XZEC.DE vs. ^SP500TR

Last updated Apr 3, 2026

Compare and contrast key facts about Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF (XZEC.DE) and S&P 500 Total Return (^SP500TR).

XZEC.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI Europe Consumer Discretionary ESG Screened 20-35 Select. It was launched on Jun 29, 2021.

Performance

XZEC.DE vs. ^SP500TR - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF (XZEC.DE) and S&P 500 Total Return (^SP500TR). The values are adjusted to include any dividend payments, if applicable.

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	-1.24%	1.95%	3.52%	16.28%	-16.49%	0.39%
^SP500TR S&P 500 Total Return	-1.78%	3.89%	33.27%	22.50%	-13.04%	14.17%

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 -1.24% return, which is significantly higher than ^SP500TR's -2.16% return.

XZEC.DE

• 1D: -0.11%
• 1M: -3.31%
• YTD: -1.24%
• 6M: 2.08%
• 1Y: 5.27%
• 3Y*: 0.69%
• 5Y*: —
• 10Y*: —

^SP500TR

• 1D: 0.00%
• 1M: -3.06%
• YTD: -2.16%
• 6M: -0.20%
• 1Y: 9.91%
• 3Y*: 16.13%
• 5Y*: 12.36%
• 10Y*: 14.03%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

XZEC.DE vs. ^SP500TR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XZEC.DE

XZEC.DE Risk / Return Rank: 21
XZEC.DE Sharpe Ratio Rank: 19
XZEC.DE Sortino Ratio Rank: 19
XZEC.DE Omega Ratio Rank: 18
XZEC.DE Calmar Ratio Rank: 27
XZEC.DE Martin Ratio Rank: 22

^SP500TR

^SP500TR Risk / Return Rank: 68
^SP500TR Sharpe Ratio Rank: 64
^SP500TR Sortino Ratio Rank: 68
^SP500TR Omega Ratio Rank: 71
^SP500TR Calmar Ratio Rank: 60
^SP500TR Martin Ratio Rank: 79

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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 ratio Return per unit of total volatility	0.31	0.48	-0.17
Sortino ratio Return per unit of downside risk	0.54	0.80	-0.25
Omega ratio Gain probability vs. loss probability	1.07	1.13	-0.06
Calmar ratio Return relative to maximum drawdown	0.85	0.72	+0.14
Martin ratio Return relative to average drawdown	2.05	3.01	-0.97
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XZEC.DE vs. ^SP500TR - Sharpe Ratio Comparison

The current XZEC.DE Sharpe Ratio is 0.31, which is lower than the ^SP500TR Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of XZEC.DE and ^SP500TR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	XZEC.DE	^SP500TR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.31	0.48	-0.17
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.74	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.75	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.02	0.56	-0.54

Correlation

The correlation between XZEC.DE and ^SP500TR is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

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 -51.18%. Use the drawdown chart below to compare losses from any high point for XZEC.DE and ^SP500TR.

Drawdown Indicators

	XZEC.DE	^SP500TR	Difference
Max Drawdown Largest peak-to-trough decline	-30.22%	-55.25%	+25.03%
Max Drawdown (1Y) Largest decline over 1 year	-11.27%	-8.89%	-2.38%
Max Drawdown (5Y) Largest decline over 5 years	—	-24.49%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.79%	—
Current Drawdown Current decline from peak	-8.98%	-5.44%	-3.54%
Average Drawdown Average peak-to-trough decline	-10.35%	-8.20%	-2.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.69%	2.57%	+2.12%

Volatility

XZEC.DE vs. ^SP500TR - Volatility Comparison

Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF (XZEC.DE) has a higher volatility of 5.01% compared to S&P 500 Total Return (^SP500TR) at 4.37%. 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.

Volatility by Period

	XZEC.DE	^SP500TR	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.01%	4.37%	+0.64%
Volatility (6M) Calculated over the trailing 6-month period	9.17%	9.92%	-0.75%
Volatility (1Y) Calculated over the trailing 1-year period	16.76%	20.67%	-3.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.04%	16.80%	+3.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.04%	18.63%	+1.41%