IBCF.DE vs. XZSP.DE
IBCF.DE (iShares S&P 500 EUR Hedged UCITS ETF (Acc)) and XZSP.DE (Xtrackers S&P 500 ESG UCITS ETF 1C) are both S&P 500 funds - IBCF.DE tracks the S&P 500 EUR Hedged Index while XZSP.DE tracks the S&P 500 ESG. Both are passively managed. Over the past 3 years, IBCF.DE returned 19.50%/yr vs 18.55%/yr for XZSP.DE. Their correlation of 0.81 suggests significant overlap in exposure. IBCF.DE charges 0.20%/yr vs 0.08%/yr for XZSP.DE.
Performance
IBCF.DE vs. XZSP.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IBCF.DE achieves a 8.84% return, which is significantly lower than XZSP.DE's 11.17% return.
IBCF.DE
- 1D
- -0.02%
- 1M
- 3.14%
- YTD
- 8.84%
- 6M
- 9.31%
- 1Y
- 24.23%
- 3Y*
- 19.50%
- 5Y*
- 11.10%
- 10Y*
- 12.48%
XZSP.DE
- 1D
- 0.61%
- 1M
- 4.14%
- YTD
- 11.17%
- 6M
- 11.15%
- 1Y
- 28.53%
- 3Y*
- 18.55%
- 5Y*
- —
- 10Y*
- —
IBCF.DE vs. XZSP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
IBCF.DE iShares S&P 500 EUR Hedged UCITS ETF (Acc) | 8.84% | 15.42% | 22.97% | 23.21% | -3.21% |
XZSP.DE Xtrackers S&P 500 ESG UCITS ETF 1C | 11.17% | 5.34% | 31.24% | 23.89% | -4.47% |
Correlation
The correlation between IBCF.DE and XZSP.DE is 0.79, 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 | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Dec 13, 2022 | 0.81 |
The correlation between IBCF.DE and XZSP.DE has been stable across timeframes, ranging from 0.79 to 0.81 - a consistent structural relationship.
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Return for Risk
IBCF.DE vs. XZSP.DE — Risk / Return Rank
IBCF.DE
XZSP.DE
IBCF.DE vs. XZSP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 EUR Hedged UCITS ETF (Acc) (IBCF.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.
| IBCF.DE | XZSP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.39 | ||
| Sortino ratioReturn per unit of downside risk | -0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.46 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.81 | 4.07 | -1.25 |
| Martin ratioReturn relative to average drawdown | 12.07 | 15.72 | -3.65 |
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
| IBCF.DE | XZSP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.08 | 2.47 | -0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 1.31 | -0.59 |
Drawdowns
IBCF.DE vs. XZSP.DE - Drawdown Comparison
The maximum IBCF.DE drawdown since its inception was -35.06%, which is greater than XZSP.DE's maximum drawdown of -23.40%. Use the drawdown chart below to compare losses from any high point for IBCF.DE and XZSP.DE.
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Drawdown Indicators
| IBCF.DE | XZSP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.06% | -23.40% | -11.66% |
Max Drawdown (1Y)Largest decline over 1 year | -8.72% | -7.02% | -1.70% |
Max Drawdown (3Y)Largest decline over 3 years | -18.34% | -23.40% | +5.06% |
Max Drawdown (5Y)Largest decline over 5 years | -26.23% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -35.06% | — | — |
Current DrawdownCurrent decline from peak | -0.55% | 0.00% | -0.55% |
Average DrawdownAverage peak-to-trough decline | -4.41% | -3.09% | -1.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.04% | 1.82% | +0.22% |
Volatility
IBCF.DE vs. XZSP.DE - Volatility Comparison
iShares S&P 500 EUR Hedged UCITS ETF (Acc) (IBCF.DE) has a higher volatility of 3.08% compared to Xtrackers S&P 500 ESG UCITS ETF 1C (XZSP.DE) at 2.79%. This indicates that IBCF.DE's price experiences larger fluctuations and is considered to be riskier 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
| IBCF.DE | XZSP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.08% | 2.79% | +0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 8.63% | 7.55% | +1.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.79% | 11.55% | +0.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.02% | 14.26% | +1.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.34% | 14.26% | +2.08% |
IBCF.DE vs. XZSP.DE - Expense Ratio Comparison
IBCF.DE has a 0.20% 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
IBCF.DE vs. XZSP.DE - Dividend Comparison
Neither IBCF.DE nor XZSP.DE has paid dividends to shareholders.
Frequently Asked Questions
IBCF.DE and XZSP.DE have a correlation of 0.79, 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 0.20% for IBCF.DE.
IBCF.DE tracks S&P 500 EUR Hedged Index, while XZSP.DE tracks S&P 500 ESG. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.20% for IBCF.DE and 0.08% for XZSP.DE.
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