DXSG.DE vs. ZPDK.DE
DXSG.DE (Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C) and ZPDK.DE (SPDR S&P U.S. Communication Services Select Sector UCITS ETF) are both Communications Equities funds - DXSG.DE tracks the MSCI Europe Communication Services ESG Screened 20-35 while ZPDK.DE tracks the S&P Communication Services Select Sector Daily Capped 25/20. Both are passively managed. Over the past 5 years, DXSG.DE returned 5.78%/yr vs 11.35%/yr for ZPDK.DE. At a 0.43 correlation, their price movements are largely independent. DXSG.DE charges 0.17%/yr vs 0.15%/yr for ZPDK.DE.
Performance
DXSG.DE vs. ZPDK.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DXSG.DE achieves a 5.28% return, which is significantly higher than ZPDK.DE's 3.41% return.
DXSG.DE
- 1D
- -0.08%
- 1M
- 3.09%
- YTD
- 5.28%
- 6M
- 7.13%
- 1Y
- -8.38%
- 3Y*
- 9.90%
- 5Y*
- 5.78%
- 10Y*
- 1.87%
ZPDK.DE
- 1D
- 1.45%
- 1M
- -2.27%
- YTD
- 3.41%
- 6M
- 2.07%
- 1Y
- 18.77%
- 3Y*
- 22.06%
- 5Y*
- 11.35%
- 10Y*
- —
DXSG.DE vs. ZPDK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DXSG.DE Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C | 5.28% | 4.40% | 16.70% | 16.80% | -11.47% | 14.65% | -12.51% | 5.46% | -0.69% |
ZPDK.DE SPDR S&P U.S. Communication Services Select Sector UCITS ETF | 3.41% | 13.23% | 39.09% | 48.24% | -33.43% | 26.14% | 15.70% | 33.80% | -15.00% |
Correlation
The correlation between DXSG.DE and ZPDK.DE is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Aug 17, 2018 | 0.43 |
The correlation between DXSG.DE and ZPDK.DE shifts across timeframes, from 0.27 (3 years) to 0.43 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DXSG.DE vs. ZPDK.DE — Risk / Return Rank
DXSG.DE
ZPDK.DE
DXSG.DE vs. ZPDK.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C (DXSG.DE) and SPDR S&P U.S. Communication Services Select Sector UCITS ETF (ZPDK.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.
| DXSG.DE | ZPDK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.91 | ||
| Sortino ratioReturn per unit of downside risk | -2.71 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.23 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.48 | 2.25 | -2.74 |
| Martin ratioReturn relative to average drawdown | -0.91 | 7.91 | -8.82 |
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
| DXSG.DE | ZPDK.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.57 | 1.34 | -1.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.60 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.12 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.68 | -0.52 |
Drawdowns
DXSG.DE vs. ZPDK.DE - Drawdown Comparison
The maximum DXSG.DE drawdown since its inception was -47.38%, which is greater than ZPDK.DE's maximum drawdown of -36.98%. Use the drawdown chart below to compare losses from any high point for DXSG.DE and ZPDK.DE.
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Drawdown Indicators
| DXSG.DE | ZPDK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.38% | -36.98% | -10.40% |
Max Drawdown (1Y)Largest decline over 1 year | -17.28% | -8.30% | -8.98% |
Max Drawdown (3Y)Largest decline over 3 years | -17.28% | -21.88% | +4.60% |
Max Drawdown (5Y)Largest decline over 5 years | -20.23% | -36.98% | +16.75% |
Max Drawdown (10Y)Largest decline over 10 years | -37.33% | — | — |
Current DrawdownCurrent decline from peak | -9.16% | -4.21% | -4.95% |
Average DrawdownAverage peak-to-trough decline | -19.89% | -7.91% | -11.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.89% | 2.37% | +6.52% |
Volatility
DXSG.DE vs. ZPDK.DE - Volatility Comparison
Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C (DXSG.DE) has a higher volatility of 5.43% compared to SPDR S&P U.S. Communication Services Select Sector UCITS ETF (ZPDK.DE) at 4.24%. This indicates that DXSG.DE's price experiences larger fluctuations and is considered to be riskier than ZPDK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DXSG.DE | ZPDK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.43% | 4.24% | +1.19% |
Volatility (6M)Calculated over the trailing 6-month period | 12.35% | 9.60% | +2.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.82% | 13.93% | +0.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.73% | 18.59% | -4.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.88% | 19.48% | -3.60% |
DXSG.DE vs. ZPDK.DE - Expense Ratio Comparison
DXSG.DE has a 0.17% expense ratio, which is higher than ZPDK.DE's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
DXSG.DE vs. ZPDK.DE - Dividend Comparison
Neither DXSG.DE nor ZPDK.DE has paid dividends to shareholders.
Frequently Asked Questions
DXSG.DE and ZPDK.DE have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ZPDK.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZPDK.DE is cheaper with a 0.15% expense ratio, compared with 0.17% for DXSG.DE.
DXSG.DE tracks MSCI Europe Communication Services ESG Screened 20-35, while ZPDK.DE tracks S&P Communication Services Select Sector Daily Capped 25/20. They also come from different issuers: Xtrackers and State Street. Their fees differ too: 0.17% for DXSG.DE and 0.15% for ZPDK.DE.
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