XZSP.DE vs. XDWD.DE
XZSP.DE (Xtrackers S&P 500 ESG UCITS ETF 1C) and XDWD.DE (Xtrackers MSCI World UCITS ETF 1C) are both exchange-traded funds - XZSP.DE is a S&P 500 fund tracking the S&P 500 ESG, while XDWD.DE is a Global Equities fund tracking the MSCI World. Both are passively managed. Over the past 3 years, XZSP.DE returned 18.55%/yr vs 17.56%/yr for XDWD.DE. Their correlation of 0.95 suggests significant overlap in exposure. XZSP.DE charges 0.08%/yr vs 0.19%/yr for XDWD.DE.
Performance
XZSP.DE vs. XDWD.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with XZSP.DE having a 11.17% return and XDWD.DE slightly lower at 10.91%.
XZSP.DE
- 1D
- 0.61%
- 1M
- 5.47%
- YTD
- 11.17%
- 6M
- 11.67%
- 1Y
- 28.67%
- 3Y*
- 18.55%
- 5Y*
- —
- 10Y*
- —
XDWD.DE
- 1D
- -0.01%
- 1M
- 4.72%
- YTD
- 10.91%
- 6M
- 11.37%
- 1Y
- 23.85%
- 3Y*
- 17.56%
- 5Y*
- 12.89%
- 10Y*
- 12.83%
XZSP.DE vs. XDWD.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% |
XDWD.DE Xtrackers MSCI World UCITS ETF 1C | 10.91% | 7.85% | 25.98% | 20.18% | -3.79% |
Correlation
The correlation between XZSP.DE and XDWD.DE is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Dec 13, 2022 | 0.95 |
The correlation between XZSP.DE and XDWD.DE has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.
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Return for Risk
XZSP.DE vs. XDWD.DE — Risk / Return Rank
XZSP.DE
XDWD.DE
XZSP.DE vs. XDWD.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 MSCI World UCITS ETF 1C (XDWD.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 | XDWD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.34 | ||
| Sortino ratioReturn per unit of downside risk | +0.38 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.40 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 4.07 | 3.63 | +0.43 |
| Martin ratioReturn relative to average drawdown | 15.72 | 14.44 | +1.28 |
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 | XDWD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.47 | 2.14 | +0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.90 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.84 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.31 | 0.78 | +0.52 |
Drawdowns
XZSP.DE vs. XDWD.DE - Drawdown Comparison
The maximum XZSP.DE drawdown since its inception was -23.40%, smaller than the maximum XDWD.DE drawdown of -33.55%. Use the drawdown chart below to compare losses from any high point for XZSP.DE and XDWD.DE.
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Drawdown Indicators
| XZSP.DE | XDWD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.40% | -33.55% | +10.15% |
Max Drawdown (1Y)Largest decline over 1 year | -7.02% | -6.54% | -0.48% |
Max Drawdown (3Y)Largest decline over 3 years | -23.40% | -21.64% | -1.76% |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.64% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.55% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.33% | +0.33% |
Average DrawdownAverage peak-to-trough decline | -3.09% | -4.55% | +1.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | 1.65% | +0.17% |
Volatility
XZSP.DE vs. XDWD.DE - Volatility Comparison
Xtrackers S&P 500 ESG UCITS ETF 1C (XZSP.DE) has a higher volatility of 2.79% compared to Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) at 2.60%. This indicates that XZSP.DE's price experiences larger fluctuations and is considered to be riskier than XDWD.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 | XDWD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.79% | 2.60% | +0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 7.55% | 7.77% | -0.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.55% | 11.12% | +0.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.26% | 14.13% | +0.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.26% | 15.16% | -0.90% |
XZSP.DE vs. XDWD.DE - Expense Ratio Comparison
XZSP.DE has a 0.08% expense ratio, which is lower than XDWD.DE's 0.19% 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. XDWD.DE - Dividend Comparison
Neither XZSP.DE nor XDWD.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.93, XZSP.DE and XDWD.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, 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 0.19% for XDWD.DE.
XZSP.DE is categorized as S&P 500, while XDWD.DE is Global Equities. XZSP.DE tracks S&P 500 ESG, while XDWD.DE tracks MSCI World. Their fees differ too: 0.08% for XZSP.DE and 0.19% for XDWD.DE.
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