ZPRS.DE vs. XDEB.DE
ZPRS.DE (SPDR MSCI World Small Cap UCITS ETF) and XDEB.DE (Xtrackers MSCI World Minimum Volatility UCITS ETF 1C) are both Global Equities funds - ZPRS.DE tracks the MSCI World Small Cap while XDEB.DE tracks the MSCI ACWI NR USD. Both are passively managed. Over the past 10 years, ZPRS.DE returned 9.81%/yr vs 6.88%/yr for XDEB.DE. A 0.56 correlation means they provide meaningful diversification when combined. ZPRS.DE charges 0.45%/yr vs 0.25%/yr for XDEB.DE.
Performance
ZPRS.DE vs. XDEB.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ZPRS.DE achieves a 14.70% return, which is significantly higher than XDEB.DE's 1.74% return. Over the past 10 years, ZPRS.DE has outperformed XDEB.DE with an annualized return of 9.81%, while XDEB.DE has yielded a comparatively lower 6.88% annualized return.
ZPRS.DE
- 1D
- 0.46%
- 1M
- 3.86%
- YTD
- 14.70%
- 6M
- 15.69%
- 1Y
- 30.01%
- 3Y*
- 14.74%
- 5Y*
- 7.87%
- 10Y*
- 9.81%
XDEB.DE
- 1D
- -0.04%
- 1M
- 1.52%
- YTD
- 1.74%
- 6M
- 1.86%
- 1Y
- -0.08%
- 3Y*
- 6.45%
- 5Y*
- 6.21%
- 10Y*
- 6.88%
ZPRS.DE vs. XDEB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ZPRS.DE SPDR MSCI World Small Cap UCITS ETF | 14.70% | 7.37% | 13.79% | 12.57% | -13.88% | 25.10% | 5.40% | 30.21% | -11.45% | 7.16% |
XDEB.DE Xtrackers MSCI World Minimum Volatility UCITS ETF 1C | 1.74% | -1.27% | 17.83% | 3.66% | -4.06% | 24.01% | -6.66% | 26.17% | 1.99% | 3.04% |
Correlation
The correlation between ZPRS.DE and XDEB.DE is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Oct 2, 2014 | 0.56 |
Over the past year, the correlation between ZPRS.DE and XDEB.DE has dropped to 0.34 - well below their long-term average of 0.56, suggesting their price drivers have been diverging.
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Return for Risk
ZPRS.DE vs. XDEB.DE — Risk / Return Rank
ZPRS.DE
XDEB.DE
ZPRS.DE vs. XDEB.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI World Small Cap UCITS ETF (ZPRS.DE) and Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.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.
| ZPRS.DE | XDEB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.17 | ||
| Sortino ratioReturn per unit of downside risk | +3.03 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.00 | +0.37 |
| Calmar ratioReturn relative to maximum drawdown | 4.14 | -0.02 | +4.16 |
| Martin ratioReturn relative to average drawdown | 15.60 | -0.03 | +15.64 |
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
| ZPRS.DE | XDEB.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.16 | -0.01 | +2.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.61 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.62 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.70 | -0.10 |
Drawdowns
ZPRS.DE vs. XDEB.DE - Drawdown Comparison
The maximum ZPRS.DE drawdown since its inception was -40.22%, which is greater than XDEB.DE's maximum drawdown of -28.57%. Use the drawdown chart below to compare losses from any high point for ZPRS.DE and XDEB.DE.
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Drawdown Indicators
| ZPRS.DE | XDEB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.22% | -28.57% | -11.65% |
Max Drawdown (1Y)Largest decline over 1 year | -7.22% | -5.31% | -1.91% |
Max Drawdown (3Y)Largest decline over 3 years | -24.49% | -13.02% | -11.47% |
Max Drawdown (5Y)Largest decline over 5 years | -24.49% | -13.02% | -11.47% |
Max Drawdown (10Y)Largest decline over 10 years | -40.22% | -28.57% | -11.65% |
Current DrawdownCurrent decline from peak | 0.00% | -6.53% | +6.53% |
Average DrawdownAverage peak-to-trough decline | -6.41% | -5.03% | -1.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.92% | 2.37% | -0.45% |
Volatility
ZPRS.DE vs. XDEB.DE - Volatility Comparison
SPDR MSCI World Small Cap UCITS ETF (ZPRS.DE) has a higher volatility of 3.55% compared to Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.DE) at 2.63%. This indicates that ZPRS.DE's price experiences larger fluctuations and is considered to be riskier than XDEB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ZPRS.DE | XDEB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.55% | 2.63% | +0.92% |
Volatility (6M)Calculated over the trailing 6-month period | 9.68% | 5.56% | +4.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.83% | 7.86% | +5.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.58% | 10.16% | +6.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.26% | 12.03% | +5.23% |
ZPRS.DE vs. XDEB.DE - Expense Ratio Comparison
ZPRS.DE has a 0.45% expense ratio, which is higher than XDEB.DE's 0.25% expense ratio.
Dividends
ZPRS.DE vs. XDEB.DE - Dividend Comparison
Neither ZPRS.DE nor XDEB.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPRS.DE and XDEB.DE have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDEB.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDEB.DE is cheaper with a 0.25% expense ratio, compared with 0.45% for ZPRS.DE.
ZPRS.DE tracks MSCI World Small Cap, while XDEB.DE tracks MSCI ACWI NR USD. They also come from different issuers: State Street and DWS. Their fees differ too: 0.45% for ZPRS.DE and 0.25% for XDEB.DE.
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