XZSP.DE vs. SP2D.DE
XZSP.DE (Xtrackers S&P 500 ESG UCITS ETF 1C) and SP2D.DE (Invesco S&P 500 Equal Weight UCITS ETF Dist) are both S&P 500 funds - XZSP.DE tracks the S&P 500 ESG while SP2D.DE tracks the S&P 500® Equal Weight. Both are passively managed. Over the past 3 years, XZSP.DE returned 18.55%/yr vs 12.11%/yr for SP2D.DE. A 0.76 correlation means they provide meaningful diversification when combined. XZSP.DE charges 0.08%/yr vs 0.20%/yr for SP2D.DE.
Performance
XZSP.DE vs. SP2D.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 SP2D.DE's 10.33% return.
XZSP.DE
- 1D
- 0.61%
- 1M
- 5.47%
- YTD
- 11.17%
- 6M
- 11.67%
- 1Y
- 28.67%
- 3Y*
- 18.55%
- 5Y*
- —
- 10Y*
- —
SP2D.DE
- 1D
- 0.26%
- 1M
- 4.45%
- YTD
- 10.33%
- 6M
- 10.91%
- 1Y
- 17.75%
- 3Y*
- 12.11%
- 5Y*
- —
- 10Y*
- —
XZSP.DE vs. SP2D.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% |
SP2D.DE Invesco S&P 500 Equal Weight UCITS ETF Dist | 10.33% | -0.81% | 18.69% | 10.53% | -3.63% |
Correlation
The correlation between XZSP.DE and SP2D.DE is 0.69, 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 | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Dec 13, 2022 | 0.76 |
The correlation between XZSP.DE and SP2D.DE has been stable across timeframes, ranging from 0.69 to 0.76 - a consistent structural relationship.
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Return for Risk
XZSP.DE vs. SP2D.DE — Risk / Return Rank
XZSP.DE
SP2D.DE
XZSP.DE vs. SP2D.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 Invesco S&P 500 Equal Weight UCITS ETF Dist (SP2D.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 | SP2D.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.84 | ||
| Sortino ratioReturn per unit of downside risk | +1.07 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.29 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 4.07 | 3.47 | +0.60 |
| Martin ratioReturn relative to average drawdown | 15.72 | 10.26 | +5.46 |
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 | SP2D.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.47 | 1.63 | +0.84 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.31 | 0.57 | +0.74 |
Drawdowns
XZSP.DE vs. SP2D.DE - Drawdown Comparison
The maximum XZSP.DE drawdown since its inception was -23.40%, roughly equal to the maximum SP2D.DE drawdown of -22.69%. Use the drawdown chart below to compare losses from any high point for XZSP.DE and SP2D.DE.
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Drawdown Indicators
| XZSP.DE | SP2D.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.40% | -22.69% | -0.71% |
Max Drawdown (1Y)Largest decline over 1 year | -7.02% | -5.10% | -1.92% |
Max Drawdown (3Y)Largest decline over 3 years | -23.40% | -22.69% | -0.71% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -3.09% | -5.89% | +2.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | 1.73% | +0.09% |
Volatility
XZSP.DE vs. SP2D.DE - Volatility Comparison
Xtrackers S&P 500 ESG UCITS ETF 1C (XZSP.DE) has a higher volatility of 2.79% compared to Invesco S&P 500 Equal Weight UCITS ETF Dist (SP2D.DE) at 2.09%. This indicates that XZSP.DE's price experiences larger fluctuations and is considered to be riskier than SP2D.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 | SP2D.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.79% | 2.09% | +0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 7.55% | 6.83% | +0.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.55% | 10.83% | +0.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.26% | 14.91% | -0.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.26% | 14.91% | -0.65% |
XZSP.DE vs. SP2D.DE - Expense Ratio Comparison
XZSP.DE has a 0.08% expense ratio, which is lower than SP2D.DE's 0.20% 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. SP2D.DE - Dividend Comparison
XZSP.DE has not paid dividends to shareholders, while SP2D.DE's dividend yield for the trailing twelve months is around 1.28%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
SP2D.DE Invesco S&P 500 Equal Weight UCITS ETF Dist | 1.28% | 1.39% | 1.34% | 1.49% | 1.54% |
XZSP.DE Xtrackers S&P 500 ESG UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XZSP.DE and SP2D.DE have a correlation of 0.69, 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 0.20% for SP2D.DE.
XZSP.DE tracks S&P 500 ESG, while SP2D.DE tracks S&P 500® Equal Weight. They also come from different issuers: Xtrackers and Invesco. Their fees differ too: 0.08% for XZSP.DE and 0.20% for SP2D.DE.
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