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XDRE.DE vs. ZPA5.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDRE.DE vs. ZPA5.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Developed Green Real Estate ESG UCITS ETF 1C (XDRE.DE) and Amundi S&P 500 Climate Paris Aligned UCITS ETF Acc (ZPA5.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XDRE.DE achieves a 13.27% return, which is significantly higher than ZPA5.DE's 8.84% return.


XDRE.DE

1D
0.00%
1M
3.92%
YTD
13.27%
6M
14.77%
1Y
17.57%
3Y*
5Y*
10Y*

ZPA5.DE

1D
0.00%
1M
1.23%
YTD
8.84%
6M
9.20%
1Y
21.36%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDRE.DE vs. ZPA5.DE - Yearly Performance Comparison


Correlation

The correlation between XDRE.DE and ZPA5.DE is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.37

Correlation (All Time)
Calculated using the full available price history since Nov 19, 2024

0.46

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Return for Risk

XDRE.DE vs. ZPA5.DE — Risk / Return Rank

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

XDRE.DE
XDRE.DE Risk / Return Rank: 5151
Overall Rank
XDRE.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
XDRE.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
XDRE.DE Omega Ratio Rank: 4545
Omega Ratio Rank
XDRE.DE Calmar Ratio Rank: 5959
Calmar Ratio Rank
XDRE.DE Martin Ratio Rank: 5656
Martin Ratio Rank

ZPA5.DE
ZPA5.DE Risk / Return Rank: 3030
Overall Rank
ZPA5.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
ZPA5.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
ZPA5.DE Omega Ratio Rank: 5555
Omega Ratio Rank
ZPA5.DE Calmar Ratio Rank: 2323
Calmar Ratio Rank
ZPA5.DE Martin Ratio Rank: 1818
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.

XDRE.DE vs. ZPA5.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Developed Green Real Estate ESG UCITS ETF 1C (XDRE.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.


XDRE.DEZPA5.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.65

Sortino ratioReturn per unit of downside risk

+0.71

Omega ratioGain probability vs. loss probability

1.27

1.30

-0.03

Calmar ratioReturn relative to maximum drawdown

2.60

1.05

+1.55

Martin ratioReturn relative to average drawdown

8.91

1.90

+7.01

XDRE.DE vs. ZPA5.DE - Sharpe Ratio Comparison

The current XDRE.DE Sharpe Ratio is 1.53, which is higher than the ZPA5.DE Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of XDRE.DE and ZPA5.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

XDRE.DE vs. ZPA5.DE - Drawdown Comparison

The maximum XDRE.DE drawdown since its inception was -20.91%, smaller than the maximum ZPA5.DE drawdown of -23.13%. Use the drawdown chart below to compare losses from any high point for XDRE.DE and ZPA5.DE.


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Drawdown Indicators


XDRE.DEZPA5.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.91%

-23.13%

+2.22%

Max Drawdown (1Y)

Largest decline over 1 year

-6.79%

-20.40%

+13.61%

Current Drawdown

Current decline from peak

0.00%

-5.88%

+5.88%

Average Drawdown

Average peak-to-trough decline

-7.93%

-6.38%

-1.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

11.22%

-9.23%

Volatility

XDRE.DE vs. ZPA5.DE - Volatility Comparison

Xtrackers Developed Green Real Estate ESG UCITS ETF 1C (XDRE.DE) has a higher volatility of 3.67% compared to Amundi S&P 500 Climate Paris Aligned UCITS ETF Acc (ZPA5.DE) at 3.33%. This indicates that XDRE.DE's price experiences larger fluctuations and is considered to be riskier 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


XDRE.DEZPA5.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.67%

3.33%

+0.34%

Volatility (6M)

Calculated over the trailing 6-month period

8.99%

8.35%

+0.64%

Volatility (1Y)

Calculated over the trailing 1-year period

11.63%

24.49%

-12.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.06%

19.89%

-5.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.06%

19.89%

-5.83%

XDRE.DE vs. ZPA5.DE - Expense Ratio Comparison

XDRE.DE has a 0.18% 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

XDRE.DE vs. ZPA5.DE - Dividend Comparison

Neither XDRE.DE nor ZPA5.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XDRE.DE and ZPA5.DE have a correlation of 0.37, 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 0.18% for XDRE.DE.

XDRE.DE is categorized as REIT, while ZPA5.DE is ESG. XDRE.DE tracks Dow Jones Developed Green Real Estate Index, 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: 0.18% for XDRE.DE and 0.07% for ZPA5.DE.

Portfolio Optimizer

Find the right allocation for XDRE.DE and ZPA5.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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