SPPE.DE vs. ZA30.DE
SPPE.DE (SPDR S&P 500 UCITS ETF EUR Hedged Accumulating) and ZA30.DE (iShares S&P 500 ESG UCITS ETF USD Acc) are both S&P 500 funds - SPPE.DE tracks the S&P 500 EUR Dynamic Hedged Index while ZA30.DE tracks the S&P 500 ESG. Both are passively managed. Over the past 3 years, SPPE.DE returned 19.65%/yr vs 18.54%/yr for ZA30.DE. Their correlation of 0.80 suggests significant overlap in exposure. SPPE.DE charges 0.12%/yr vs 0.07%/yr for ZA30.DE.
Performance
SPPE.DE vs. ZA30.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SPPE.DE achieves a 9.05% return, which is significantly lower than ZA30.DE's 11.16% return.
SPPE.DE
- 1D
- -0.02%
- 1M
- 4.39%
- YTD
- 9.05%
- 6M
- 9.84%
- 1Y
- 24.85%
- 3Y*
- 19.65%
- 5Y*
- 11.18%
- 10Y*
- —
ZA30.DE
- 1D
- 0.60%
- 1M
- 5.42%
- YTD
- 11.16%
- 6M
- 11.63%
- 1Y
- 28.62%
- 3Y*
- 18.54%
- 5Y*
- —
- 10Y*
- —
SPPE.DE vs. ZA30.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SPPE.DE SPDR S&P 500 UCITS ETF EUR Hedged Accumulating | 9.05% | 15.34% | 23.21% | 23.17% | -1.50% |
ZA30.DE iShares S&P 500 ESG UCITS ETF USD Acc | 11.16% | 5.34% | 31.19% | 24.10% | -5.78% |
Correlation
The correlation between SPPE.DE and ZA30.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 | 0.79 |
Correlation (All Time) Calculated using the full available price history since Sep 19, 2022 | 0.80 |
The correlation between SPPE.DE and ZA30.DE has been stable across timeframes, ranging from 0.79 to 0.80 - a consistent structural relationship.
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Return for Risk
SPPE.DE vs. ZA30.DE — Risk / Return Rank
SPPE.DE
ZA30.DE
SPPE.DE vs. ZA30.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 500 UCITS ETF EUR Hedged Accumulating (SPPE.DE) and iShares S&P 500 ESG UCITS ETF USD Acc (ZA30.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.
| SPPE.DE | ZA30.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.35 | ||
| Sortino ratioReturn per unit of downside risk | -0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.46 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.87 | 4.12 | -1.26 |
| Martin ratioReturn relative to average drawdown | 12.22 | 15.63 | -3.41 |
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
| SPPE.DE | ZA30.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.12 | 2.47 | -0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 1.18 | -0.38 |
Drawdowns
SPPE.DE vs. ZA30.DE - Drawdown Comparison
The maximum SPPE.DE drawdown since its inception was -34.07%, which is greater than ZA30.DE's maximum drawdown of -23.45%. Use the drawdown chart below to compare losses from any high point for SPPE.DE and ZA30.DE.
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Drawdown Indicators
| SPPE.DE | ZA30.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.07% | -23.45% | -10.62% |
Max Drawdown (1Y)Largest decline over 1 year | -8.64% | -6.91% | -1.73% |
Max Drawdown (3Y)Largest decline over 3 years | -18.41% | -23.45% | +5.04% |
Max Drawdown (5Y)Largest decline over 5 years | -26.07% | — | — |
Current DrawdownCurrent decline from peak | -0.59% | 0.00% | -0.59% |
Average DrawdownAverage peak-to-trough decline | -6.19% | -3.22% | -2.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.03% | 1.83% | +0.20% |
Volatility
SPPE.DE vs. ZA30.DE - Volatility Comparison
SPDR S&P 500 UCITS ETF EUR Hedged Accumulating (SPPE.DE) has a higher volatility of 3.07% compared to iShares S&P 500 ESG UCITS ETF USD Acc (ZA30.DE) at 2.73%. This indicates that SPPE.DE's price experiences larger fluctuations and is considered to be riskier than ZA30.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPPE.DE | ZA30.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.07% | 2.73% | +0.34% |
Volatility (6M)Calculated over the trailing 6-month period | 8.56% | 7.54% | +1.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.69% | 11.54% | +0.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.00% | 14.38% | +1.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.64% | 14.38% | +4.26% |
SPPE.DE vs. ZA30.DE - Expense Ratio Comparison
SPPE.DE has a 0.12% expense ratio, which is higher than ZA30.DE's 0.07% 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
SPPE.DE vs. ZA30.DE - Dividend Comparison
Neither SPPE.DE nor ZA30.DE has paid dividends to shareholders.
Frequently Asked Questions
SPPE.DE and ZA30.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, ZA30.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZA30.DE is cheaper with a 0.07% expense ratio, compared with 0.12% for SPPE.DE.
SPPE.DE tracks S&P 500 EUR Dynamic Hedged Index, while ZA30.DE tracks S&P 500 ESG. They also come from different issuers: State Street and iShares. Their fees differ too: 0.12% for SPPE.DE and 0.07% for ZA30.DE.
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