SPY1.DE vs. XZSP.DE
SPY1.DE (SPDR S&P 500 Low Volatility UCITS ETF) and XZSP.DE (Xtrackers S&P 500 ESG UCITS ETF 1C) are both S&P 500 funds - SPY1.DE tracks the S&P 500 Low Volatility while XZSP.DE tracks the S&P 500 ESG. Both are passively managed. Over the past 3 years, SPY1.DE returned 4.28%/yr vs 18.55%/yr for XZSP.DE. At a 0.39 correlation, their price movements are largely independent. SPY1.DE charges 0.35%/yr vs 0.08%/yr for XZSP.DE.
Performance
SPY1.DE vs. XZSP.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SPY1.DE achieves a 2.00% return, which is significantly lower than XZSP.DE's 11.17% return.
SPY1.DE
- 1D
- -0.18%
- 1M
- -1.34%
- YTD
- 2.00%
- 6M
- 1.72%
- 1Y
- -1.53%
- 3Y*
- 4.28%
- 5Y*
- 5.96%
- 10Y*
- 7.35%
XZSP.DE
- 1D
- 0.61%
- 1M
- 5.47%
- YTD
- 11.17%
- 6M
- 11.67%
- 1Y
- 28.67%
- 3Y*
- 18.55%
- 5Y*
- —
- 10Y*
- —
SPY1.DE vs. XZSP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SPY1.DE SPDR S&P 500 Low Volatility UCITS ETF | 2.00% | -7.26% | 20.46% | -3.91% | -2.00% |
XZSP.DE Xtrackers S&P 500 ESG UCITS ETF 1C | 11.17% | 5.34% | 31.24% | 23.89% | -4.47% |
Correlation
The correlation between SPY1.DE and XZSP.DE is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Dec 13, 2022 | 0.39 |
Over the past year, the correlation between SPY1.DE and XZSP.DE has dropped to 0.16 - well below their long-term average of 0.39, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SPY1.DE vs. XZSP.DE — Risk / Return Rank
SPY1.DE
XZSP.DE
SPY1.DE vs. XZSP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 500 Low Volatility UCITS ETF (SPY1.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.
| SPY1.DE | XZSP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.62 | ||
| Sortino ratioReturn per unit of downside risk | -3.50 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.46 | -0.47 |
| Calmar ratioReturn relative to maximum drawdown | -0.23 | 4.07 | -4.29 |
| Martin ratioReturn relative to average drawdown | -0.48 | 15.72 | -16.20 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| SPY1.DE | XZSP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.15 | 2.47 | -2.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 1.31 | -0.62 |
Drawdowns
SPY1.DE vs. XZSP.DE - Drawdown Comparison
The maximum SPY1.DE drawdown since its inception was -35.30%, 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 SPY1.DE and XZSP.DE.
Loading charts...
Drawdown Indicators
| SPY1.DE | XZSP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.30% | -23.40% | -11.90% |
Max Drawdown (1Y)Largest decline over 1 year | -6.77% | -7.02% | +0.25% |
Max Drawdown (3Y)Largest decline over 3 years | -14.59% | -23.40% | +8.81% |
Max Drawdown (5Y)Largest decline over 5 years | -16.32% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -35.30% | — | — |
Current DrawdownCurrent decline from peak | -11.45% | 0.00% | -11.45% |
Average DrawdownAverage peak-to-trough decline | -6.16% | -3.09% | -3.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 1.82% | +1.33% |
Volatility
SPY1.DE vs. XZSP.DE - Volatility Comparison
SPDR S&P 500 Low Volatility UCITS ETF (SPY1.DE) has a higher volatility of 3.46% compared to Xtrackers S&P 500 ESG UCITS ETF 1C (XZSP.DE) at 2.79%. This indicates that SPY1.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.
Loading charts...
Volatility by Period
| SPY1.DE | XZSP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.46% | 2.79% | +0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 7.38% | 7.55% | -0.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.25% | 11.55% | -1.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.47% | 14.26% | -1.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.00% | 14.26% | -0.26% |
SPY1.DE vs. XZSP.DE - Expense Ratio Comparison
SPY1.DE has a 0.35% expense ratio, which is higher than XZSP.DE's 0.08% expense ratio.
Dividends
SPY1.DE vs. XZSP.DE - Dividend Comparison
Neither SPY1.DE nor XZSP.DE has paid dividends to shareholders.
Frequently Asked Questions
SPY1.DE and XZSP.DE have a correlation of 0.16, 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 0.35% for SPY1.DE.
SPY1.DE tracks S&P 500 Low Volatility, while XZSP.DE tracks S&P 500 ESG. They also come from different issuers: State Street and Xtrackers. Their fees differ too: 0.35% for SPY1.DE and 0.08% for XZSP.DE.
Find the right allocation for SPY1.DE and XZSP.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer