XSXE.DE vs. ZPRL.DE
XSXE.DE (Xtrackers Stoxx Europe 600 UCITS ETF EUR Hedged (Acc)) and ZPRL.DE (SPDR EURO STOXX Low Volatility UCITS ETF) are both Europe Equities funds - XSXE.DE tracks the STOXX Europe 600 Index (EUR Hedged) while ZPRL.DE tracks the EURO STOXX® Low Risk Weighted 100. Both are passively managed. Over the past 5 years, XSXE.DE returned 9.89%/yr vs 7.53%/yr for ZPRL.DE. Their correlation of 0.84 suggests significant overlap in exposure. XSXE.DE charges 0.25%/yr vs 0.30%/yr for ZPRL.DE.
Performance
XSXE.DE vs. ZPRL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XSXE.DE achieves a 11.68% return, which is significantly higher than ZPRL.DE's 10.06% return.
XSXE.DE
- 1D
- 0.64%
- 1M
- 5.20%
- 6M
- 10.95%
- YTD
- 11.68%
- 1Y
- 22.30%
- 3Y*
- 14.79%
- 5Y*
- 9.89%
- 10Y*
- —
ZPRL.DE
- 1D
- 1.07%
- 1M
- 4.60%
- 6M
- 9.72%
- YTD
- 10.06%
- 1Y
- 12.03%
- 3Y*
- 12.63%
- 5Y*
- 7.53%
- 10Y*
- 7.46%
XSXE.DE vs. ZPRL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XSXE.DE Xtrackers Stoxx Europe 600 UCITS ETF EUR Hedged (Acc) | 11.68% | 21.25% | 7.59% | 14.31% | -9.71% | 21.70% | -0.75% | 25.76% | -10.80% |
ZPRL.DE SPDR EURO STOXX Low Volatility UCITS ETF | 10.06% | 18.39% | 7.42% | 12.34% | -14.65% | 17.34% | -5.26% | 22.07% | -9.56% |
Correlation
The correlation between XSXE.DE and ZPRL.DE is 0.58, 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 | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Jun 21, 2018 | 0.84 |
Over the past year, the correlation between XSXE.DE and ZPRL.DE has dropped to 0.58 - well below their long-term average of 0.84, suggesting their price drivers have been diverging.
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Return for Risk
XSXE.DE vs. ZPRL.DE — Risk / Return Rank
XSXE.DE
ZPRL.DE
XSXE.DE vs. ZPRL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Stoxx Europe 600 UCITS ETF EUR Hedged (Acc) (XSXE.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.
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.
| XSXE.DE | ZPRL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.54 | ||
| Sortino ratioReturn per unit of downside risk | +0.82 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.23 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.32 | 1.55 | +0.77 |
| Martin ratioReturn relative to average drawdown | 8.95 | 4.50 | +4.45 |
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Drawdowns
XSXE.DE vs. ZPRL.DE - Drawdown Comparison
The maximum XSXE.DE drawdown since its inception was -33.65%, roughly equal to the maximum ZPRL.DE drawdown of -35.34%. Use the drawdown chart below to compare losses from any high point for XSXE.DE and ZPRL.DE.
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Drawdown Indicators
| XSXE.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.65% | -35.34% | +1.69% |
Max Drawdown (1Y)Largest decline over 1 year | -9.56% | -7.74% | -1.82% |
Max Drawdown (3Y)Largest decline over 3 years | -14.83% | -9.36% | -5.47% |
Max Drawdown (5Y)Largest decline over 5 years | -20.30% | -23.37% | +3.07% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.34% | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -4.64% | -5.33% | +0.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.48% | 2.67% | -0.19% |
Volatility
XSXE.DE vs. ZPRL.DE - Volatility Comparison
Xtrackers Stoxx Europe 600 UCITS ETF EUR Hedged (Acc) (XSXE.DE) has a higher volatility of 3.09% compared to SPDR EURO STOXX Low Volatility UCITS ETF (ZPRL.DE) at 2.47%. This indicates that XSXE.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
| XSXE.DE | ZPRL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.09% | 2.47% | +0.62% |
Volatility (6M)Calculated over the trailing 6-month period | 10.58% | 8.46% | +2.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.59% | 9.80% | +2.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.08% | 11.98% | +2.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.83% | 13.39% | +2.44% |
XSXE.DE vs. ZPRL.DE - Expense Ratio Comparison
XSXE.DE has a 0.25% expense ratio, which is lower than ZPRL.DE's 0.30% expense ratio.
Dividends
XSXE.DE vs. ZPRL.DE - Dividend Comparison
Neither XSXE.DE nor ZPRL.DE has paid dividends to shareholders.
Frequently Asked Questions
XSXE.DE and ZPRL.DE have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XSXE.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XSXE.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for ZPRL.DE.
XSXE.DE tracks STOXX Europe 600 Index (EUR Hedged), while ZPRL.DE tracks EURO STOXX® Low Risk Weighted 100. They also come from different issuers: Xtrackers and State Street. Their fees differ too: 0.25% for XSXE.DE and 0.30% for ZPRL.DE.
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