XZSP.DE vs. XSX6.DE
XZSP.DE (Xtrackers S&P 500 ESG UCITS ETF 1C) and XSX6.DE (Xtrackers STOXX Europe 600 UCITS ETF) are both exchange-traded funds - XZSP.DE is a S&P 500 fund tracking the S&P 500 ESG, while XSX6.DE is a Europe Equities fund tracking the STOXX® Europe 600. Both are passively managed. Over the past 3 years, XZSP.DE returned 18.55%/yr vs 13.95%/yr for XSX6.DE. A 0.58 correlation means they provide meaningful diversification when combined. XZSP.DE charges 0.08%/yr vs 0.20%/yr for XSX6.DE.
Performance
XZSP.DE vs. XSX6.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 XSX6.DE's 7.40% return.
XZSP.DE
- 1D
- 0.61%
- 1M
- 5.47%
- YTD
- 11.17%
- 6M
- 11.67%
- 1Y
- 28.67%
- 3Y*
- 18.55%
- 5Y*
- —
- 10Y*
- —
XSX6.DE
- 1D
- 0.59%
- 1M
- 3.14%
- YTD
- 7.40%
- 6M
- 9.99%
- 1Y
- 16.44%
- 3Y*
- 13.95%
- 5Y*
- 9.70%
- 10Y*
- 9.14%
XZSP.DE vs. XSX6.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% |
XSX6.DE Xtrackers STOXX Europe 600 UCITS ETF | 7.40% | 20.91% | 8.35% | 15.54% | -2.31% |
Correlation
The correlation between XZSP.DE and XSX6.DE is 0.61, 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 | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Dec 13, 2022 | 0.58 |
The correlation between XZSP.DE and XSX6.DE has been stable across timeframes, ranging from 0.56 to 0.61 - a consistent structural relationship.
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Return for Risk
XZSP.DE vs. XSX6.DE — Risk / Return Rank
XZSP.DE
XSX6.DE
XZSP.DE vs. XSX6.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 STOXX Europe 600 UCITS ETF (XSX6.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 | XSX6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.21 | ||
| Sortino ratioReturn per unit of downside risk | +1.49 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.24 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 4.07 | 1.73 | +2.34 |
| Martin ratioReturn relative to average drawdown | 15.72 | 6.55 | +9.17 |
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 | XSX6.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.47 | 1.26 | +1.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.66 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.58 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.31 | 0.59 | +0.71 |
Drawdowns
XZSP.DE vs. XSX6.DE - Drawdown Comparison
The maximum XZSP.DE drawdown since its inception was -23.40%, smaller than the maximum XSX6.DE drawdown of -36.05%. Use the drawdown chart below to compare losses from any high point for XZSP.DE and XSX6.DE.
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Drawdown Indicators
| XZSP.DE | XSX6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.40% | -36.05% | +12.65% |
Max Drawdown (1Y)Largest decline over 1 year | -7.02% | -9.46% | +2.44% |
Max Drawdown (3Y)Largest decline over 3 years | -23.40% | -16.37% | -7.03% |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.84% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.05% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.56% | +1.56% |
Average DrawdownAverage peak-to-trough decline | -3.09% | -5.27% | +2.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | 2.50% | -0.68% |
Volatility
XZSP.DE vs. XSX6.DE - Volatility Comparison
The current volatility for Xtrackers S&P 500 ESG UCITS ETF 1C (XZSP.DE) is 2.79%, while Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) has a volatility of 4.26%. This indicates that XZSP.DE experiences smaller price fluctuations and is considered to be less risky than XSX6.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 | XSX6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.79% | 4.26% | -1.47% |
Volatility (6M)Calculated over the trailing 6-month period | 7.55% | 10.73% | -3.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.55% | 12.95% | -1.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.26% | 14.44% | -0.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.26% | 15.61% | -1.35% |
XZSP.DE vs. XSX6.DE - Expense Ratio Comparison
XZSP.DE has a 0.08% expense ratio, which is lower than XSX6.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. XSX6.DE - Dividend Comparison
Neither XZSP.DE nor XSX6.DE has paid dividends to shareholders.
Frequently Asked Questions
XZSP.DE and XSX6.DE have a correlation of 0.61, 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 XSX6.DE.
XZSP.DE is categorized as S&P 500, while XSX6.DE is Europe Equities. XZSP.DE tracks S&P 500 ESG, while XSX6.DE tracks STOXX® Europe 600. Their fees differ too: 0.08% for XZSP.DE and 0.20% for XSX6.DE.
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