ZPRX.DE vs. UBUS.DE
ZPRX.DE (SPDR MSCI Europe Small Cap Value Weighted UCITS ETF) and UBUS.DE (UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis) are both exchange-traded funds - ZPRX.DE is a Europe Equities fund tracking the MSCI Europe Small Cap Value Weighted, while UBUS.DE is a Large Cap Value Equities fund tracking the MSCI USA Prime Value. Both are passively managed. Over the past 10 years, ZPRX.DE returned 8.79%/yr vs 11.70%/yr for UBUS.DE. A 0.51 correlation means they provide meaningful diversification when combined. ZPRX.DE charges 0.30%/yr vs 0.25%/yr for UBUS.DE.
Performance
ZPRX.DE vs. UBUS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ZPRX.DE achieves a 8.58% return, which is significantly lower than UBUS.DE's 9.37% return. Over the past 10 years, ZPRX.DE has underperformed UBUS.DE with an annualized return of 8.79%, while UBUS.DE has yielded a comparatively higher 11.70% annualized return.
ZPRX.DE
- 1D
- 0.45%
- 1M
- 3.87%
- YTD
- 8.58%
- 6M
- 11.26%
- 1Y
- 19.08%
- 3Y*
- 14.83%
- 5Y*
- 8.17%
- 10Y*
- 8.79%
UBUS.DE
- 1D
- 0.89%
- 1M
- 4.21%
- YTD
- 9.37%
- 6M
- 9.60%
- 1Y
- 20.03%
- 3Y*
- 10.48%
- 5Y*
- 9.53%
- 10Y*
- 11.70%
ZPRX.DE vs. UBUS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ZPRX.DE SPDR MSCI Europe Small Cap Value Weighted UCITS ETF | 8.58% | 26.81% | 4.29% | 15.26% | -13.51% | 27.59% | -3.52% | 28.99% | -19.19% | 12.89% |
UBUS.DE UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis | 9.37% | 0.40% | 13.97% | 12.38% | -2.90% | 41.54% | -3.81% | 33.57% | -4.25% | 5.79% |
Correlation
The correlation between ZPRX.DE and UBUS.DE is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Sep 22, 2015 | 0.51 |
The correlation between ZPRX.DE and UBUS.DE has been stable across timeframes, ranging from 0.49 to 0.58 - a consistent structural relationship.
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Return for Risk
ZPRX.DE vs. UBUS.DE — Risk / Return Rank
ZPRX.DE
UBUS.DE
ZPRX.DE vs. UBUS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe Small Cap Value Weighted UCITS ETF (ZPRX.DE) and UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis (UBUS.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.
| ZPRX.DE | UBUS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.34 | ||
| Sortino ratioReturn per unit of downside risk | -0.44 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.29 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.63 | 3.26 | -1.62 |
| Martin ratioReturn relative to average drawdown | 6.01 | 10.48 | -4.47 |
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Drawdowns
ZPRX.DE vs. UBUS.DE - Drawdown Comparison
The maximum ZPRX.DE drawdown since its inception was -43.93%, which is greater than UBUS.DE's maximum drawdown of -30.27%. Use the drawdown chart below to compare losses from any high point for ZPRX.DE and UBUS.DE.
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Drawdown Indicators
| ZPRX.DE | UBUS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.93% | -30.27% | -13.66% |
Max Drawdown (1Y)Largest decline over 1 year | -11.63% | -6.12% | -5.51% |
Max Drawdown (3Y)Largest decline over 3 years | -15.95% | -21.83% | +5.88% |
Max Drawdown (5Y)Largest decline over 5 years | -27.52% | -21.83% | -5.69% |
Max Drawdown (10Y)Largest decline over 10 years | -43.93% | -30.27% | -13.66% |
Current DrawdownCurrent decline from peak | -0.81% | 0.00% | -0.81% |
Average DrawdownAverage peak-to-trough decline | -7.69% | -5.09% | -2.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 1.91% | +1.26% |
Volatility
ZPRX.DE vs. UBUS.DE - Volatility Comparison
SPDR MSCI Europe Small Cap Value Weighted UCITS ETF (ZPRX.DE) has a higher volatility of 3.87% compared to UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis (UBUS.DE) at 2.65%. This indicates that ZPRX.DE's price experiences larger fluctuations and is considered to be riskier than UBUS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ZPRX.DE | UBUS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.87% | 2.65% | +1.22% |
Volatility (6M)Calculated over the trailing 6-month period | 11.49% | 8.00% | +3.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.06% | 11.81% | +2.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.72% | 14.73% | +1.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.09% | 15.84% | +2.25% |
ZPRX.DE vs. UBUS.DE - Expense Ratio Comparison
ZPRX.DE has a 0.30% expense ratio, which is higher than UBUS.DE's 0.25% expense ratio.
Dividends
ZPRX.DE vs. UBUS.DE - Dividend Comparison
ZPRX.DE has not paid dividends to shareholders, while UBUS.DE's dividend yield for the trailing twelve months is around 1.13%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
UBUS.DE UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis | 1.13% | 1.24% | 0.67% | 1.52% | 1.62% | 1.56% | 1.89% | 1.30% | 1.93% | 1.60% | 1.41% |
ZPRX.DE SPDR MSCI Europe Small Cap Value Weighted UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ZPRX.DE and UBUS.DE have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UBUS.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UBUS.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for ZPRX.DE.
ZPRX.DE is categorized as Europe Equities, while UBUS.DE is Large Cap Value Equities. ZPRX.DE tracks MSCI Europe Small Cap Value Weighted, while UBUS.DE tracks MSCI USA Prime Value. They also come from different issuers: State Street and UBS. Their fees differ too: 0.30% for ZPRX.DE and 0.25% for UBUS.DE.
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