XSXG.L vs. ZPA5.DE
Compare and contrast key facts about Xtrackers S&P 500 Swap UCITS ETF 1D (XSXG.L) and Amundi S&P 500 Climate Net Zero Ambition PAB UCITS ETF Acc (ZPA5.DE).
XSXG.L and ZPA5.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XSXG.L is a passively managed fund by Xtrackers that tracks the performance of the Russell 1000 TR USD. It was launched on Jun 8, 2022. ZPA5.DE is a passively managed fund by Amundi that tracks the performance of the S&P 500 Net Zero 2050 Paris-Aligned ESG+. It was launched on Nov 22, 2023. Both XSXG.L and ZPA5.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: XSXG.L or ZPA5.DE.
Key characteristics
| XSXG.L | ZPA5.DE | |
|---|---|---|
| YTD Return | 13.19% | 19.62% |
| 1Y Return | 18.17% | 25.40% |
| Sharpe Ratio | 1.60 | 2.14 |
| Daily Std Dev | 11.41% | 12.20% |
| Max Drawdown | -12.07% | -20.50% |
| Current Drawdown | -2.68% | -1.98% |
Correlation
The correlation between XSXG.L and ZPA5.DE is 0.90, 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
XSXG.L vs. ZPA5.DE - Performance Comparison
In the year-to-date period, XSXG.L achieves a 13.19% return, which is significantly lower than ZPA5.DE's 19.62% 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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XSXG.L vs. ZPA5.DE - Expense Ratio Comparison
Both XSXG.L and ZPA5.DE have an expense ratio of 0.07%, 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
XSXG.L vs. ZPA5.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Swap UCITS ETF 1D (XSXG.L) and Amundi S&P 500 Climate Net Zero Ambition PAB UCITS ETF Acc (ZPA5.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
XSXG.L vs. ZPA5.DE - Dividend Comparison
Neither XSXG.L nor ZPA5.DE has paid dividends to shareholders.
Drawdowns
XSXG.L vs. ZPA5.DE - Drawdown Comparison
The maximum XSXG.L drawdown since its inception was -12.07%, smaller than the maximum ZPA5.DE drawdown of -20.50%. Use the drawdown chart below to compare losses from any high point for XSXG.L and ZPA5.DE. For additional features, visit the drawdowns tool.
Volatility
XSXG.L vs. ZPA5.DE - Volatility Comparison
Xtrackers S&P 500 Swap UCITS ETF 1D (XSXG.L) has a higher volatility of 3.92% compared to Amundi S&P 500 Climate Net Zero Ambition PAB UCITS ETF Acc (ZPA5.DE) at 3.67%. This indicates that XSXG.L's price experiences larger fluctuations and is considered to be riskier than ZPA5.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.