XIEE.DE vs. ZPDX.DE
Compare and contrast key facts about Xtrackers MSCI Europe UCITS ETF (XIEE.DE) and SPDR STOXX Europe 600 SRI UCITS ETF (ZPDX.DE).
XIEE.DE and ZPDX.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XIEE.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI Europe. It was launched on Sep 30, 2015. ZPDX.DE is a passively managed fund by State Street that tracks the performance of the STOXX® Europe 600 SRI. It was launched on Sep 30, 2019. Both XIEE.DE and ZPDX.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XIEE.DE or ZPDX.DE.
Key characteristics
| XIEE.DE | ZPDX.DE | |
|---|---|---|
| YTD Return | 6.35% | 12.05% |
| 1Y Return | 14.41% | 21.96% |
| 3Y Return (Ann) | 3.11% | 5.70% |
| 5Y Return (Ann) | 6.26% | 8.23% |
| Sharpe Ratio | 1.21 | 1.83 |
| Sortino Ratio | 1.71 | 2.51 |
| Omega Ratio | 1.21 | 1.33 |
| Calmar Ratio | 1.67 | 2.44 |
| Martin Ratio | 5.69 | 9.56 |
| Ulcer Index | 2.15% | 2.06% |
| Daily Std Dev | 10.13% | 10.74% |
| Max Drawdown | -35.51% | -35.97% |
| Current Drawdown | -3.90% | -3.64% |
Correlation
The correlation between XIEE.DE and ZPDX.DE is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
XIEE.DE vs. ZPDX.DE - Performance Comparison
In the year-to-date period, XIEE.DE achieves a 6.35% return, which is significantly lower than ZPDX.DE's 12.05% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XIEE.DE vs. ZPDX.DE - Expense Ratio Comparison
Both XIEE.DE and ZPDX.DE have an expense ratio of 0.12%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
XIEE.DE vs. ZPDX.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe UCITS ETF (XIEE.DE) and SPDR STOXX Europe 600 SRI UCITS ETF (ZPDX.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.
Dividends
XIEE.DE vs. ZPDX.DE - Dividend Comparison
Neither XIEE.DE nor ZPDX.DE has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
XIEE.DE Xtrackers MSCI Europe UCITS ETF | 0.00% | 0.29% | 5.70% | 1.50% | 3.74% | 0.30% | 3.19% | 0.92% | 0.09% |
ZPDX.DE SPDR STOXX Europe 600 SRI UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
XIEE.DE vs. ZPDX.DE - Drawdown Comparison
The maximum XIEE.DE drawdown since its inception was -35.51%, roughly equal to the maximum ZPDX.DE drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for XIEE.DE and ZPDX.DE. For additional features, visit the drawdowns tool.
Volatility
XIEE.DE vs. ZPDX.DE - Volatility Comparison
Xtrackers MSCI Europe UCITS ETF (XIEE.DE) and SPDR STOXX Europe 600 SRI UCITS ETF (ZPDX.DE) have volatilities of 4.06% and 4.27%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.