ZPRM.DE vs. DXS1.DE
ZPRM.DE (State Street SPDR Bloomberg 1-3 Month T-Bill MXN Hdg UCITS ETF (Acc)) and DXS1.DE (Xtrackers II GBP Overnight Rate Swap UCITS ETF (Dist)) are both Money Market funds - ZPRM.DE tracks the Bloomberg US Treasury Bills 1-3 Month Index (MXN Hedged) while DXS1.DE tracks the Solactive SONIA Daily Index. Both are passively managed. Over the past 5 years, ZPRM.DE returned 12.31%/yr vs 2.69%/yr for DXS1.DE. At a 0.31 correlation, their price movements are largely independent. ZPRM.DE charges 0.05%/yr vs 0.10%/yr for DXS1.DE.
Performance
ZPRM.DE vs. DXS1.DE - Performance Comparison
Loading charts...
Different Trading Currencies
ZPRM.DE is traded in USD, while DXS1.DE is traded in EUR. To make them comparable, the DXS1.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, ZPRM.DE achieves a 6.36% return, which is significantly higher than DXS1.DE's 0.93% return.
ZPRM.DE
- 1D
- -0.04%
- 1M
- -0.34%
- 6M
- 5.69%
- YTD
- 6.36%
- 1Y
- 14.68%
- 3Y*
- 9.14%
- 5Y*
- 12.31%
- 10Y*
- —
DXS1.DE
- 1D
- -0.00%
- 1M
- -0.20%
- 6M
- 1.00%
- YTD
- 0.93%
- 1Y
- 1.61%
- 3Y*
- 6.33%
- 5Y*
- 2.69%
- 10Y*
- 2.05%
ZPRM.DE vs. DXS1.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ZPRM.DE State Street SPDR Bloomberg 1-3 Month T-Bill MXN Hdg UCITS ETF (Acc) | 6.36% | 23.34% | -6.88% | 29.70% | 13.58% | 1.41% | -0.25% | 13.94% |
DXS1.DE Xtrackers II GBP Overnight Rate Swap UCITS ETF (Dist) | 0.93% | 11.99% | 3.85% | 10.11% | -9.54% | -0.86% | 3.53% | 6.02% |
Correlation
The correlation between ZPRM.DE and DXS1.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Jul 18, 2019 | 0.31 |
The correlation between ZPRM.DE and DXS1.DE shifts across timeframes, from 0.31 (all time) to 0.43 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ZPRM.DE vs. DXS1.DE — Risk / Return Rank
ZPRM.DE
DXS1.DE
ZPRM.DE vs. DXS1.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street SPDR Bloomberg 1-3 Month T-Bill MXN Hdg UCITS ETF (Acc) (ZPRM.DE) and Xtrackers II GBP Overnight Rate Swap UCITS ETF (Dist) (DXS1.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.
| ZPRM.DE | DXS1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.65 | ||
| Sortino ratioReturn per unit of downside risk | +2.36 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.04 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 3.02 | 0.38 | +2.64 |
| Martin ratioReturn relative to average drawdown | 12.41 | 0.78 | +11.63 |
Loading charts...
Drawdowns
ZPRM.DE vs. DXS1.DE - Drawdown Comparison
The maximum ZPRM.DE drawdown since its inception was -24.15%, smaller than the maximum DXS1.DE drawdown of -43.40%. Use the drawdown chart below to compare losses from any high point for ZPRM.DE and DXS1.DE.
Loading charts...
Drawdown Indicators
| ZPRM.DE | DXS1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.15% | -43.40% | +19.25% |
Max Drawdown (1Y)Largest decline over 1 year | -4.84% | -4.20% | -0.64% |
Max Drawdown (3Y)Largest decline over 3 years | -15.56% | -8.09% | -7.47% |
Max Drawdown (5Y)Largest decline over 5 years | -15.56% | -22.75% | +7.19% |
Max Drawdown (10Y)Largest decline over 10 years | — | -24.09% | — |
Current DrawdownCurrent decline from peak | -1.36% | -17.26% | +15.90% |
Average DrawdownAverage peak-to-trough decline | -4.04% | -25.19% | +21.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.18% | 2.05% | -0.87% |
Volatility
ZPRM.DE vs. DXS1.DE - Volatility Comparison
State Street SPDR Bloomberg 1-3 Month T-Bill MXN Hdg UCITS ETF (Acc) (ZPRM.DE) has a higher volatility of 2.47% compared to Xtrackers II GBP Overnight Rate Swap UCITS ETF (Dist) (DXS1.DE) at 1.71%. This indicates that ZPRM.DE's price experiences larger fluctuations and is considered to be riskier than DXS1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ZPRM.DE | DXS1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.47% | 1.71% | +0.76% |
Volatility (6M)Calculated over the trailing 6-month period | 6.37% | 5.05% | +1.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.78% | 6.86% | +0.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.70% | 8.68% | +2.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.70% | 11.01% | +2.69% |
ZPRM.DE vs. DXS1.DE - Expense Ratio Comparison
ZPRM.DE has a 0.05% expense ratio, which is lower than DXS1.DE's 0.10% 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
ZPRM.DE vs. DXS1.DE - Dividend Comparison
ZPRM.DE has not paid dividends to shareholders, while DXS1.DE's dividend yield for the trailing twelve months is around 4.08%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DXS1.DE Xtrackers II GBP Overnight Rate Swap UCITS ETF (Dist) | 4.08% | 4.75% | 4.91% | 4.04% | 0.35% | 0.02% | 0.57% | 0.95% | 0.63% | 0.20% | 1.28% | 0.79% |
ZPRM.DE State Street SPDR Bloomberg 1-3 Month T-Bill MXN Hdg UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ZPRM.DE and DXS1.DE have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ZPRM.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZPRM.DE is cheaper with a 0.05% expense ratio, compared with 0.10% for DXS1.DE.
ZPRM.DE tracks Bloomberg US Treasury Bills 1-3 Month Index (MXN Hedged), while DXS1.DE tracks Solactive SONIA Daily Index. They also come from different issuers: State Street and Xtrackers. Their fees differ too: 0.05% for ZPRM.DE and 0.10% for DXS1.DE.
Find the right allocation for ZPRM.DE and DXS1.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer