ZPDX.DE vs. EXSC.DE
Compare and contrast key facts about SPDR STOXX Europe 600 SRI UCITS ETF (ZPDX.DE) and iShares STOXX Europe Large 200 UCITS ETF (DE) (EXSC.DE).
ZPDX.DE and EXSC.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ZPDX.DE is a passively managed fund by State Street that tracks the performance of the STOXX® Europe 600 SRI. It was launched on Sep 30, 2019. EXSC.DE is a passively managed fund by iShares that tracks the performance of the STOXX® Europe Large 200. It was launched on Apr 4, 2005. Both ZPDX.DE and EXSC.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ZPDX.DE or EXSC.DE.
Key characteristics
| ZPDX.DE | EXSC.DE | |
|---|---|---|
| YTD Return | 9.75% | 8.22% |
| 1Y Return | 17.43% | 14.85% |
| 3Y Return (Ann) | 4.97% | 5.53% |
| 5Y Return (Ann) | 7.79% | 8.02% |
| Sharpe Ratio | 1.49 | 1.43 |
| Sortino Ratio | 2.05 | 1.98 |
| Omega Ratio | 1.27 | 1.25 |
| Calmar Ratio | 2.02 | 2.04 |
| Martin Ratio | 7.67 | 8.12 |
| Ulcer Index | 2.11% | 1.83% |
| Daily Std Dev | 10.89% | 10.40% |
| Max Drawdown | -35.97% | -58.12% |
| Current Drawdown | -5.61% | -4.82% |
Correlation
The correlation between ZPDX.DE and EXSC.DE is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
ZPDX.DE vs. EXSC.DE - Performance Comparison
In the year-to-date period, ZPDX.DE achieves a 9.75% return, which is significantly higher than EXSC.DE's 8.22% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ZPDX.DE vs. EXSC.DE - Expense Ratio Comparison
ZPDX.DE has a 0.12% expense ratio, which is lower than EXSC.DE's 0.21% 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%.
Risk-Adjusted Performance
ZPDX.DE vs. EXSC.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR STOXX Europe 600 SRI UCITS ETF (ZPDX.DE) and iShares STOXX Europe Large 200 UCITS ETF (DE) (EXSC.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.
Dividends
ZPDX.DE vs. EXSC.DE - Dividend Comparison
ZPDX.DE has not paid dividends to shareholders, while EXSC.DE's dividend yield for the trailing twelve months is around 2.76%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ZPDX.DE SPDR STOXX Europe 600 SRI UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EXSC.DE iShares STOXX Europe Large 200 UCITS ETF (DE) | 2.76% | 2.71% | 2.76% | 2.54% | 1.95% | 2.90% | 3.13% | 4.57% | 3.62% | 3.26% | 3.20% | 3.55% |
Drawdowns
ZPDX.DE vs. EXSC.DE - Drawdown Comparison
The maximum ZPDX.DE drawdown since its inception was -35.97%, smaller than the maximum EXSC.DE drawdown of -58.12%. Use the drawdown chart below to compare losses from any high point for ZPDX.DE and EXSC.DE. For additional features, visit the drawdowns tool.
Volatility
ZPDX.DE vs. EXSC.DE - Volatility Comparison
SPDR STOXX Europe 600 SRI UCITS ETF (ZPDX.DE) has a higher volatility of 4.58% compared to iShares STOXX Europe Large 200 UCITS ETF (DE) (EXSC.DE) at 4.16%. This indicates that ZPDX.DE's price experiences larger fluctuations and is considered to be riskier than EXSC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.