EFRW.DE vs. XZSP.DE
EFRW.DE (iShares S&P 500 Equal Weight UCITS ETF EUR Hedged Acc) and XZSP.DE (Xtrackers S&P 500 ESG UCITS ETF 1C) are both S&P 500 funds - EFRW.DE tracks the S&P 500 Equal Weight Index while XZSP.DE tracks the S&P 500 ESG. Both are passively managed. Over the past year, EFRW.DE returned 17.03% vs 28.53% for XZSP.DE. A 0.57 correlation means they provide meaningful diversification when combined. EFRW.DE charges 0.17%/yr vs 0.08%/yr for XZSP.DE.
Performance
EFRW.DE vs. XZSP.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EFRW.DE achieves a 8.09% return, which is significantly lower than XZSP.DE's 11.17% return.
EFRW.DE
- 1D
- 0.36%
- 1M
- 2.58%
- YTD
- 8.09%
- 6M
- 8.98%
- 1Y
- 17.03%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XZSP.DE
- 1D
- 0.61%
- 1M
- 4.14%
- YTD
- 11.17%
- 6M
- 11.15%
- 1Y
- 28.53%
- 3Y*
- 18.55%
- 5Y*
- —
- 10Y*
- —
EFRW.DE vs. XZSP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
EFRW.DE iShares S&P 500 Equal Weight UCITS ETF EUR Hedged Acc | 8.09% | 9.95% |
XZSP.DE Xtrackers S&P 500 ESG UCITS ETF 1C | 11.17% | 15.83% |
Correlation
The correlation between EFRW.DE and XZSP.DE is 0.55, 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 | 0.55 |
Correlation (All Time) Calculated using the full available price history since May 13, 2025 | 0.57 |
The correlation between EFRW.DE and XZSP.DE has been stable across timeframes, ranging from 0.55 to 0.57 - a consistent structural relationship.
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Return for Risk
EFRW.DE vs. XZSP.DE — Risk / Return Rank
EFRW.DE
XZSP.DE
EFRW.DE vs. XZSP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Equal Weight UCITS ETF EUR Hedged Acc (EFRW.DE) and Xtrackers S&P 500 ESG UCITS ETF 1C (XZSP.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.
| EFRW.DE | XZSP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.92 | ||
| Sortino ratioReturn per unit of downside risk | -0.98 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.46 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 2.37 | 4.07 | -1.70 |
| Martin ratioReturn relative to average drawdown | 8.32 | 15.72 | -7.40 |
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
| EFRW.DE | XZSP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.55 | 2.47 | -0.92 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.55 | 1.31 | +0.24 |
Drawdowns
EFRW.DE vs. XZSP.DE - Drawdown Comparison
The maximum EFRW.DE drawdown since its inception was -7.12%, smaller than the maximum XZSP.DE drawdown of -23.40%. Use the drawdown chart below to compare losses from any high point for EFRW.DE and XZSP.DE.
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Drawdown Indicators
| EFRW.DE | XZSP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.12% | -23.40% | +16.28% |
Max Drawdown (1Y)Largest decline over 1 year | -7.12% | -7.02% | -0.10% |
Max Drawdown (3Y)Largest decline over 3 years | — | -23.40% | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -1.35% | -3.09% | +1.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.03% | 1.82% | +0.21% |
Volatility
EFRW.DE vs. XZSP.DE - Volatility Comparison
The current volatility for iShares S&P 500 Equal Weight UCITS ETF EUR Hedged Acc (EFRW.DE) is 2.64%, while Xtrackers S&P 500 ESG UCITS ETF 1C (XZSP.DE) has a volatility of 2.79%. This indicates that EFRW.DE experiences smaller price fluctuations and is considered to be less risky than XZSP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EFRW.DE | XZSP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.64% | 2.79% | -0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 7.67% | 7.55% | +0.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.91% | 11.55% | -0.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.32% | 14.26% | -2.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.32% | 14.26% | -2.94% |
EFRW.DE vs. XZSP.DE - Expense Ratio Comparison
EFRW.DE has a 0.17% expense ratio, which is higher than XZSP.DE's 0.08% 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
EFRW.DE vs. XZSP.DE - Dividend Comparison
Neither EFRW.DE nor XZSP.DE has paid dividends to shareholders.
Frequently Asked Questions
EFRW.DE and XZSP.DE have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XZSP.DE is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XZSP.DE is cheaper with a 0.08% expense ratio, compared with 0.17% for EFRW.DE.
EFRW.DE tracks S&P 500 Equal Weight Index, while XZSP.DE tracks S&P 500 ESG. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.17% for EFRW.DE and 0.08% for XZSP.DE.
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