XZEC.DE vs. ^SP500TR
XZEC.DE (Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF) is Consumer Staples Equities fund tracking the MSCI Europe Consumer Discretionary ESG Screened 20-35 Select, while ^SP500TR (S&P 500 Total Return) is an index. Over the past 3 years, XZEC.DE returned 2.19%/yr vs 19.46%/yr for ^SP500TR. At a 0.34 correlation, their price movements are largely independent.
Performance
XZEC.DE vs. ^SP500TR - Performance Comparison
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Different Trading Currencies
XZEC.DE is traded in EUR, while ^SP500TR is traded in USD. To make them comparable, the ^SP500TR values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, XZEC.DE achieves a 3.52% return, which is significantly lower than ^SP500TR's 12.63% return.
XZEC.DE
- 1D
- 1.36%
- 1M
- 3.79%
- YTD
- 3.52%
- 6M
- 4.05%
- 1Y
- 11.05%
- 3Y*
- 2.19%
- 5Y*
- —
- 10Y*
- —
^SP500TR
- 1D
- 0.28%
- 1M
- 5.31%
- YTD
- 12.63%
- 6M
- 11.57%
- 1Y
- 26.42%
- 3Y*
- 19.46%
- 5Y*
- 15.08%
- 10Y*
- 15.33%
XZEC.DE vs. ^SP500TR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XZEC.DE Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF | 3.52% | 1.95% | 3.52% | 16.28% | -16.49% | 0.39% |
^SP500TR S&P 500 Total Return | 12.63% | 3.89% | 33.27% | 22.50% | -13.04% | 14.17% |
Correlation
The correlation between XZEC.DE and ^SP500TR is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2021 | 0.34 |
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Return for Risk
XZEC.DE vs. ^SP500TR — Risk / Return Rank
XZEC.DE
^SP500TR
XZEC.DE vs. ^SP500TR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF (XZEC.DE) and S&P 500 Total Return (^SP500TR). 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.
| XZEC.DE | ^SP500TR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.43 | ||
| Sortino ratioReturn per unit of downside risk | -1.64 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.40 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 0.98 | 3.63 | -2.65 |
| Martin ratioReturn relative to average drawdown | 2.63 | 13.71 | -11.08 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XZEC.DE | ^SP500TR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.73 | 2.16 | -1.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.90 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.83 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.06 | 0.62 | -0.55 |
Drawdowns
XZEC.DE vs. ^SP500TR - Drawdown Comparison
The maximum XZEC.DE drawdown since its inception was -30.22%, smaller than the maximum ^SP500TR drawdown of -49.91%. Use the drawdown chart below to compare losses from any high point for XZEC.DE and ^SP500TR.
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Drawdown Indicators
| XZEC.DE | ^SP500TR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.22% | -49.91% | +19.69% |
Max Drawdown (1Y)Largest decline over 1 year | -11.27% | -7.32% | -3.95% |
Max Drawdown (3Y)Largest decline over 3 years | -23.79% | -23.82% | +0.03% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.82% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.29% | — |
Current DrawdownCurrent decline from peak | -4.58% | -0.18% | -4.40% |
Average DrawdownAverage peak-to-trough decline | -10.22% | -7.83% | -2.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.19% | 1.93% | +2.26% |
Volatility
XZEC.DE vs. ^SP500TR - Volatility Comparison
Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF (XZEC.DE) has a higher volatility of 4.04% compared to S&P 500 Total Return (^SP500TR) at 2.23%. This indicates that XZEC.DE's price experiences larger fluctuations and is considered to be riskier than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XZEC.DE | ^SP500TR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.04% | 2.23% | +1.81% |
Volatility (6M)Calculated over the trailing 6-month period | 11.07% | 8.61% | +2.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.07% | 12.28% | +2.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.02% | 16.79% | +3.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.02% | 18.59% | +1.43% |
Frequently Asked Questions
XZEC.DE and ^SP500TR have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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