XS5E.DE vs. ZA30.DE
XS5E.DE (Xtrackers S&P 500 Swap UCITS ETF EUR Hedged (Acc)) and ZA30.DE (iShares S&P 500 ESG UCITS ETF USD Acc) are both S&P 500 funds - XS5E.DE tracks the S&P 500 Index (EUR Hedged) while ZA30.DE tracks the S&P 500 ESG. Both are passively managed. Over the past 3 years, XS5E.DE returned 17.00%/yr vs 18.82%/yr for ZA30.DE. Their correlation of 0.80 suggests significant overlap in exposure. XS5E.DE charges 0.20%/yr vs 0.07%/yr for ZA30.DE.
Performance
XS5E.DE vs. ZA30.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XS5E.DE achieves a 7.25% return, which is significantly lower than ZA30.DE's 12.71% return.
XS5E.DE
- 1D
- -1.26%
- 1M
- -0.73%
- 6M
- 6.63%
- YTD
- 7.25%
- 1Y
- 17.01%
- 3Y*
- 17.00%
- 5Y*
- —
- 10Y*
- —
ZA30.DE
- 1D
- 0.00%
- 1M
- 1.13%
- 6M
- 10.50%
- YTD
- 12.71%
- 1Y
- 25.26%
- 3Y*
- 18.82%
- 5Y*
- —
- 10Y*
- —
XS5E.DE vs. ZA30.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XS5E.DE Xtrackers S&P 500 Swap UCITS ETF EUR Hedged (Acc) | 7.25% | 15.25% | 23.26% | 23.58% | -3.49% |
ZA30.DE iShares S&P 500 ESG UCITS ETF USD Acc | 12.71% | 5.34% | 31.19% | 24.10% | -6.60% |
Correlation
The correlation between XS5E.DE and ZA30.DE is 0.79, 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 | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Sep 16, 2022 | 0.80 |
The correlation between XS5E.DE and ZA30.DE has been stable across timeframes, ranging from 0.79 to 0.80 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XS5E.DE vs. ZA30.DE — Risk / Return Rank
XS5E.DE
ZA30.DE
XS5E.DE vs. ZA30.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Swap UCITS ETF EUR Hedged (Acc) (XS5E.DE) and iShares S&P 500 ESG UCITS ETF USD Acc (ZA30.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.
| XS5E.DE | ZA30.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.80 | ||
| Sortino ratioReturn per unit of downside risk | -0.94 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.41 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.96 | 3.67 | -1.71 |
| Martin ratioReturn relative to average drawdown | 7.77 | 13.96 | -6.20 |
Loading charts...
Drawdowns
XS5E.DE vs. ZA30.DE - Drawdown Comparison
The maximum XS5E.DE drawdown since its inception was -26.08%, which is greater than ZA30.DE's maximum drawdown of -23.45%. Use the drawdown chart below to compare losses from any high point for XS5E.DE and ZA30.DE.
Loading charts...
Drawdown Indicators
| XS5E.DE | ZA30.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.08% | -23.45% | -2.63% |
Max Drawdown (1Y)Largest decline over 1 year | -8.63% | -6.91% | -1.72% |
Max Drawdown (3Y)Largest decline over 3 years | -18.49% | -23.45% | +4.96% |
Current DrawdownCurrent decline from peak | -2.06% | -0.45% | -1.61% |
Average DrawdownAverage peak-to-trough decline | -7.06% | -3.14% | -3.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.18% | 1.81% | +0.37% |
Volatility
XS5E.DE vs. ZA30.DE - Volatility Comparison
Xtrackers S&P 500 Swap UCITS ETF EUR Hedged (Acc) (XS5E.DE) has a higher volatility of 2.94% compared to iShares S&P 500 ESG UCITS ETF USD Acc (ZA30.DE) at 2.33%. This indicates that XS5E.DE's price experiences larger fluctuations and is considered to be riskier than ZA30.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XS5E.DE | ZA30.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.94% | 2.33% | +0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 9.22% | 7.98% | +1.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.14% | 11.72% | +0.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.20% | 14.31% | +1.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.20% | 14.31% | +1.89% |
XS5E.DE vs. ZA30.DE - Expense Ratio Comparison
XS5E.DE has a 0.20% expense ratio, which is higher than ZA30.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
XS5E.DE vs. ZA30.DE - Dividend Comparison
Neither XS5E.DE nor ZA30.DE has paid dividends to shareholders.
Frequently Asked Questions
XS5E.DE and ZA30.DE have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ZA30.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZA30.DE is cheaper with a 0.07% expense ratio, compared with 0.20% for XS5E.DE.
XS5E.DE tracks S&P 500 Index (EUR Hedged), while ZA30.DE tracks S&P 500 ESG. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.20% for XS5E.DE and 0.07% for ZA30.DE.
Find the right allocation for XS5E.DE and ZA30.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer