ZA30.DE vs. SPY1.DE
ZA30.DE (iShares S&P 500 ESG UCITS ETF USD Acc) and SPY1.DE (SPDR S&P 500 Low Volatility UCITS ETF) are both S&P 500 funds - ZA30.DE tracks the S&P 500 ESG while SPY1.DE tracks the S&P 500 Low Volatility. Both are passively managed. Over the past 3 years, ZA30.DE returned 18.54%/yr vs 4.28%/yr for SPY1.DE. At a 0.39 correlation, their price movements are largely independent. ZA30.DE charges 0.07%/yr vs 0.35%/yr for SPY1.DE.
Performance
ZA30.DE vs. SPY1.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 SPY1.DE's 2.00% return.
ZA30.DE
- 1D
- 0.60%
- 1M
- 4.14%
- YTD
- 11.16%
- 6M
- 11.11%
- 1Y
- 28.45%
- 3Y*
- 18.54%
- 5Y*
- —
- 10Y*
- —
SPY1.DE
- 1D
- -0.18%
- 1M
- -0.80%
- YTD
- 2.00%
- 6M
- 1.78%
- 1Y
- -0.66%
- 3Y*
- 4.28%
- 5Y*
- 5.96%
- 10Y*
- 7.35%
ZA30.DE vs. SPY1.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% |
SPY1.DE SPDR S&P 500 Low Volatility UCITS ETF | 2.00% | -7.26% | 20.46% | -3.91% | -3.00% |
Correlation
The correlation between ZA30.DE and SPY1.DE is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Sep 19, 2022 | 0.39 |
Over the past year, the correlation between ZA30.DE and SPY1.DE has dropped to 0.16 - well below their long-term average of 0.39, suggesting their price drivers have been diverging.
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Return for Risk
ZA30.DE vs. SPY1.DE — Risk / Return Rank
ZA30.DE
SPY1.DE
ZA30.DE vs. SPY1.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 SPDR S&P 500 Low Volatility UCITS ETF (SPY1.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 | SPY1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.62 | ||
| Sortino ratioReturn per unit of downside risk | +3.50 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 0.98 | +0.47 |
| Calmar ratioReturn relative to maximum drawdown | 4.12 | -0.23 | +4.35 |
| Martin ratioReturn relative to average drawdown | 15.63 | -0.48 | +16.12 |
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 | SPY1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.47 | -0.15 | +2.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.47 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.52 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.18 | 0.69 | +0.48 |
Drawdowns
ZA30.DE vs. SPY1.DE - Drawdown Comparison
The maximum ZA30.DE drawdown since its inception was -23.45%, smaller than the maximum SPY1.DE drawdown of -35.30%. Use the drawdown chart below to compare losses from any high point for ZA30.DE and SPY1.DE.
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Drawdown Indicators
| ZA30.DE | SPY1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.45% | -35.30% | +11.85% |
Max Drawdown (1Y)Largest decline over 1 year | -6.91% | -6.77% | -0.14% |
Max Drawdown (3Y)Largest decline over 3 years | -23.45% | -14.59% | -8.86% |
Max Drawdown (5Y)Largest decline over 5 years | — | -16.32% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.30% | — |
Current DrawdownCurrent decline from peak | 0.00% | -11.45% | +11.45% |
Average DrawdownAverage peak-to-trough decline | -3.22% | -6.16% | +2.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.83% | 3.15% | -1.32% |
Volatility
ZA30.DE vs. SPY1.DE - Volatility Comparison
The current volatility for iShares S&P 500 ESG UCITS ETF USD Acc (ZA30.DE) is 2.73%, while SPDR S&P 500 Low Volatility UCITS ETF (SPY1.DE) has a volatility of 3.46%. This indicates that ZA30.DE experiences smaller price fluctuations and is considered to be less risky than SPY1.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 | SPY1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.73% | 3.46% | -0.73% |
Volatility (6M)Calculated over the trailing 6-month period | 7.54% | 7.38% | +0.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.54% | 10.25% | +1.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.38% | 12.47% | +1.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.38% | 14.00% | +0.38% |
ZA30.DE vs. SPY1.DE - Expense Ratio Comparison
ZA30.DE has a 0.07% expense ratio, which is lower than SPY1.DE's 0.35% expense ratio.
Dividends
ZA30.DE vs. SPY1.DE - Dividend Comparison
Neither ZA30.DE nor SPY1.DE has paid dividends to shareholders.
Frequently Asked Questions
ZA30.DE and SPY1.DE have a correlation of 0.16, 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 0.35% for SPY1.DE.
ZA30.DE tracks S&P 500 ESG, while SPY1.DE tracks S&P 500 Low Volatility. They also come from different issuers: iShares and State Street. Their fees differ too: 0.07% for ZA30.DE and 0.35% for SPY1.DE.
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