XZSP.DE vs. IU5C.DE
XZSP.DE (Xtrackers S&P 500 ESG UCITS ETF 1C) and IU5C.DE (iShares S&P 500 Communication Sector UCITS ETF USD (Acc)) are both exchange-traded funds - XZSP.DE is a S&P 500 fund tracking the S&P 500 ESG, while IU5C.DE is a Communications Equities fund tracking the S&P 500 Capped 35/20 Communication Services. Both are passively managed. Over the past 3 years, XZSP.DE returned 18.55%/yr vs 23.65%/yr for IU5C.DE. A 0.71 correlation means they provide meaningful diversification when combined. XZSP.DE charges 0.08%/yr vs 0.15%/yr for IU5C.DE.
Performance
XZSP.DE vs. IU5C.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XZSP.DE achieves a 11.17% return, which is significantly higher than IU5C.DE's 3.08% return.
XZSP.DE
- 1D
- 0.61%
- 1M
- 5.47%
- YTD
- 11.17%
- 6M
- 11.67%
- 1Y
- 28.67%
- 3Y*
- 18.55%
- 5Y*
- —
- 10Y*
- —
IU5C.DE
- 1D
- 1.39%
- 1M
- -2.12%
- YTD
- 3.08%
- 6M
- 1.78%
- 1Y
- 18.77%
- 3Y*
- 23.65%
- 5Y*
- 12.43%
- 10Y*
- —
XZSP.DE vs. IU5C.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% |
IU5C.DE iShares S&P 500 Communication Sector UCITS ETF USD (Acc) | 3.08% | 12.25% | 46.75% | 50.73% | -4.34% |
Correlation
The correlation between XZSP.DE and IU5C.DE is 0.57, 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 | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Dec 13, 2022 | 0.71 |
The correlation between XZSP.DE and IU5C.DE shifts across timeframes, from 0.57 (1 year) to 0.71 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XZSP.DE vs. IU5C.DE — Risk / Return Rank
XZSP.DE
IU5C.DE
XZSP.DE vs. IU5C.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 iShares S&P 500 Communication Sector UCITS ETF USD (Acc) (IU5C.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 | IU5C.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.12 | ||
| Sortino ratioReturn per unit of downside risk | +1.34 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.23 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 4.07 | 2.32 | +1.75 |
| Martin ratioReturn relative to average drawdown | 15.72 | 7.89 | +7.83 |
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 | IU5C.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.47 | 1.35 | +1.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.64 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.31 | 0.73 | +0.58 |
Drawdowns
XZSP.DE vs. IU5C.DE - Drawdown Comparison
The maximum XZSP.DE drawdown since its inception was -23.40%, smaller than the maximum IU5C.DE drawdown of -39.23%. Use the drawdown chart below to compare losses from any high point for XZSP.DE and IU5C.DE.
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Drawdown Indicators
| XZSP.DE | IU5C.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.40% | -39.23% | +15.83% |
Max Drawdown (1Y)Largest decline over 1 year | -7.02% | -8.06% | +1.04% |
Max Drawdown (3Y)Largest decline over 3 years | -23.40% | -23.61% | +0.21% |
Max Drawdown (5Y)Largest decline over 5 years | — | -39.23% | — |
Current DrawdownCurrent decline from peak | 0.00% | -4.21% | +4.21% |
Average DrawdownAverage peak-to-trough decline | -3.09% | -8.63% | +5.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | 2.37% | -0.55% |
Volatility
XZSP.DE vs. IU5C.DE - Volatility Comparison
The current volatility for Xtrackers S&P 500 ESG UCITS ETF 1C (XZSP.DE) is 2.79%, while iShares S&P 500 Communication Sector UCITS ETF USD (Acc) (IU5C.DE) has a volatility of 4.12%. This indicates that XZSP.DE experiences smaller price fluctuations and is considered to be less risky than IU5C.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 | IU5C.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.79% | 4.12% | -1.33% |
Volatility (6M)Calculated over the trailing 6-month period | 7.55% | 9.51% | -1.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.55% | 13.87% | -2.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.26% | 19.30% | -5.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.26% | 19.91% | -5.65% |
XZSP.DE vs. IU5C.DE - Expense Ratio Comparison
XZSP.DE has a 0.08% expense ratio, which is lower than IU5C.DE's 0.15% expense ratio. Despite the difference, 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. IU5C.DE - Dividend Comparison
Neither XZSP.DE nor IU5C.DE has paid dividends to shareholders.
Frequently Asked Questions
XZSP.DE and IU5C.DE have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XZSP.DE is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XZSP.DE is cheaper with a 0.08% expense ratio, compared with 0.15% for IU5C.DE.
XZSP.DE is categorized as S&P 500, while IU5C.DE is Communications Equities. XZSP.DE tracks S&P 500 ESG, while IU5C.DE tracks S&P 500 Capped 35/20 Communication Services. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.08% for XZSP.DE and 0.15% for IU5C.DE.
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