XZSP.DE vs. XESC.DE
XZSP.DE (Xtrackers S&P 500 ESG UCITS ETF 1C) and XESC.DE (Xtrackers EURO STOXX 50 UCITS ETF 1C) are both exchange-traded funds - XZSP.DE is a S&P 500 fund tracking the S&P 500 ESG, while XESC.DE is a Europe Equities fund tracking the MSCI EMU NR EUR. Both are passively managed. Over the past 3 years, XZSP.DE returned 19.30%/yr vs 16.40%/yr for XESC.DE. A 0.56 correlation means they provide meaningful diversification when combined. XZSP.DE charges 0.08%/yr vs 0.09%/yr for XESC.DE.
Performance
XZSP.DE vs. XESC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XZSP.DE achieves a 12.38% return, which is significantly higher than XESC.DE's 9.31% return.
XZSP.DE
- 1D
- 0.00%
- 1M
- 2.13%
- YTD
- 12.38%
- 6M
- 12.90%
- 1Y
- 29.51%
- 3Y*
- 19.30%
- 5Y*
- —
- 10Y*
- —
XESC.DE
- 1D
- 0.00%
- 1M
- 2.56%
- YTD
- 9.31%
- 6M
- 10.20%
- 1Y
- 21.31%
- 3Y*
- 16.40%
- 5Y*
- 11.78%
- 10Y*
- 11.87%
XZSP.DE vs. XESC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XZSP.DE Xtrackers S&P 500 ESG UCITS ETF 1C | 12.38% | 5.34% | 31.24% | 23.89% | -9.05% |
XESC.DE Xtrackers EURO STOXX 50 UCITS ETF 1C | 9.31% | 22.24% | 11.06% | 22.50% | -3.66% |
Correlation
The correlation between XZSP.DE and XESC.DE is 0.60, 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 | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Dec 6, 2022 | 0.56 |
The correlation between XZSP.DE and XESC.DE has been stable across timeframes, ranging from 0.54 to 0.60 - a consistent structural relationship.
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Return for Risk
XZSP.DE vs. XESC.DE — Risk / Return Rank
XZSP.DE
XESC.DE
XZSP.DE vs. XESC.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 EURO STOXX 50 UCITS ETF 1C (XESC.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XZSP.DE | XESC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.13 | ||
| Sortino ratioReturn per unit of downside risk | -0.15 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.25 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.76 | 1.96 | -0.20 |
| Martin ratioReturn relative to average drawdown | 3.21 | 6.81 | -3.60 |
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Drawdowns
XZSP.DE vs. XESC.DE - Drawdown Comparison
The maximum XZSP.DE drawdown since its inception was -23.40%, smaller than the maximum XESC.DE drawdown of -46.74%. Use the drawdown chart below to compare losses from any high point for XZSP.DE and XESC.DE.
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Drawdown Indicators
| XZSP.DE | XESC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.40% | -46.74% | +23.34% |
Max Drawdown (1Y)Largest decline over 1 year | -16.81% | -10.88% | -5.93% |
Max Drawdown (3Y)Largest decline over 3 years | -23.40% | -16.53% | -6.87% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.33% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.51% | — |
Current DrawdownCurrent decline from peak | -1.57% | -1.71% | +0.14% |
Average DrawdownAverage peak-to-trough decline | -5.05% | -9.06% | +4.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.18% | 3.13% | +6.05% |
Volatility
XZSP.DE vs. XESC.DE - Volatility Comparison
The current volatility for Xtrackers S&P 500 ESG UCITS ETF 1C (XZSP.DE) is 3.32%, while Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE) has a volatility of 3.52%. This indicates that XZSP.DE experiences smaller price fluctuations and is considered to be less risky than XESC.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 | XESC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.32% | 3.52% | -0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 8.02% | 13.23% | -5.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.64% | 16.03% | +8.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.41% | 17.56% | +0.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.41% | 17.98% | +0.43% |
XZSP.DE vs. XESC.DE - Expense Ratio Comparison
XZSP.DE has a 0.08% expense ratio, which is lower than XESC.DE's 0.09% 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. XESC.DE - Dividend Comparison
Neither XZSP.DE nor XESC.DE has paid dividends to shareholders.
Frequently Asked Questions
XZSP.DE and XESC.DE have a correlation of 0.60, 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 0.09% for XESC.DE.
XZSP.DE is categorized as S&P 500, while XESC.DE is Europe Equities. XZSP.DE tracks S&P 500 ESG, while XESC.DE tracks MSCI EMU NR EUR. Their fees differ too: 0.08% for XZSP.DE and 0.09% for XESC.DE.
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