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XDG6.DE vs. ZPRX.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XDG6.DE vs. ZPRX.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Global SDG 6 Clean Water & Sanitation UCITS ETF 1C (XDG6.DE) and SPDR MSCI Europe Small Cap Value Weighted UCITS ETF (ZPRX.DE). The values are adjusted to include any dividend payments, if applicable.

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XDG6.DE vs. ZPRX.DE - Yearly Performance Comparison


2026 (YTD)202520242023
XDG6.DE
Xtrackers MSCI Global SDG 6 Clean Water & Sanitation UCITS ETF 1C
0.35%-6.75%5.72%3.49%
ZPRX.DE
SPDR MSCI Europe Small Cap Value Weighted UCITS ETF
-1.78%26.81%4.28%4.71%

Returns By Period

In the year-to-date period, XDG6.DE achieves a 0.35% return, which is significantly higher than ZPRX.DE's -1.78% return.


XDG6.DE

1D
0.45%
1M
-2.34%
YTD
0.35%
6M
0.21%
1Y
-4.87%
3Y*
1.53%
5Y*
10Y*

ZPRX.DE

1D
-0.34%
1M
-3.08%
YTD
-1.78%
6M
3.10%
1Y
15.75%
3Y*
12.10%
5Y*
7.25%
10Y*
7.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XDG6.DE vs. ZPRX.DE - Expense Ratio Comparison

XDG6.DE has a 0.35% expense ratio, which is higher than ZPRX.DE's 0.30% expense ratio.


Return for Risk

XDG6.DE vs. ZPRX.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XDG6.DE
XDG6.DE Risk / Return Rank: 66
Overall Rank
XDG6.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
XDG6.DE Sortino Ratio Rank: 55
Sortino Ratio Rank
XDG6.DE Omega Ratio Rank: 55
Omega Ratio Rank
XDG6.DE Calmar Ratio Rank: 66
Calmar Ratio Rank
XDG6.DE Martin Ratio Rank: 66
Martin Ratio Rank

ZPRX.DE
ZPRX.DE Risk / Return Rank: 5151
Overall Rank
ZPRX.DE Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
ZPRX.DE Sortino Ratio Rank: 4646
Sortino Ratio Rank
ZPRX.DE Omega Ratio Rank: 4848
Omega Ratio Rank
ZPRX.DE Calmar Ratio Rank: 5555
Calmar Ratio Rank
ZPRX.DE Martin Ratio Rank: 5656
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XDG6.DE vs. ZPRX.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Global SDG 6 Clean Water & Sanitation UCITS ETF 1C (XDG6.DE) and SPDR MSCI Europe Small Cap Value Weighted UCITS ETF (ZPRX.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.


XDG6.DEZPRX.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.38

0.98

-1.35

Sortino ratio

Return per unit of downside risk

-0.42

1.35

-1.78

Omega ratio

Gain probability vs. loss probability

0.94

1.20

-0.25

Calmar ratio

Return relative to maximum drawdown

-0.36

1.64

-2.00

Martin ratio

Return relative to average drawdown

-0.64

6.49

-7.12

XDG6.DE vs. ZPRX.DE - Sharpe Ratio Comparison

The current XDG6.DE Sharpe Ratio is -0.38, which is lower than the ZPRX.DE Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of XDG6.DE and ZPRX.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XDG6.DEZPRX.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.38

0.98

-1.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

0.35

-0.29

Correlation

The correlation between XDG6.DE and ZPRX.DE is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

XDG6.DE vs. ZPRX.DE - Dividend Comparison

Neither XDG6.DE nor ZPRX.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XDG6.DE vs. ZPRX.DE - Drawdown Comparison

The maximum XDG6.DE drawdown since its inception was -17.80%, smaller than the maximum ZPRX.DE drawdown of -43.93%. Use the drawdown chart below to compare losses from any high point for XDG6.DE and ZPRX.DE.


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Drawdown Indicators


XDG6.DEZPRX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.80%

-43.93%

+26.13%

Max Drawdown (1Y)

Largest decline over 1 year

-8.27%

-11.63%

+3.36%

Max Drawdown (5Y)

Largest decline over 5 years

-27.52%

Max Drawdown (10Y)

Largest decline over 10 years

-43.93%

Current Drawdown

Current decline from peak

-12.95%

-8.13%

-4.82%

Average Drawdown

Average peak-to-trough decline

-5.93%

-7.79%

+1.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.46%

2.95%

+1.51%

Volatility

XDG6.DE vs. ZPRX.DE - Volatility Comparison

The current volatility for Xtrackers MSCI Global SDG 6 Clean Water & Sanitation UCITS ETF 1C (XDG6.DE) is 3.73%, while SPDR MSCI Europe Small Cap Value Weighted UCITS ETF (ZPRX.DE) has a volatility of 6.15%. This indicates that XDG6.DE experiences smaller price fluctuations and is considered to be less risky than ZPRX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDG6.DEZPRX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.73%

6.15%

-2.42%

Volatility (6M)

Calculated over the trailing 6-month period

7.58%

10.21%

-2.63%

Volatility (1Y)

Calculated over the trailing 1-year period

12.84%

16.09%

-3.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.25%

16.56%

-5.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.25%

18.09%

-6.84%