ZPRS.DE vs. XWEB.DE
ZPRS.DE (SPDR MSCI World Small Cap UCITS ETF) and XWEB.DE (Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C) are both Global Equities funds - ZPRS.DE tracks the MSCI World Small Cap while XWEB.DE tracks the MSCI World Minimum Volatility Low Carbon SRI Screened Select. Both are passively managed. Over the past year, ZPRS.DE returned 30.01% vs 3.21% for XWEB.DE. A 0.58 correlation means they provide meaningful diversification when combined. ZPRS.DE charges 0.45%/yr vs 0.25%/yr for XWEB.DE.
Performance
ZPRS.DE vs. XWEB.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 XWEB.DE's 1.64% 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%
XWEB.DE
- 1D
- 0.38%
- 1M
- 1.45%
- YTD
- 1.64%
- 6M
- 1.85%
- 1Y
- 3.21%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ZPRS.DE vs. XWEB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ZPRS.DE SPDR MSCI World Small Cap UCITS ETF | 14.70% | 7.37% | 13.79% | 6.44% |
XWEB.DE Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C | 1.64% | 1.61% | 16.94% | 4.70% |
Correlation
The correlation between ZPRS.DE and XWEB.DE is 0.51, 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 | 0.51 |
Correlation (All Time) Calculated using the full available price history since Jul 18, 2023 | 0.58 |
The correlation between ZPRS.DE and XWEB.DE has been stable across timeframes, ranging from 0.51 to 0.58 - a consistent structural relationship.
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Return for Risk
ZPRS.DE vs. XWEB.DE — Risk / Return Rank
ZPRS.DE
XWEB.DE
ZPRS.DE vs. XWEB.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 ESG UCITS ETF 1C (XWEB.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 | XWEB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.75 | ||
| Sortino ratioReturn per unit of downside risk | +2.45 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.07 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 4.14 | 0.63 | +3.51 |
| Martin ratioReturn relative to average drawdown | 15.60 | 1.53 | +14.08 |
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 | XWEB.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.16 | 0.41 | +1.75 |
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 | 0.89 | -0.29 |
Drawdowns
ZPRS.DE vs. XWEB.DE - Drawdown Comparison
The maximum ZPRS.DE drawdown since its inception was -40.22%, which is greater than XWEB.DE's maximum drawdown of -14.46%. Use the drawdown chart below to compare losses from any high point for ZPRS.DE and XWEB.DE.
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Drawdown Indicators
| ZPRS.DE | XWEB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.22% | -14.46% | -25.76% |
Max Drawdown (1Y)Largest decline over 1 year | -7.22% | -5.03% | -2.19% |
Max Drawdown (3Y)Largest decline over 3 years | -24.49% | — | — |
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% | -3.10% | +3.10% |
Average DrawdownAverage peak-to-trough decline | -6.41% | -3.02% | -3.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.92% | 2.10% | -0.18% |
Volatility
ZPRS.DE vs. XWEB.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 ESG UCITS ETF 1C (XWEB.DE) at 2.21%. This indicates that ZPRS.DE's price experiences larger fluctuations and is considered to be riskier than XWEB.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 | XWEB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.55% | 2.21% | +1.34% |
Volatility (6M)Calculated over the trailing 6-month period | 9.68% | 5.37% | +4.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.83% | 7.78% | +6.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.58% | 9.49% | +7.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.26% | 9.49% | +7.77% |
ZPRS.DE vs. XWEB.DE - Expense Ratio Comparison
ZPRS.DE has a 0.45% expense ratio, which is higher than XWEB.DE's 0.25% expense ratio.
Dividends
ZPRS.DE vs. XWEB.DE - Dividend Comparison
Neither ZPRS.DE nor XWEB.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPRS.DE and XWEB.DE have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XWEB.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XWEB.DE is cheaper with a 0.25% expense ratio, compared with 0.45% for ZPRS.DE.
ZPRS.DE tracks MSCI World Small Cap, while XWEB.DE tracks MSCI World Minimum Volatility Low Carbon SRI Screened Select. They also come from different issuers: State Street and Xtrackers. Their fees differ too: 0.45% for ZPRS.DE and 0.25% for XWEB.DE.
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