ZA30.DE vs. D5BM.DE
ZA30.DE (iShares S&P 500 ESG UCITS ETF USD Acc) and D5BM.DE (Xtrackers S&P 500 Swap UCITS ETF 1C) are both S&P 500 funds - ZA30.DE tracks the S&P 500 ESG while D5BM.DE tracks the S&P 500 Index. Both are passively managed. Over the past 3 years, ZA30.DE returned 18.54%/yr vs 18.95%/yr for D5BM.DE. With a 0.98 correlation, they move nearly in lockstep. ZA30.DE charges 0.07%/yr vs 0.15%/yr for D5BM.DE.
Performance
ZA30.DE vs. D5BM.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with ZA30.DE having a 11.16% return and D5BM.DE slightly higher at 11.37%.
ZA30.DE
- 1D
- 0.60%
- 1M
- 4.14%
- YTD
- 11.16%
- 6M
- 11.11%
- 1Y
- 28.45%
- 3Y*
- 18.54%
- 5Y*
- —
- 10Y*
- —
D5BM.DE
- 1D
- -0.13%
- 1M
- 4.39%
- YTD
- 11.37%
- 6M
- 10.87%
- 1Y
- 25.59%
- 3Y*
- 18.95%
- 5Y*
- 14.88%
- 10Y*
- 15.17%
ZA30.DE vs. D5BM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
ZA30.DE iShares S&P 500 ESG UCITS ETF USD Acc | 11.16% | 5.34% | 31.19% | 24.10% | -5.78% |
D5BM.DE Xtrackers S&P 500 Swap UCITS ETF 1C | 11.37% | 4.79% | 32.48% | 22.66% | -6.47% |
Correlation
The correlation between ZA30.DE and D5BM.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.96 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Sep 19, 2022 | 0.98 |
The correlation between ZA30.DE and D5BM.DE has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.
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Return for Risk
ZA30.DE vs. D5BM.DE — Risk / Return Rank
ZA30.DE
D5BM.DE
ZA30.DE vs. D5BM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 ESG UCITS ETF USD Acc (ZA30.DE) and Xtrackers S&P 500 Swap UCITS ETF 1C (D5BM.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.
| ZA30.DE | D5BM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.26 | ||
| Sortino ratioReturn per unit of downside risk | +0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.41 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 4.12 | 3.58 | +0.54 |
| Martin ratioReturn relative to average drawdown | 15.63 | 12.76 | +2.87 |
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
| ZA30.DE | D5BM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.47 | 2.20 | +0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.97 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.94 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.18 | 0.91 | +0.27 |
Drawdowns
ZA30.DE vs. D5BM.DE - Drawdown Comparison
The maximum ZA30.DE drawdown since its inception was -23.45%, smaller than the maximum D5BM.DE drawdown of -33.77%. Use the drawdown chart below to compare losses from any high point for ZA30.DE and D5BM.DE.
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Drawdown Indicators
| ZA30.DE | D5BM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.45% | -33.77% | +10.32% |
Max Drawdown (1Y)Largest decline over 1 year | -6.91% | -7.13% | +0.22% |
Max Drawdown (3Y)Largest decline over 3 years | -23.45% | -23.22% | -0.23% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.22% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.77% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.46% | +0.46% |
Average DrawdownAverage peak-to-trough decline | -3.22% | -4.12% | +0.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.83% | 2.01% | -0.18% |
Volatility
ZA30.DE vs. D5BM.DE - Volatility Comparison
iShares S&P 500 ESG UCITS ETF USD Acc (ZA30.DE) and Xtrackers S&P 500 Swap UCITS ETF 1C (D5BM.DE) have volatilities of 2.73% and 2.69%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ZA30.DE | D5BM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.73% | 2.69% | +0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 7.54% | 7.59% | -0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.54% | 11.59% | -0.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.38% | 15.18% | -0.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.38% | 16.06% | -1.68% |
ZA30.DE vs. D5BM.DE - Expense Ratio Comparison
ZA30.DE has a 0.07% expense ratio, which is lower than D5BM.DE's 0.15% 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
ZA30.DE vs. D5BM.DE - Dividend Comparison
Neither ZA30.DE nor D5BM.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.96, ZA30.DE and D5BM.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, ZA30.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZA30.DE is cheaper with a 0.07% expense ratio, compared with 0.15% for D5BM.DE.
ZA30.DE tracks S&P 500 ESG, while D5BM.DE tracks S&P 500 Index. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.07% for ZA30.DE and 0.15% for D5BM.DE.
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