ZPRX.DE vs. WTD7.DE
ZPRX.DE (SPDR MSCI Europe Small Cap Value Weighted UCITS ETF) and WTD7.DE (WisdomTree Europe SmallCap Dividend UCITS ETF Acc) are both Europe Equities funds - ZPRX.DE tracks the MSCI Europe Small Cap Value Weighted while WTD7.DE tracks the WisdomTree Europe SmallCap Dividend. Both are passively managed. Over the past 5 years, ZPRX.DE returned 7.77%/yr vs 5.48%/yr for WTD7.DE. A 0.70 correlation means they provide meaningful diversification when combined. ZPRX.DE charges 0.30%/yr vs 0.38%/yr for WTD7.DE.
Performance
ZPRX.DE vs. WTD7.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ZPRX.DE achieves a 7.81% return, which is significantly higher than WTD7.DE's 6.85% return.
ZPRX.DE
- 1D
- 0.33%
- 1M
- 3.14%
- YTD
- 7.81%
- 6M
- 11.48%
- 1Y
- 17.16%
- 3Y*
- 15.09%
- 5Y*
- 7.77%
- 10Y*
- 8.15%
WTD7.DE
- 1D
- 0.77%
- 1M
- 2.17%
- YTD
- 6.85%
- 6M
- 9.24%
- 1Y
- 11.66%
- 3Y*
- 11.54%
- 5Y*
- 5.48%
- 10Y*
- —
ZPRX.DE vs. WTD7.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 | 7.81% | 26.81% | 4.28% | 15.28% | -13.52% | 27.58% | -3.52% | 29.02% | -19.20% | 12.89% |
WTD7.DE WisdomTree Europe SmallCap Dividend UCITS ETF Acc | 6.85% | 17.19% | 5.65% | 10.32% | -15.50% | 27.86% | -4.84% | 31.36% | -18.57% | 16.84% |
Correlation
The correlation between ZPRX.DE and WTD7.DE is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Nov 14, 2016 | 0.70 |
The correlation between ZPRX.DE and WTD7.DE shifts across timeframes, from 0.70 (all time) to 0.91 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
ZPRX.DE vs. WTD7.DE — Risk / Return Rank
ZPRX.DE
WTD7.DE
ZPRX.DE vs. WTD7.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 WisdomTree Europe SmallCap Dividend UCITS ETF Acc (WTD7.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.
| ZPRX.DE | WTD7.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.29 | ||
| Sortino ratioReturn per unit of downside risk | +0.44 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.17 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.47 | 1.35 | +0.12 |
| Martin ratioReturn relative to average drawdown | 5.42 | 4.48 | +0.95 |
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
| ZPRX.DE | WTD7.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.23 | 0.94 | +0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.34 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.40 | -0.01 |
Drawdowns
ZPRX.DE vs. WTD7.DE - Drawdown Comparison
The maximum ZPRX.DE drawdown since its inception was -43.93%, roughly equal to the maximum WTD7.DE drawdown of -43.81%. Use the drawdown chart below to compare losses from any high point for ZPRX.DE and WTD7.DE.
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Drawdown Indicators
| ZPRX.DE | WTD7.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.93% | -43.81% | -0.12% |
Max Drawdown (1Y)Largest decline over 1 year | -11.63% | -8.60% | -3.03% |
Max Drawdown (3Y)Largest decline over 3 years | -15.95% | -13.97% | -1.98% |
Max Drawdown (5Y)Largest decline over 5 years | -27.52% | -26.58% | -0.94% |
Max Drawdown (10Y)Largest decline over 10 years | -43.93% | — | — |
Current DrawdownCurrent decline from peak | -1.51% | -1.81% | +0.30% |
Average DrawdownAverage peak-to-trough decline | -7.71% | -7.60% | -0.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 2.60% | +0.56% |
Volatility
ZPRX.DE vs. WTD7.DE - Volatility Comparison
SPDR MSCI Europe Small Cap Value Weighted UCITS ETF (ZPRX.DE) has a higher volatility of 4.17% compared to WisdomTree Europe SmallCap Dividend UCITS ETF Acc (WTD7.DE) at 3.55%. This indicates that ZPRX.DE's price experiences larger fluctuations and is considered to be riskier than WTD7.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 | WTD7.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.17% | 3.55% | +0.62% |
Volatility (6M)Calculated over the trailing 6-month period | 11.30% | 9.91% | +1.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.94% | 12.40% | +1.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.69% | 15.71% | +0.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.14% | 18.81% | -0.67% |
ZPRX.DE vs. WTD7.DE - Expense Ratio Comparison
ZPRX.DE has a 0.30% expense ratio, which is lower than WTD7.DE's 0.38% expense ratio.
Dividends
ZPRX.DE vs. WTD7.DE - Dividend Comparison
Neither ZPRX.DE nor WTD7.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPRX.DE and WTD7.DE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ZPRX.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZPRX.DE is cheaper with a 0.30% expense ratio, compared with 0.38% for WTD7.DE.
ZPRX.DE tracks MSCI Europe Small Cap Value Weighted, while WTD7.DE tracks WisdomTree Europe SmallCap Dividend. They also come from different issuers: State Street and WisdomTree. Their fees differ too: 0.30% for ZPRX.DE and 0.38% for WTD7.DE.
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