XZSP.DE vs. 6TVM.DE
XZSP.DE (Xtrackers S&P 500 ESG UCITS ETF 1C) and 6TVM.DE (Amundi Core S&P 500 Swap UCITS ETF USD Dist) are both S&P 500 funds - XZSP.DE tracks the S&P 500 ESG while 6TVM.DE tracks the S&P 500 Index. Both are passively managed. Over the past 3 years, XZSP.DE returned 18.55%/yr vs 18.94%/yr for 6TVM.DE. With a 0.97 correlation, they move nearly in lockstep. XZSP.DE charges 0.08%/yr vs 0.05%/yr for 6TVM.DE.
Performance
XZSP.DE vs. 6TVM.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with XZSP.DE having a 11.17% return and 6TVM.DE slightly higher at 11.44%.
XZSP.DE
- 1D
- 0.61%
- 1M
- 5.47%
- YTD
- 11.17%
- 6M
- 11.67%
- 1Y
- 28.67%
- 3Y*
- 18.55%
- 5Y*
- —
- 10Y*
- —
6TVM.DE
- 1D
- -0.15%
- 1M
- 5.24%
- YTD
- 11.44%
- 6M
- 11.33%
- 1Y
- 25.58%
- 3Y*
- 18.94%
- 5Y*
- 14.84%
- 10Y*
- -9.90%
XZSP.DE vs. 6TVM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XZSP.DE Xtrackers S&P 500 ESG UCITS ETF 1C | 11.17% | 5.34% | 31.24% | 23.89% | -4.47% |
6TVM.DE Amundi Core S&P 500 Swap UCITS ETF USD Dist | 11.44% | 4.72% | 32.59% | 22.48% | -4.40% |
Correlation
The correlation between XZSP.DE and 6TVM.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.96 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Dec 13, 2022 | 0.97 |
The correlation between XZSP.DE and 6TVM.DE has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.
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Return for Risk
XZSP.DE vs. 6TVM.DE — Risk / Return Rank
XZSP.DE
6TVM.DE
XZSP.DE vs. 6TVM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 ESG UCITS ETF 1C (XZSP.DE) and Amundi Core S&P 500 Swap UCITS ETF USD Dist (6TVM.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.
| XZSP.DE | 6TVM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.27 | ||
| Sortino ratioReturn per unit of downside risk | +0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.41 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 4.07 | 3.59 | +0.48 |
| Martin ratioReturn relative to average drawdown | 15.72 | 12.74 | +2.98 |
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
| XZSP.DE | 6TVM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.47 | 2.20 | +0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.96 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | -0.30 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.31 | -0.06 | +1.36 |
Drawdowns
XZSP.DE vs. 6TVM.DE - Drawdown Comparison
The maximum XZSP.DE drawdown since its inception was -23.40%, smaller than the maximum 6TVM.DE drawdown of -92.05%. Use the drawdown chart below to compare losses from any high point for XZSP.DE and 6TVM.DE.
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Drawdown Indicators
| XZSP.DE | 6TVM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.40% | -92.05% | +68.65% |
Max Drawdown (1Y)Largest decline over 1 year | -7.02% | -7.10% | +0.08% |
Max Drawdown (3Y)Largest decline over 3 years | -23.40% | -23.38% | -0.02% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.38% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -92.05% | — |
Current DrawdownCurrent decline from peak | 0.00% | -79.81% | +79.81% |
Average DrawdownAverage peak-to-trough decline | -3.09% | -34.18% | +31.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | 2.00% | -0.18% |
Volatility
XZSP.DE vs. 6TVM.DE - Volatility Comparison
Xtrackers S&P 500 ESG UCITS ETF 1C (XZSP.DE) has a higher volatility of 2.79% compared to Amundi Core S&P 500 Swap UCITS ETF USD Dist (6TVM.DE) at 2.61%. This indicates that XZSP.DE's price experiences larger fluctuations and is considered to be riskier than 6TVM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XZSP.DE | 6TVM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.79% | 2.61% | +0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 7.55% | 7.56% | -0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.55% | 11.60% | -0.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.26% | 15.22% | -0.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.26% | 33.08% | -18.82% |
XZSP.DE vs. 6TVM.DE - Expense Ratio Comparison
XZSP.DE has a 0.08% expense ratio, which is higher than 6TVM.DE's 0.05% 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
XZSP.DE vs. 6TVM.DE - Dividend Comparison
XZSP.DE has not paid dividends to shareholders, while 6TVM.DE's dividend yield for the trailing twelve months is around 0.77%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
6TVM.DE Amundi Core S&P 500 Swap UCITS ETF USD Dist | 0.77% | 0.86% | 1.21% | 0.95% | 2.04% | 0.93% | 0.51% |
XZSP.DE Xtrackers S&P 500 ESG UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.96, XZSP.DE and 6TVM.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, 6TVM.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
6TVM.DE is cheaper with a 0.05% expense ratio, compared with 0.08% for XZSP.DE.
XZSP.DE tracks S&P 500 ESG, while 6TVM.DE tracks S&P 500 Index. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.08% for XZSP.DE and 0.05% for 6TVM.DE.
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