ZA30.DE vs. DBX4.DE
ZA30.DE (iShares S&P 500 ESG UCITS ETF USD Acc) and DBX4.DE (Xtrackers MSCI EM Europe Middle East & Africa Swap UCITS ETF) are both exchange-traded funds - ZA30.DE is a S&P 500 fund tracking the S&P 500 ESG, while DBX4.DE is a ESG fund tracking the MSCI EM EMEA Low Carbon SRI Selection Capped Index. Both are passively managed. Over the past 3 years, ZA30.DE returned 18.54%/yr vs 18.40%/yr for DBX4.DE. At a 0.44 correlation, their price movements are largely independent. ZA30.DE charges 0.07%/yr vs 0.65%/yr for DBX4.DE.
Performance
ZA30.DE vs. DBX4.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ZA30.DE achieves a 11.16% return, which is significantly higher than DBX4.DE's 2.42% return.
ZA30.DE
- 1D
- 0.60%
- 1M
- 4.14%
- YTD
- 11.16%
- 6M
- 11.11%
- 1Y
- 28.45%
- 3Y*
- 18.54%
- 5Y*
- —
- 10Y*
- —
DBX4.DE
- 1D
- -0.48%
- 1M
- -1.71%
- YTD
- 2.42%
- 6M
- 7.63%
- 1Y
- 22.53%
- 3Y*
- 18.40%
- 5Y*
- 8.89%
- 10Y*
- 6.92%
ZA30.DE vs. DBX4.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% |
DBX4.DE Xtrackers MSCI EM Europe Middle East & Africa Swap UCITS ETF | 2.42% | 26.97% | 16.81% | 0.20% | 5.25% |
Correlation
The correlation between ZA30.DE and DBX4.DE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Sep 19, 2022 | 0.44 |
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Return for Risk
ZA30.DE vs. DBX4.DE — Risk / Return Rank
ZA30.DE
DBX4.DE
ZA30.DE vs. DBX4.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 MSCI EM Europe Middle East & Africa Swap UCITS ETF (DBX4.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 | DBX4.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.34 | ||
| Sortino ratioReturn per unit of downside risk | +1.59 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.22 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 4.12 | 1.54 | +2.58 |
| Martin ratioReturn relative to average drawdown | 15.63 | 4.76 | +10.87 |
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 | DBX4.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.47 | 1.13 | +1.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.52 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.37 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.18 | 0.11 | +1.07 |
Drawdowns
ZA30.DE vs. DBX4.DE - Drawdown Comparison
The maximum ZA30.DE drawdown since its inception was -23.45%, smaller than the maximum DBX4.DE drawdown of -60.48%. Use the drawdown chart below to compare losses from any high point for ZA30.DE and DBX4.DE.
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Drawdown Indicators
| ZA30.DE | DBX4.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.45% | -60.48% | +37.03% |
Max Drawdown (1Y)Largest decline over 1 year | -6.91% | -14.73% | +7.82% |
Max Drawdown (3Y)Largest decline over 3 years | -23.45% | -16.82% | -6.63% |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.70% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.52% | — |
Current DrawdownCurrent decline from peak | 0.00% | -7.60% | +7.60% |
Average DrawdownAverage peak-to-trough decline | -3.22% | -16.01% | +12.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.83% | 4.77% | -2.94% |
Volatility
ZA30.DE vs. DBX4.DE - Volatility Comparison
The current volatility for iShares S&P 500 ESG UCITS ETF USD Acc (ZA30.DE) is 2.73%, while Xtrackers MSCI EM Europe Middle East & Africa Swap UCITS ETF (DBX4.DE) has a volatility of 5.72%. This indicates that ZA30.DE experiences smaller price fluctuations and is considered to be less risky than DBX4.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ZA30.DE | DBX4.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.73% | 5.72% | -2.99% |
Volatility (6M)Calculated over the trailing 6-month period | 7.54% | 17.36% | -9.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.54% | 20.09% | -8.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.38% | 17.15% | -2.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.38% | 20.86% | -6.48% |
ZA30.DE vs. DBX4.DE - Expense Ratio Comparison
ZA30.DE has a 0.07% expense ratio, which is lower than DBX4.DE's 0.65% expense ratio.
Dividends
ZA30.DE vs. DBX4.DE - Dividend Comparison
Neither ZA30.DE nor DBX4.DE has paid dividends to shareholders.
Frequently Asked Questions
ZA30.DE and DBX4.DE have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 0.65% for DBX4.DE.
ZA30.DE is categorized as S&P 500, while DBX4.DE is ESG. ZA30.DE tracks S&P 500 ESG, while DBX4.DE tracks MSCI EM EMEA Low Carbon SRI Selection Capped Index. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.07% for ZA30.DE and 0.65% for DBX4.DE.
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