ZPRS.DE vs. XG12.DE
ZPRS.DE (SPDR MSCI World Small Cap UCITS ETF) and XG12.DE (Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C) are both Global Equities funds - ZPRS.DE tracks the MSCI World Small Cap while XG12.DE tracks the MSCI ACWI IMI SDG 12 Responsible Consumption and Production Select. Both are passively managed. Over the past 3 years, ZPRS.DE returned 14.74%/yr vs 12.73%/yr for XG12.DE. A 0.78 correlation means they provide meaningful diversification when combined. ZPRS.DE charges 0.45%/yr vs 0.35%/yr for XG12.DE.
Performance
ZPRS.DE vs. XG12.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 lower than XG12.DE's 39.92% return.
ZPRS.DE
- 1D
- 0.46%
- 1M
- 2.46%
- YTD
- 14.70%
- 6M
- 15.24%
- 1Y
- 30.01%
- 3Y*
- 14.74%
- 5Y*
- 7.87%
- 10Y*
- 9.81%
XG12.DE
- 1D
- -0.39%
- 1M
- 8.41%
- YTD
- 39.92%
- 6M
- 37.25%
- 1Y
- 53.56%
- 3Y*
- 12.73%
- 5Y*
- —
- 10Y*
- —
ZPRS.DE vs. XG12.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
ZPRS.DE SPDR MSCI World Small Cap UCITS ETF | 14.70% | 7.37% | 13.79% | 12.57% | -4.20% |
XG12.DE Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C | 39.92% | 8.69% | -4.44% | -8.34% | -5.33% |
Correlation
The correlation between ZPRS.DE and XG12.DE is 0.73, 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 | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2022 | 0.78 |
The correlation between ZPRS.DE and XG12.DE has been stable across timeframes, ranging from 0.73 to 0.78 - a consistent structural relationship.
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Return for Risk
ZPRS.DE vs. XG12.DE — Risk / Return Rank
ZPRS.DE
XG12.DE
ZPRS.DE vs. XG12.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 Global SDG 12 Circular Economy UCITS ETF 1C (XG12.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 | XG12.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.17 | ||
| Sortino ratioReturn per unit of downside risk | -1.50 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.59 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 4.14 | 7.95 | -3.81 |
| Martin ratioReturn relative to average drawdown | 15.60 | 25.46 | -9.85 |
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 | XG12.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.16 | 3.33 | -1.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.39 | +0.21 |
Drawdowns
ZPRS.DE vs. XG12.DE - Drawdown Comparison
The maximum ZPRS.DE drawdown since its inception was -40.22%, which is greater than XG12.DE's maximum drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for ZPRS.DE and XG12.DE.
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Drawdown Indicators
| ZPRS.DE | XG12.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.22% | -32.01% | -8.21% |
Max Drawdown (1Y)Largest decline over 1 year | -7.22% | -6.77% | -0.45% |
Max Drawdown (3Y)Largest decline over 3 years | -24.49% | -24.98% | +0.49% |
Max Drawdown (5Y)Largest decline over 5 years | -24.49% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -40.22% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.67% | +1.67% |
Average DrawdownAverage peak-to-trough decline | -6.41% | -14.28% | +7.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.92% | 2.12% | -0.20% |
Volatility
ZPRS.DE vs. XG12.DE - Volatility Comparison
The current volatility for SPDR MSCI World Small Cap UCITS ETF (ZPRS.DE) is 3.55%, while Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C (XG12.DE) has a volatility of 6.86%. This indicates that ZPRS.DE experiences smaller price fluctuations and is considered to be less risky than XG12.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 | XG12.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.55% | 6.86% | -3.31% |
Volatility (6M)Calculated over the trailing 6-month period | 9.68% | 12.62% | -2.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.83% | 16.18% | -2.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.58% | 17.44% | -0.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.26% | 17.44% | -0.18% |
ZPRS.DE vs. XG12.DE - Expense Ratio Comparison
ZPRS.DE has a 0.45% expense ratio, which is higher than XG12.DE's 0.35% expense ratio.
Dividends
ZPRS.DE vs. XG12.DE - Dividend Comparison
Neither ZPRS.DE nor XG12.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPRS.DE and XG12.DE have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XG12.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XG12.DE is cheaper with a 0.35% expense ratio, compared with 0.45% for ZPRS.DE.
ZPRS.DE tracks MSCI World Small Cap, while XG12.DE tracks MSCI ACWI IMI SDG 12 Responsible Consumption and Production Select. They also come from different issuers: State Street and Xtrackers. Their fees differ too: 0.45% for ZPRS.DE and 0.35% for XG12.DE.
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