XDDX.DE vs. ZPRW.DE
XDDX.DE (Xtrackers DAX ESG Screened UCITS ETF 1D) and ZPRW.DE (SPDR MSCI Europe Value UCITS ETF) are both Europe Equities funds - XDDX.DE tracks the FSE DAX TR EUR while ZPRW.DE tracks the MSCI Europe Value Exposure Select. Both are passively managed. Over the past 10 years, XDDX.DE returned 8.72%/yr vs 11.23%/yr for ZPRW.DE. Their correlation of 0.87 suggests significant overlap in exposure. XDDX.DE charges 0.09%/yr vs 0.20%/yr for ZPRW.DE.
Performance
XDDX.DE vs. ZPRW.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDDX.DE achieves a 3.88% return, which is significantly lower than ZPRW.DE's 14.94% return. Over the past 10 years, XDDX.DE has underperformed ZPRW.DE with an annualized return of 8.72%, while ZPRW.DE has yielded a comparatively higher 11.23% annualized return.
XDDX.DE
- 1D
- -0.44%
- 1M
- -0.25%
- 6M
- 2.82%
- YTD
- 3.88%
- 1Y
- 6.10%
- 3Y*
- 14.27%
- 5Y*
- 8.66%
- 10Y*
- 8.72%
ZPRW.DE
- 1D
- -0.40%
- 1M
- 1.29%
- 6M
- 11.98%
- YTD
- 14.94%
- 1Y
- 32.77%
- 3Y*
- 20.81%
- 5Y*
- 14.91%
- 10Y*
- 11.23%
XDDX.DE vs. ZPRW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDDX.DE Xtrackers DAX ESG Screened UCITS ETF 1D | 3.88% | 19.14% | 16.17% | 19.56% | -13.67% | 15.21% | 3.12% | 24.70% | -18.53% | 12.16% |
ZPRW.DE SPDR MSCI Europe Value UCITS ETF | 14.94% | 35.69% | 8.88% | 13.70% | -4.74% | 27.37% | -7.65% | 23.75% | -14.98% | 10.96% |
Correlation
The correlation between XDDX.DE and ZPRW.DE is 0.78, 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 | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Feb 18, 2015 | 0.87 |
The correlation between XDDX.DE and ZPRW.DE has been stable across timeframes, ranging from 0.78 to 0.87 - a consistent structural relationship.
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Return for Risk
XDDX.DE vs. ZPRW.DE — Risk / Return Rank
XDDX.DE
ZPRW.DE
XDDX.DE vs. ZPRW.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers DAX ESG Screened UCITS ETF 1D (XDDX.DE) and SPDR MSCI Europe Value UCITS ETF (ZPRW.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XDDX.DE | ZPRW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.00 | ||
| Sortino ratioReturn per unit of downside risk | -2.65 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.44 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | 0.51 | 3.52 | -3.01 |
| Martin ratioReturn relative to average drawdown | 1.44 | 13.12 | -11.68 |
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Drawdowns
XDDX.DE vs. ZPRW.DE - Drawdown Comparison
The maximum XDDX.DE drawdown since its inception was -38.74%, roughly equal to the maximum ZPRW.DE drawdown of -39.52%. Use the drawdown chart below to compare losses from any high point for XDDX.DE and ZPRW.DE.
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Drawdown Indicators
| XDDX.DE | ZPRW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.74% | -39.52% | +0.78% |
Max Drawdown (1Y)Largest decline over 1 year | -11.96% | -9.27% | -2.69% |
Max Drawdown (3Y)Largest decline over 3 years | -16.62% | -17.03% | +0.41% |
Max Drawdown (5Y)Largest decline over 5 years | -27.03% | -18.41% | -8.62% |
Max Drawdown (10Y)Largest decline over 10 years | -38.74% | -39.52% | +0.78% |
Current DrawdownCurrent decline from peak | -2.10% | -0.46% | -1.64% |
Average DrawdownAverage peak-to-trough decline | -7.09% | -6.98% | -0.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.23% | 2.49% | +1.74% |
Volatility
XDDX.DE vs. ZPRW.DE - Volatility Comparison
Xtrackers DAX ESG Screened UCITS ETF 1D (XDDX.DE) and SPDR MSCI Europe Value UCITS ETF (ZPRW.DE) have volatilities of 3.88% and 3.73%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDDX.DE | ZPRW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.88% | 3.73% | +0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 12.78% | 11.44% | +1.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.84% | 13.69% | +2.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.14% | 14.88% | +2.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.07% | 16.70% | +1.37% |
XDDX.DE vs. ZPRW.DE - Expense Ratio Comparison
XDDX.DE has a 0.09% expense ratio, which is lower than ZPRW.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
XDDX.DE vs. ZPRW.DE - Dividend Comparison
XDDX.DE's dividend yield for the trailing twelve months is around 2.31%, while ZPRW.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XDDX.DE Xtrackers DAX ESG Screened UCITS ETF 1D | 2.31% | 2.40% | 2.68% | 3.34% | 5.35% | 2.05% | 3.14% | 2.81% | 2.34% | 2.16% | 1.40% | 1.06% |
ZPRW.DE SPDR MSCI Europe Value 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% |
Frequently Asked Questions
XDDX.DE and ZPRW.DE have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDDX.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDDX.DE is cheaper with a 0.09% expense ratio, compared with 0.20% for ZPRW.DE.
XDDX.DE tracks FSE DAX TR EUR, while ZPRW.DE tracks MSCI Europe Value Exposure Select. They also come from different issuers: Xtrackers and State Street. Their fees differ too: 0.09% for XDDX.DE and 0.20% for ZPRW.DE.
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