ZPRM.DE vs. XEOD.DE
ZPRM.DE (State Street SPDR Bloomberg 1-3 Month T-Bill MXN Hdg UCITS ETF (Acc)) and XEOD.DE (Xtrackers II EUR Overnight Rate Swap UCITS ETF 1D) are both Money Market funds - ZPRM.DE tracks the Bloomberg US Treasury Bills 1-3 Month Index (MXN Hedged) while XEOD.DE tracks the €STR + 8.5 bps. Both are passively managed. Over the past 5 years, ZPRM.DE returned 12.31%/yr vs 1.23%/yr for XEOD.DE. At a 0.31 correlation, their price movements are largely independent. ZPRM.DE charges 0.05%/yr vs 0.10%/yr for XEOD.DE.
Performance
ZPRM.DE vs. XEOD.DE - Performance Comparison
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Different Trading Currencies
ZPRM.DE is traded in USD, while XEOD.DE is traded in EUR. To make them comparable, the XEOD.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 XEOD.DE's -1.69% 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*
- —
XEOD.DE
- 1D
- 0.00%
- 1M
- -1.25%
- 6M
- -1.50%
- YTD
- -1.69%
- 1Y
- -0.84%
- 3Y*
- 4.69%
- 5Y*
- 1.23%
- 10Y*
- 1.04%
ZPRM.DE vs. XEOD.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% |
XEOD.DE Xtrackers II EUR Overnight Rate Swap UCITS ETF 1D | -1.69% | 15.40% | -2.18% | 6.58% | -5.54% | -8.43% | 9.13% | -0.50% |
Correlation
The correlation between ZPRM.DE and XEOD.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 XEOD.DE shifts across timeframes, from 0.31 (all time) to 0.43 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
ZPRM.DE vs. XEOD.DE — Risk / Return Rank
ZPRM.DE
XEOD.DE
ZPRM.DE vs. XEOD.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 EUR Overnight Rate Swap UCITS ETF 1D (XEOD.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 | XEOD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.02 | ||
| Sortino ratioReturn per unit of downside risk | +2.89 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 0.98 | +0.37 |
| Calmar ratioReturn relative to maximum drawdown | 3.02 | -0.17 | +3.19 |
| Martin ratioReturn relative to average drawdown | 12.41 | -0.37 | +12.78 |
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Drawdowns
ZPRM.DE vs. XEOD.DE - Drawdown Comparison
The maximum ZPRM.DE drawdown since its inception was -24.15%, smaller than the maximum XEOD.DE drawdown of -42.24%. Use the drawdown chart below to compare losses from any high point for ZPRM.DE and XEOD.DE.
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Drawdown Indicators
| ZPRM.DE | XEOD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.15% | -42.24% | +18.09% |
Max Drawdown (1Y)Largest decline over 1 year | -4.84% | -4.96% | +0.12% |
Max Drawdown (3Y)Largest decline over 3 years | -15.56% | -7.53% | -8.03% |
Max Drawdown (5Y)Largest decline over 5 years | -15.56% | -19.76% | +4.20% |
Max Drawdown (10Y)Largest decline over 10 years | — | -25.15% | — |
Current DrawdownCurrent decline from peak | -1.36% | -23.57% | +22.21% |
Average DrawdownAverage peak-to-trough decline | -4.04% | -24.65% | +20.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.18% | 2.25% | -1.07% |
Volatility
ZPRM.DE vs. XEOD.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 EUR Overnight Rate Swap UCITS ETF 1D (XEOD.DE) at 1.67%. This indicates that ZPRM.DE's price experiences larger fluctuations and is considered to be riskier than XEOD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ZPRM.DE | XEOD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.47% | 1.67% | +0.80% |
Volatility (6M)Calculated over the trailing 6-month period | 6.37% | 4.50% | +1.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.78% | 6.24% | +1.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.70% | 7.61% | +3.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.70% | 7.23% | +6.47% |
ZPRM.DE vs. XEOD.DE - Expense Ratio Comparison
ZPRM.DE has a 0.05% expense ratio, which is lower than XEOD.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. XEOD.DE - Dividend Comparison
ZPRM.DE has not paid dividends to shareholders, while XEOD.DE's dividend yield for the trailing twelve months is around 1.86%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XEOD.DE Xtrackers II EUR Overnight Rate Swap UCITS ETF 1D | 1.86% | 2.33% | 3.69% | 2.85% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 2.83% | 0.01% |
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 XEOD.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 XEOD.DE.
ZPRM.DE tracks Bloomberg US Treasury Bills 1-3 Month Index (MXN Hedged), while XEOD.DE tracks €STR + 8.5 bps. They also come from different issuers: State Street and Xtrackers. Their fees differ too: 0.05% for ZPRM.DE and 0.10% for XEOD.DE.
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