XECT.DE vs. ZPRL.DE
XECT.DE (Xtrackers MSCI Europe Climate Transition UCITS ETF 1C) and ZPRL.DE (SPDR EURO STOXX Low Volatility UCITS ETF) are both Europe Equities funds - XECT.DE tracks the MSCI Europe NR EUR while ZPRL.DE tracks the EURO STOXX® Low Risk Weighted 100. Both are passively managed. Over the past 3 years, XECT.DE returned 11.71%/yr vs 11.05%/yr for ZPRL.DE. Their correlation of 0.81 suggests significant overlap in exposure. XECT.DE charges 0.12%/yr vs 0.30%/yr for ZPRL.DE.
Performance
XECT.DE vs. ZPRL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XECT.DE achieves a 6.46% return, which is significantly higher than ZPRL.DE's 4.96% return.
XECT.DE
- 1D
- -0.56%
- 1M
- 4.21%
- YTD
- 6.46%
- 6M
- 9.40%
- 1Y
- 14.72%
- 3Y*
- 11.71%
- 5Y*
- —
- 10Y*
- —
ZPRL.DE
- 1D
- -0.58%
- 1M
- 0.27%
- YTD
- 4.96%
- 6M
- 6.55%
- 1Y
- 5.62%
- 3Y*
- 11.05%
- 5Y*
- 7.00%
- 10Y*
- 6.54%
XECT.DE vs. ZPRL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XECT.DE Xtrackers MSCI Europe Climate Transition UCITS ETF 1C | 6.46% | 16.87% | 7.18% | 7.63% |
ZPRL.DE SPDR EURO STOXX Low Volatility UCITS ETF | 4.96% | 18.48% | 7.41% | 4.37% |
Correlation
The correlation between XECT.DE and ZPRL.DE is 0.74, 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 | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 2023 | 0.81 |
The correlation between XECT.DE and ZPRL.DE has been stable across timeframes, ranging from 0.74 to 0.81 - a consistent structural relationship.
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Return for Risk
XECT.DE vs. ZPRL.DE — Risk / Return Rank
XECT.DE
ZPRL.DE
XECT.DE vs. ZPRL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Climate Transition UCITS ETF 1C (XECT.DE) and SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.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.
| XECT.DE | ZPRL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.48 | ||
| Sortino ratioReturn per unit of downside risk | +0.69 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.11 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.31 | 0.70 | +0.61 |
| Martin ratioReturn relative to average drawdown | 4.80 | 1.98 | +2.82 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XECT.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 0.61 | +0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.58 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.48 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 0.53 | +0.37 |
Drawdowns
XECT.DE vs. ZPRL.DE - Drawdown Comparison
The maximum XECT.DE drawdown since its inception was -16.63%, smaller than the maximum ZPRL.DE drawdown of -35.35%. Use the drawdown chart below to compare losses from any high point for XECT.DE and ZPRL.DE.
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Drawdown Indicators
| XECT.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.63% | -35.35% | +18.72% |
Max Drawdown (1Y)Largest decline over 1 year | -11.20% | -7.97% | -3.23% |
Max Drawdown (3Y)Largest decline over 3 years | -16.63% | -9.37% | -7.26% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.37% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.35% | — |
Current DrawdownCurrent decline from peak | -2.31% | -3.90% | +1.59% |
Average DrawdownAverage peak-to-trough decline | -2.28% | -5.39% | +3.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.06% | 2.83% | +0.23% |
Volatility
XECT.DE vs. ZPRL.DE - Volatility Comparison
Xtrackers MSCI Europe Climate Transition UCITS ETF 1C (XECT.DE) has a higher volatility of 5.02% compared to SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.DE) at 3.30%. This indicates that XECT.DE's price experiences larger fluctuations and is considered to be riskier than ZPRL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XECT.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.02% | 3.30% | +1.72% |
Volatility (6M)Calculated over the trailing 6-month period | 11.30% | 7.65% | +3.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.52% | 9.23% | +4.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.06% | 11.89% | +1.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.06% | 13.60% | -0.54% |
XECT.DE vs. ZPRL.DE - Expense Ratio Comparison
XECT.DE has a 0.12% expense ratio, which is lower than ZPRL.DE's 0.30% expense ratio.
Dividends
XECT.DE vs. ZPRL.DE - Dividend Comparison
Neither XECT.DE nor ZPRL.DE has paid dividends to shareholders.
Frequently Asked Questions
XECT.DE and ZPRL.DE have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XECT.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XECT.DE is cheaper with a 0.12% expense ratio, compared with 0.30% for ZPRL.DE.
XECT.DE tracks MSCI Europe NR EUR, while ZPRL.DE tracks EURO STOXX® Low Risk Weighted 100. They also come from different issuers: DWS and State Street. Their fees differ too: 0.12% for XECT.DE and 0.30% for ZPRL.DE.
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