XDEE.DE vs. ZA30.DE
XDEE.DE (Xtrackers S&P 500 Equal Weight UCITS ETF EUR Hedged (Acc)) and ZA30.DE (iShares S&P 500 ESG UCITS ETF USD Acc) are both S&P 500 funds - XDEE.DE tracks the S&P 500 Equal Weight Index (EUR Hedged) while ZA30.DE tracks the S&P 500 ESG. Both are passively managed. Over the past 3 years, XDEE.DE returned 10.85%/yr vs 18.82%/yr for ZA30.DE. A 0.61 correlation means they provide meaningful diversification when combined. XDEE.DE charges 0.30%/yr vs 0.07%/yr for ZA30.DE.
Performance
XDEE.DE vs. ZA30.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDEE.DE achieves a 10.05% return, which is significantly lower than ZA30.DE's 12.71% return.
XDEE.DE
- 1D
- -0.33%
- 1M
- 0.91%
- 6M
- 7.05%
- YTD
- 10.05%
- 1Y
- 15.49%
- 3Y*
- 10.85%
- 5Y*
- —
- 10Y*
- —
ZA30.DE
- 1D
- 0.00%
- 1M
- 1.13%
- 6M
- 10.50%
- YTD
- 12.71%
- 1Y
- 25.26%
- 3Y*
- 18.82%
- 5Y*
- —
- 10Y*
- —
XDEE.DE vs. ZA30.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XDEE.DE Xtrackers S&P 500 Equal Weight UCITS ETF EUR Hedged (Acc) | 10.05% | 9.31% | 10.02% | 10.87% | -0.96% |
ZA30.DE iShares S&P 500 ESG UCITS ETF USD Acc | 12.71% | 5.34% | 31.19% | 24.10% | -6.60% |
Correlation
The correlation between XDEE.DE and ZA30.DE is 0.52, 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 | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Sep 16, 2022 | 0.61 |
The correlation between XDEE.DE and ZA30.DE has been stable across timeframes, ranging from 0.52 to 0.61 - a consistent structural relationship.
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Return for Risk
XDEE.DE vs. ZA30.DE — Risk / Return Rank
XDEE.DE
ZA30.DE
XDEE.DE vs. ZA30.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Equal Weight UCITS ETF EUR Hedged (Acc) (XDEE.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.
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.
| XDEE.DE | ZA30.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.76 | ||
| Sortino ratioReturn per unit of downside risk | -0.87 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.41 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.13 | 3.67 | -1.54 |
| Martin ratioReturn relative to average drawdown | 7.53 | 13.96 | -6.44 |
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Drawdowns
XDEE.DE vs. ZA30.DE - Drawdown Comparison
The maximum XDEE.DE drawdown since its inception was -22.64%, roughly equal to the maximum ZA30.DE drawdown of -23.45%. Use the drawdown chart below to compare losses from any high point for XDEE.DE and ZA30.DE.
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Drawdown Indicators
| XDEE.DE | ZA30.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.64% | -23.45% | +0.81% |
Max Drawdown (1Y)Largest decline over 1 year | -7.23% | -6.91% | -0.32% |
Max Drawdown (3Y)Largest decline over 3 years | -18.93% | -23.45% | +4.52% |
Current DrawdownCurrent decline from peak | -0.49% | -0.45% | -0.04% |
Average DrawdownAverage peak-to-trough decline | -7.26% | -3.14% | -4.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.05% | 1.81% | +0.24% |
Volatility
XDEE.DE vs. ZA30.DE - Volatility Comparison
Xtrackers S&P 500 Equal Weight UCITS ETF EUR Hedged (Acc) (XDEE.DE) has a higher volatility of 2.81% compared to iShares S&P 500 ESG UCITS ETF USD Acc (ZA30.DE) at 2.33%. This indicates that XDEE.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
| XDEE.DE | ZA30.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.81% | 2.33% | +0.48% |
Volatility (6M)Calculated over the trailing 6-month period | 7.88% | 7.98% | -0.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.87% | 11.72% | -0.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.19% | 14.31% | +1.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.19% | 14.31% | +1.88% |
XDEE.DE vs. ZA30.DE - Expense Ratio Comparison
XDEE.DE has a 0.30% expense ratio, which is higher than ZA30.DE's 0.07% expense ratio.
Dividends
XDEE.DE vs. ZA30.DE - Dividend Comparison
Neither XDEE.DE nor ZA30.DE has paid dividends to shareholders.
Frequently Asked Questions
XDEE.DE and ZA30.DE have a correlation of 0.52, 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 0.30% for XDEE.DE.
XDEE.DE tracks S&P 500 Equal Weight Index (EUR Hedged), while ZA30.DE tracks S&P 500 ESG. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.30% for XDEE.DE and 0.07% for ZA30.DE.
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