XDEQ.DE vs. ZPA5.DE
XDEQ.DE (Xtrackers MSCI World Quality Factor UCITS ETF 1C) and ZPA5.DE (Amundi S&P 500 Climate Paris Aligned UCITS ETF Acc) are both exchange-traded funds - XDEQ.DE is a Global Equities fund tracking the MSCI ACWI NR USD, while ZPA5.DE is a ESG fund tracking the S&P 500 Net Zero 2050 Paris-Aligned ESG+ Index. Both are passively managed. Over the past year, XDEQ.DE returned 22.01% vs 18.63% for ZPA5.DE. Their correlation of 0.90 suggests significant overlap in exposure. XDEQ.DE charges 0.25%/yr vs 0.07%/yr for ZPA5.DE.
Performance
XDEQ.DE vs. ZPA5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDEQ.DE achieves a 12.57% return, which is significantly higher than ZPA5.DE's 9.01% return.
XDEQ.DE
- 1D
- 0.15%
- 1M
- 1.66%
- 6M
- 10.45%
- YTD
- 12.57%
- 1Y
- 22.01%
- 3Y*
- 15.57%
- 5Y*
- 10.70%
- 10Y*
- 12.19%
- ALL TIME*
- 9.57%
ZPA5.DE
- 1D
- 0.00%
- 1M
- 0.37%
- 6M
- 9.80%
- YTD
- 9.01%
- 1Y
- 18.63%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 18.60%
XDEQ.DE vs. ZPA5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XDEQ.DE Xtrackers MSCI World Quality Factor UCITS ETF 1C | 12.57% | 2.87% | 23.81% | 3.74% |
ZPA5.DE Amundi S&P 500 Climate Paris Aligned UCITS ETF Acc | 9.01% | 2.76% | 34.10% | 4.52% |
Correlation
The correlation between XDEQ.DE and ZPA5.DE is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Nov 27, 2023 | 0.90 |
The correlation between XDEQ.DE and ZPA5.DE has been stable across timeframes, ranging from 0.84 to 0.90 - a consistent structural relationship.
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Return for Risk
XDEQ.DE vs. ZPA5.DE — Risk / Return Rank
XDEQ.DE
ZPA5.DE
XDEQ.DE vs. ZPA5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE) and Amundi S&P 500 Climate Paris Aligned UCITS ETF Acc (ZPA5.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.
| XDEQ.DE | ZPA5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.32 | ||
| Sortino ratioReturn per unit of downside risk | +1.63 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.27 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.52 | 0.91 | +2.61 |
| Martin ratioReturn relative to average drawdown | 14.82 | 1.65 | +13.17 |
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Drawdowns
XDEQ.DE vs. ZPA5.DE - Drawdown Comparison
The maximum XDEQ.DE drawdown since its inception was -32.18%, which is greater than ZPA5.DE's maximum drawdown of -23.13%. Use the drawdown chart below to compare losses from any high point for XDEQ.DE and ZPA5.DE.
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Drawdown Indicators
| XDEQ.DE | ZPA5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.18% | -23.13% | -9.05% |
Max Drawdown (1Y)Largest decline over 1 year | -6.22% | -20.40% | +14.18% |
Max Drawdown (3Y)Largest decline over 3 years | -20.59% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -20.59% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -32.18% | — | — |
Current DrawdownCurrent decline from peak | -1.07% | -5.73% | +4.66% |
Average DrawdownAverage peak-to-trough decline | -6.53% | -6.36% | -0.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.48% | 11.31% | -9.83% |
Volatility
XDEQ.DE vs. ZPA5.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE) is 2.75%, while Amundi S&P 500 Climate Paris Aligned UCITS ETF Acc (ZPA5.DE) has a volatility of 3.08%. This indicates that XDEQ.DE experiences smaller price fluctuations and is considered to be less risky than ZPA5.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDEQ.DE | ZPA5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.75% | 3.08% | -0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 7.28% | 8.26% | -0.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.55% | 24.44% | -13.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.13% | 19.71% | -5.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.82% | 19.71% | -3.89% |
XDEQ.DE vs. ZPA5.DE - Expense Ratio Comparison
XDEQ.DE has a 0.25% expense ratio, which is higher than ZPA5.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
XDEQ.DE vs. ZPA5.DE - Dividend Comparison
Neither XDEQ.DE nor ZPA5.DE has paid dividends to shareholders.
Frequently Asked Questions
XDEQ.DE and ZPA5.DE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ZPA5.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZPA5.DE is cheaper with a 0.07% expense ratio, compared with 0.25% for XDEQ.DE.
XDEQ.DE is categorized as Global Equities, while ZPA5.DE is ESG. XDEQ.DE tracks MSCI ACWI NR USD, while ZPA5.DE tracks S&P 500 Net Zero 2050 Paris-Aligned ESG+ Index. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.25% for XDEQ.DE and 0.07% for ZPA5.DE.
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