ZA30.DE vs. XDEE.DE
ZA30.DE (iShares S&P 500 ESG UCITS ETF USD Acc) and XDEE.DE (Xtrackers S&P 500 Equal Weight UCITS ETF EUR Hedged (Acc)) are both S&P 500 funds - ZA30.DE tracks the S&P 500 ESG while XDEE.DE tracks the S&P 500 Equal Weight Index (EUR Hedged). Both are passively managed. Over the past 3 years, ZA30.DE returned 18.98%/yr vs 11.02%/yr for XDEE.DE. A 0.61 correlation means they provide meaningful diversification when combined. ZA30.DE charges 0.07%/yr vs 0.30%/yr for XDEE.DE.
Performance
ZA30.DE vs. XDEE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ZA30.DE achieves a 12.61% return, which is significantly higher than XDEE.DE's 9.69% return.
ZA30.DE
- 1D
- 0.00%
- 1M
- 0.39%
- 6M
- 11.67%
- YTD
- 12.61%
- 1Y
- 25.40%
- 3Y*
- 18.98%
- 5Y*
- —
- 10Y*
- —
XDEE.DE
- 1D
- 0.00%
- 1M
- 0.25%
- 6M
- 7.26%
- YTD
- 9.69%
- 1Y
- 15.44%
- 3Y*
- 11.02%
- 5Y*
- —
- 10Y*
- —
ZA30.DE vs. XDEE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
ZA30.DE iShares S&P 500 ESG UCITS ETF USD Acc | 12.61% | 5.34% | 31.19% | 24.10% | -6.60% |
XDEE.DE Xtrackers S&P 500 Equal Weight UCITS ETF EUR Hedged (Acc) | 9.69% | 9.31% | 10.02% | 10.87% | -0.96% |
Correlation
The correlation between ZA30.DE and XDEE.DE is 0.54, 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 | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Sep 16, 2022 | 0.61 |
The correlation between ZA30.DE and XDEE.DE has been stable across timeframes, ranging from 0.54 to 0.61 - a consistent structural relationship.
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Return for Risk
ZA30.DE vs. XDEE.DE — Risk / Return Rank
ZA30.DE
XDEE.DE
ZA30.DE vs. XDEE.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 Equal Weight UCITS ETF EUR Hedged (Acc) (XDEE.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.
| ZA30.DE | XDEE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.74 | ||
| Sortino ratioReturn per unit of downside risk | +0.84 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.25 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 3.69 | 2.13 | +1.56 |
| Martin ratioReturn relative to average drawdown | 14.03 | 7.50 | +6.53 |
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Drawdowns
ZA30.DE vs. XDEE.DE - Drawdown Comparison
The maximum ZA30.DE drawdown since its inception was -23.45%, roughly equal to the maximum XDEE.DE drawdown of -22.64%. Use the drawdown chart below to compare losses from any high point for ZA30.DE and XDEE.DE.
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Drawdown Indicators
| ZA30.DE | XDEE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.45% | -22.64% | -0.81% |
Max Drawdown (1Y)Largest decline over 1 year | -6.91% | -7.23% | +0.32% |
Max Drawdown (3Y)Largest decline over 3 years | -23.45% | -18.93% | -4.52% |
Current DrawdownCurrent decline from peak | -0.54% | -0.82% | +0.28% |
Average DrawdownAverage peak-to-trough decline | -3.14% | -7.27% | +4.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | 2.05% | -0.23% |
Volatility
ZA30.DE vs. XDEE.DE - Volatility Comparison
The current volatility for iShares S&P 500 ESG UCITS ETF USD Acc (ZA30.DE) is 2.45%, while Xtrackers S&P 500 Equal Weight UCITS ETF EUR Hedged (Acc) (XDEE.DE) has a volatility of 2.96%. This indicates that ZA30.DE experiences smaller price fluctuations and is considered to be less risky than XDEE.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 | XDEE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.45% | 2.96% | -0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 8.08% | 7.90% | +0.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.93% | 10.96% | +0.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.33% | 16.20% | -1.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.33% | 16.20% | -1.87% |
ZA30.DE vs. XDEE.DE - Expense Ratio Comparison
ZA30.DE has a 0.07% expense ratio, which is lower than XDEE.DE's 0.30% expense ratio.
Dividends
ZA30.DE vs. XDEE.DE - Dividend Comparison
Neither ZA30.DE nor XDEE.DE has paid dividends to shareholders.
Frequently Asked Questions
ZA30.DE and XDEE.DE have a correlation of 0.54, 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 0.30% for XDEE.DE.
ZA30.DE tracks S&P 500 ESG, while XDEE.DE tracks S&P 500 Equal Weight Index (EUR Hedged). They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.07% for ZA30.DE and 0.30% for XDEE.DE.
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