XZSP.DE vs. V3AM.L
Compare and contrast key facts about Xtrackers S&P 500 ESG UCITS ETF 1C (XZSP.DE) and Vanguard ESG Global All Cap UCITS ETF (USD) Distributing (V3AM.L).
XZSP.DE and V3AM.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XZSP.DE is a passively managed fund by Xtrackers that tracks the performance of the S&P 500 ESG. It was launched on Dec 6, 2022. V3AM.L is a passively managed fund by Vanguard that tracks the performance of the MSCI ACWI NR USD. It was launched on Mar 23, 2021. Both XZSP.DE and V3AM.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XZSP.DE or V3AM.L.
Key characteristics
| XZSP.DE | V3AM.L | |
|---|---|---|
| YTD Return | 17.72% | 347.92% |
| 1Y Return | 23.18% | 567.48% |
| Sharpe Ratio | 2.16 | 4.42 |
| Daily Std Dev | 11.68% | 126.90% |
| Max Drawdown | -8.88% | -15.13% |
| Current Drawdown | -3.36% | -0.80% |
Correlation
The correlation between XZSP.DE and V3AM.L is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
XZSP.DE vs. V3AM.L - Performance Comparison
In the year-to-date period, XZSP.DE achieves a 17.72% return, which is significantly lower than V3AM.L's 347.92% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XZSP.DE vs. V3AM.L - Expense Ratio Comparison
XZSP.DE has a 0.08% expense ratio, which is lower than V3AM.L's 0.24% 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%.
Risk-Adjusted Performance
XZSP.DE vs. V3AM.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 ESG UCITS ETF 1C (XZSP.DE) and Vanguard ESG Global All Cap UCITS ETF (USD) Distributing (V3AM.L). 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.
Dividends
XZSP.DE vs. V3AM.L - Dividend Comparison
XZSP.DE has not paid dividends to shareholders, while V3AM.L's dividend yield for the trailing twelve months is around 134.40%.
| TTM | 2023 | 2022 | 2021 | |
|---|---|---|---|---|
XZSP.DE Xtrackers S&P 500 ESG UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% |
V3AM.L Vanguard ESG Global All Cap UCITS ETF (USD) Distributing | 134.40% | 144.89% | 170.09% | 92.02% |
Drawdowns
XZSP.DE vs. V3AM.L - Drawdown Comparison
The maximum XZSP.DE drawdown since its inception was -8.88%, smaller than the maximum V3AM.L drawdown of -15.13%. Use the drawdown chart below to compare losses from any high point for XZSP.DE and V3AM.L. For additional features, visit the drawdowns tool.
Volatility
XZSP.DE vs. V3AM.L - Volatility Comparison
The current volatility for Xtrackers S&P 500 ESG UCITS ETF 1C (XZSP.DE) is 4.18%, while Vanguard ESG Global All Cap UCITS ETF (USD) Distributing (V3AM.L) has a volatility of 40.43%. This indicates that XZSP.DE experiences smaller price fluctuations and is considered to be less risky than V3AM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.