XZSP.DE vs. XDED.DE
XZSP.DE (Xtrackers S&P 500 ESG UCITS ETF 1C) and XDED.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 2D) are both S&P 500 funds from Xtrackers - XZSP.DE tracks the S&P 500 ESG while XDED.DE tracks the S&P 500 Equal Weight Index. Both are passively managed. Over the past 3 years, XZSP.DE returned 18.55%/yr vs 12.11%/yr for XDED.DE. A 0.74 correlation means they provide meaningful diversification when combined. XZSP.DE charges 0.08%/yr vs 0.20%/yr for XDED.DE.
Performance
XZSP.DE vs. XDED.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 XDED.DE's 10.41% return.
XZSP.DE
- 1D
- 0.61%
- 1M
- 5.47%
- YTD
- 11.17%
- 6M
- 11.67%
- 1Y
- 28.67%
- 3Y*
- 18.55%
- 5Y*
- —
- 10Y*
- —
XDED.DE
- 1D
- 0.26%
- 1M
- 4.48%
- YTD
- 10.41%
- 6M
- 10.95%
- 1Y
- 17.77%
- 3Y*
- 12.11%
- 5Y*
- —
- 10Y*
- —
XZSP.DE vs. XDED.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XZSP.DE Xtrackers S&P 500 ESG UCITS ETF 1C | 11.17% | 5.34% | 31.24% | 18.99% |
XDED.DE Xtrackers S&P 500 Equal Weight UCITS ETF 2D | 10.41% | -0.44% | 18.53% | 10.75% |
Correlation
The correlation between XZSP.DE and XDED.DE is 0.70, 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 | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 2023 | 0.74 |
The correlation between XZSP.DE and XDED.DE has been stable across timeframes, ranging from 0.70 to 0.74 - a consistent structural relationship.
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Return for Risk
XZSP.DE vs. XDED.DE — Risk / Return Rank
XZSP.DE
XDED.DE
XZSP.DE vs. XDED.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 Xtrackers S&P 500 Equal Weight UCITS ETF 2D (XDED.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 | XDED.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.82 | ||
| Sortino ratioReturn per unit of downside risk | +1.03 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.30 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 4.07 | 3.46 | +0.60 |
| Martin ratioReturn relative to average drawdown | 15.72 | 10.28 | +5.44 |
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 | XDED.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.47 | 1.65 | +0.82 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.31 | 0.90 | +0.41 |
Drawdowns
XZSP.DE vs. XDED.DE - Drawdown Comparison
The maximum XZSP.DE drawdown since its inception was -23.40%, roughly equal to the maximum XDED.DE drawdown of -22.63%. Use the drawdown chart below to compare losses from any high point for XZSP.DE and XDED.DE.
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Drawdown Indicators
| XZSP.DE | XDED.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.40% | -22.63% | -0.77% |
Max Drawdown (1Y)Largest decline over 1 year | -7.02% | -5.11% | -1.91% |
Max Drawdown (3Y)Largest decline over 3 years | -23.40% | -22.63% | -0.77% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -3.09% | -4.24% | +1.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | 1.72% | +0.10% |
Volatility
XZSP.DE vs. XDED.DE - Volatility Comparison
Xtrackers S&P 500 ESG UCITS ETF 1C (XZSP.DE) has a higher volatility of 2.79% compared to Xtrackers S&P 500 Equal Weight UCITS ETF 2D (XDED.DE) at 2.08%. This indicates that XZSP.DE's price experiences larger fluctuations and is considered to be riskier than XDED.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 | XDED.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.79% | 2.08% | +0.71% |
Volatility (6M)Calculated over the trailing 6-month period | 7.55% | 6.76% | +0.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.55% | 10.72% | +0.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.26% | 13.39% | +0.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.26% | 13.39% | +0.87% |
XZSP.DE vs. XDED.DE - Expense Ratio Comparison
XZSP.DE has a 0.08% expense ratio, which is lower than XDED.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. XDED.DE - Dividend Comparison
XZSP.DE has not paid dividends to shareholders, while XDED.DE's dividend yield for the trailing twelve months is around 1.25%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
XDED.DE Xtrackers S&P 500 Equal Weight UCITS ETF 2D | 1.25% | 1.35% | 1.61% | 0.83% |
XZSP.DE Xtrackers S&P 500 ESG UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XZSP.DE and XDED.DE have a correlation of 0.70, 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 XDED.DE.
XZSP.DE tracks S&P 500 ESG, while XDED.DE tracks S&P 500 Equal Weight Index. Their fees differ too: 0.08% for XZSP.DE and 0.20% for XDED.DE.
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