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DXSL.DE vs. ZPDI.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DXSL.DE vs. ZPDI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C (DXSL.DE) and State Street SPDR S&P U.S. Industrials Select Sector UCITS ETF (Acc) (ZPDI.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DXSL.DE achieves a 9.49% return, which is significantly lower than ZPDI.DE's 19.52% return. Over the past 10 years, DXSL.DE has underperformed ZPDI.DE with an annualized return of 11.20%, while ZPDI.DE has yielded a comparatively higher 13.19% annualized return.


DXSL.DE

1D
-0.49%
1M
1.48%
6M
5.16%
YTD
9.49%
1Y
15.10%
3Y*
14.45%
5Y*
8.46%
10Y*
11.20%

ZPDI.DE

1D
-0.27%
1M
4.70%
6M
14.56%
YTD
19.52%
1Y
24.74%
3Y*
19.45%
5Y*
14.26%
10Y*
13.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DXSL.DE vs. ZPDI.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DXSL.DE
Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C
9.49%15.36%9.82%24.09%-19.61%29.29%6.12%36.96%-13.91%17.04%
ZPDI.DE
State Street SPDR S&P U.S. Industrials Select Sector UCITS ETF (Acc)
19.52%6.82%23.74%13.82%-0.16%32.11%-0.48%32.04%-9.77%8.34%

Correlation

The correlation between DXSL.DE and ZPDI.DE is 0.65, 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

0.65

Correlation (3Y)
Calculated over the trailing 3-year period

0.60

Correlation (5Y)
Calculated over the trailing 5-year period

0.62

Correlation (10Y)
Calculated over the trailing 10-year period

0.65

Correlation (All Time)
Calculated using the full available price history since Jul 7, 2015

0.67

The correlation between DXSL.DE and ZPDI.DE has been stable across timeframes, ranging from 0.60 to 0.67 - a consistent structural relationship.

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Return for Risk

DXSL.DE vs. ZPDI.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DXSL.DE
DXSL.DE Risk / Return Rank: 2828
Overall Rank
DXSL.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
DXSL.DE Sortino Ratio Rank: 2727
Sortino Ratio Rank
DXSL.DE Omega Ratio Rank: 2525
Omega Ratio Rank
DXSL.DE Calmar Ratio Rank: 2828
Calmar Ratio Rank
DXSL.DE Martin Ratio Rank: 3333
Martin Ratio Rank

ZPDI.DE
ZPDI.DE Risk / Return Rank: 6363
Overall Rank
ZPDI.DE Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
ZPDI.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
ZPDI.DE Omega Ratio Rank: 5858
Omega Ratio Rank
ZPDI.DE Calmar Ratio Rank: 6969
Calmar Ratio Rank
ZPDI.DE Martin Ratio Rank: 6464
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DXSL.DE vs. ZPDI.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C (DXSL.DE) and State Street SPDR S&P U.S. Industrials Select Sector UCITS ETF (Acc) (ZPDI.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.


DXSL.DEZPDI.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.87

Sortino ratioReturn per unit of downside risk

-1.14

Omega ratioGain probability vs. loss probability

1.15

1.29

-0.14

Calmar ratioReturn relative to maximum drawdown

1.14

2.79

-1.65

Martin ratioReturn relative to average drawdown

3.95

9.10

-5.15

DXSL.DE vs. ZPDI.DE - Sharpe Ratio Comparison

The current DXSL.DE Sharpe Ratio is 0.76, which is lower than the ZPDI.DE Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of DXSL.DE and ZPDI.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DXSL.DE vs. ZPDI.DE - Drawdown Comparison

The maximum DXSL.DE drawdown since its inception was -58.54%, which is greater than ZPDI.DE's maximum drawdown of -41.62%. Use the drawdown chart below to compare losses from any high point for DXSL.DE and ZPDI.DE.


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Drawdown Indicators


DXSL.DEZPDI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-58.54%

-41.62%

-16.92%

Max Drawdown (1Y)

Largest decline over 1 year

-13.21%

-8.83%

-4.38%

Max Drawdown (3Y)

Largest decline over 3 years

-20.06%

-22.54%

+2.48%

Max Drawdown (5Y)

Largest decline over 5 years

-31.06%

-22.54%

-8.52%

Max Drawdown (10Y)

Largest decline over 10 years

-41.92%

-41.62%

-0.30%

Current Drawdown

Current decline from peak

-4.55%

-2.29%

-2.26%

Average Drawdown

Average peak-to-trough decline

-10.57%

-5.94%

-4.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.82%

2.71%

+1.11%

Volatility

DXSL.DE vs. ZPDI.DE - Volatility Comparison

Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C (DXSL.DE) has a higher volatility of 5.78% compared to State Street SPDR S&P U.S. Industrials Select Sector UCITS ETF (Acc) (ZPDI.DE) at 5.05%. This indicates that DXSL.DE's price experiences larger fluctuations and is considered to be riskier than ZPDI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DXSL.DEZPDI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.78%

5.05%

+0.73%

Volatility (6M)

Calculated over the trailing 6-month period

16.48%

11.83%

+4.65%

Volatility (1Y)

Calculated over the trailing 1-year period

19.80%

15.10%

+4.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.35%

16.80%

+2.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.32%

20.52%

-1.20%

DXSL.DE vs. ZPDI.DE - Expense Ratio Comparison

DXSL.DE has a 0.17% expense ratio, which is higher than ZPDI.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

DXSL.DE vs. ZPDI.DE - Dividend Comparison

Neither DXSL.DE nor ZPDI.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DXSL.DE and ZPDI.DE have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ZPDI.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ZPDI.DE is cheaper with a 0.15% expense ratio, compared with 0.17% for DXSL.DE.

DXSL.DE tracks MSCI Europe Industrials ESG Screened 20-35, while ZPDI.DE tracks S&P Industrials Select Sector Daily Capped 35/20 Index. They also come from different issuers: Xtrackers and State Street. Their fees differ too: 0.17% for DXSL.DE and 0.15% for ZPDI.DE.

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