XESC.DE vs. ZPRV.DE
XESC.DE (Xtrackers EURO STOXX 50 UCITS ETF 1C) and ZPRV.DE (SPDR MSCI USA Small Cap Value Weighted UCITS ETF) are both exchange-traded funds - XESC.DE is a Europe Equities fund tracking the MSCI EMU NR EUR, while ZPRV.DE is a Small Cap Value Equities fund tracking the MSCI USA Small Cap Value Weighted Index. Both are passively managed. Over the past 10 years, XESC.DE returned 10.49%/yr vs 12.19%/yr for ZPRV.DE. A 0.65 correlation means they provide meaningful diversification when combined. XESC.DE charges 0.09%/yr vs 0.30%/yr for ZPRV.DE.
Performance
XESC.DE vs. ZPRV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XESC.DE achieves a 7.20% return, which is significantly lower than ZPRV.DE's 18.05% return. Over the past 10 years, XESC.DE has underperformed ZPRV.DE with an annualized return of 10.49%, while ZPRV.DE has yielded a comparatively higher 12.19% annualized return.
XESC.DE
- 1D
- 0.76%
- 1M
- 3.14%
- YTD
- 7.20%
- 6M
- 8.64%
- 1Y
- 18.16%
- 3Y*
- 15.59%
- 5Y*
- 11.50%
- 10Y*
- 10.49%
ZPRV.DE
- 1D
- 2.02%
- 1M
- 7.15%
- YTD
- 18.05%
- 6M
- 16.39%
- 1Y
- 38.06%
- 3Y*
- 15.98%
- 5Y*
- 11.01%
- 10Y*
- 12.19%
XESC.DE vs. ZPRV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XESC.DE Xtrackers EURO STOXX 50 UCITS ETF 1C | 7.20% | 22.24% | 11.06% | 22.50% | -8.87% | 23.54% | -2.88% | 30.09% | -12.09% | 10.25% |
ZPRV.DE SPDR MSCI USA Small Cap Value Weighted UCITS ETF | 18.05% | 2.99% | 14.07% | 19.11% | -5.40% | 48.22% | -1.86% | 27.40% | -11.77% | -3.75% |
Correlation
The correlation between XESC.DE and ZPRV.DE is 0.54, 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 | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Feb 18, 2015 | 0.65 |
The correlation between XESC.DE and ZPRV.DE shifts across timeframes, from 0.54 (1 year) to 0.65 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XESC.DE vs. ZPRV.DE — Risk / Return Rank
XESC.DE
ZPRV.DE
XESC.DE vs. ZPRV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE) and SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.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.
| XESC.DE | ZPRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.42 | ||
| Sortino ratioReturn per unit of downside risk | -1.73 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.42 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.45 | 6.40 | -4.95 |
| Martin ratioReturn relative to average drawdown | 4.94 | 20.02 | -15.09 |
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Drawdowns
XESC.DE vs. ZPRV.DE - Drawdown Comparison
The maximum XESC.DE drawdown since its inception was -45.93%, roughly equal to the maximum ZPRV.DE drawdown of -46.04%. Use the drawdown chart below to compare losses from any high point for XESC.DE and ZPRV.DE.
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Drawdown Indicators
| XESC.DE | ZPRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.93% | -46.04% | +0.11% |
Max Drawdown (1Y)Largest decline over 1 year | -10.88% | -5.87% | -5.01% |
Max Drawdown (3Y)Largest decline over 3 years | -16.53% | -31.14% | +14.61% |
Max Drawdown (5Y)Largest decline over 5 years | -23.33% | -31.14% | +7.81% |
Max Drawdown (10Y)Largest decline over 10 years | -38.51% | -46.04% | +7.53% |
Current DrawdownCurrent decline from peak | -0.53% | 0.00% | -0.53% |
Average DrawdownAverage peak-to-trough decline | -8.57% | -9.12% | +0.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.19% | 1.88% | +1.31% |
Volatility
XESC.DE vs. ZPRV.DE - Volatility Comparison
Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE) has a higher volatility of 4.90% compared to SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE) at 3.33%. This indicates that XESC.DE's price experiences larger fluctuations and is considered to be riskier than ZPRV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XESC.DE | ZPRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.90% | 3.33% | +1.57% |
Volatility (6M)Calculated over the trailing 6-month period | 13.02% | 9.65% | +3.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.01% | 15.82% | +0.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.54% | 20.38% | -2.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.27% | 22.87% | -4.60% |
XESC.DE vs. ZPRV.DE - Expense Ratio Comparison
XESC.DE has a 0.09% expense ratio, which is lower than ZPRV.DE's 0.30% expense ratio.
Dividends
XESC.DE vs. ZPRV.DE - Dividend Comparison
Neither XESC.DE nor ZPRV.DE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XESC.DE Xtrackers EURO STOXX 50 UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 3.19% |
ZPRV.DE SPDR MSCI USA Small Cap Value Weighted UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XESC.DE and ZPRV.DE have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XESC.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XESC.DE is cheaper with a 0.09% expense ratio, compared with 0.30% for ZPRV.DE.
XESC.DE is categorized as Europe Equities, while ZPRV.DE is Small Cap Value Equities. XESC.DE tracks MSCI EMU NR EUR, while ZPRV.DE tracks MSCI USA Small Cap Value Weighted Index. They also come from different issuers: Xtrackers and State Street. Their fees differ too: 0.09% for XESC.DE and 0.30% for ZPRV.DE.
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