPRX.DE experiences smaller price fluctuations and is considered to be less risky than AVUV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.