EXSC.DE vs. ZPDX.DE
Compare and contrast key facts about iShares STOXX Europe Large 200 UCITS ETF (DE) (EXSC.DE) and SPDR STOXX Europe 600 SRI UCITS ETF (ZPDX.DE).
EXSC.DE and ZPDX.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EXSC.DE is a passively managed fund by iShares that tracks the performance of the STOXX® Europe Large 200. It was launched on Apr 4, 2005. ZPDX.DE is a passively managed fund by State Street that tracks the performance of the STOXX® Europe 600 SRI. It was launched on Sep 30, 2019. Both EXSC.DE and ZPDX.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EXSC.DE or ZPDX.DE.
Key characteristics
| EXSC.DE | ZPDX.DE | |
|---|---|---|
| YTD Return | 10.37% | 12.05% |
| 1Y Return | 19.28% | 21.96% |
| 3Y Return (Ann) | 6.26% | 5.70% |
| 5Y Return (Ann) | 8.44% | 8.23% |
| Sharpe Ratio | 1.88 | 1.83 |
| Sortino Ratio | 2.59 | 2.51 |
| Omega Ratio | 1.33 | 1.33 |
| Calmar Ratio | 2.64 | 2.44 |
| Martin Ratio | 10.84 | 9.56 |
| Ulcer Index | 1.78% | 2.06% |
| Daily Std Dev | 10.25% | 10.74% |
| Max Drawdown | -58.12% | -35.97% |
| Current Drawdown | -2.93% | -3.64% |
Correlation
The correlation between EXSC.DE and ZPDX.DE is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
EXSC.DE vs. ZPDX.DE - Performance Comparison
In the year-to-date period, EXSC.DE achieves a 10.37% return, which is significantly lower than ZPDX.DE's 12.05% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EXSC.DE vs. ZPDX.DE - Expense Ratio Comparison
EXSC.DE has a 0.21% expense ratio, which is higher than ZPDX.DE's 0.12% 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%.
Risk-Adjusted Performance
EXSC.DE vs. ZPDX.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe Large 200 UCITS ETF (DE) (EXSC.DE) and SPDR STOXX Europe 600 SRI UCITS ETF (ZPDX.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.
Dividends
EXSC.DE vs. ZPDX.DE - Dividend Comparison
EXSC.DE's dividend yield for the trailing twelve months is around 2.71%, while ZPDX.DE has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXSC.DE iShares STOXX Europe Large 200 UCITS ETF (DE) | 2.71% | 2.71% | 2.76% | 2.54% | 1.95% | 2.90% | 3.13% | 4.57% | 3.62% | 3.26% | 3.20% | 3.55% |
ZPDX.DE SPDR STOXX Europe 600 SRI UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
EXSC.DE vs. ZPDX.DE - Drawdown Comparison
The maximum EXSC.DE drawdown since its inception was -58.12%, which is greater than ZPDX.DE's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for EXSC.DE and ZPDX.DE. For additional features, visit the drawdowns tool.
Volatility
EXSC.DE vs. ZPDX.DE - Volatility Comparison
The current volatility for iShares STOXX Europe Large 200 UCITS ETF (DE) (EXSC.DE) is 3.78%, while SPDR STOXX Europe 600 SRI UCITS ETF (ZPDX.DE) has a volatility of 4.27%. This indicates that EXSC.DE experiences smaller price fluctuations and is considered to be less risky than ZPDX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.