ZPRW.DE vs. XAIX.DE
ZPRW.DE (SPDR MSCI Europe Value UCITS ETF) and XAIX.DE (Xtrackers Artificial Intelligence & Big Data UCITS ETF) are both exchange-traded funds - ZPRW.DE is a Europe Equities fund tracking the MSCI Europe Value Exposure Select, while XAIX.DE is a Technology Equities fund tracking the Nasdaq Global Artificial Intelligence and Big Data. Both are passively managed. Over the past 5 years, ZPRW.DE returned 13.99%/yr vs 22.22%/yr for XAIX.DE. At a 0.46 correlation, their price movements are largely independent. ZPRW.DE charges 0.20%/yr vs 0.35%/yr for XAIX.DE.
Performance
ZPRW.DE vs. XAIX.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ZPRW.DE achieves a 11.85% return, which is significantly lower than XAIX.DE's 37.21% return.
ZPRW.DE
- 1D
- 0.72%
- 1M
- 3.83%
- YTD
- 11.85%
- 6M
- 15.32%
- 1Y
- 31.00%
- 3Y*
- 20.72%
- 5Y*
- 13.99%
- 10Y*
- 10.74%
XAIX.DE
- 1D
- -2.02%
- 1M
- 18.07%
- YTD
- 37.21%
- 6M
- 38.87%
- 1Y
- 62.15%
- 3Y*
- 36.02%
- 5Y*
- 22.22%
- 10Y*
- —
ZPRW.DE vs. XAIX.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ZPRW.DE SPDR MSCI Europe Value UCITS ETF | 11.85% | 35.70% | 8.86% | 13.72% | -4.74% | 27.39% | -7.65% | 15.60% |
XAIX.DE Xtrackers Artificial Intelligence & Big Data UCITS ETF | 37.21% | 15.25% | 34.63% | 63.77% | -31.80% | 35.85% | 24.44% | 15.10% |
Correlation
The correlation between ZPRW.DE and XAIX.DE is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Feb 6, 2019 | 0.46 |
The correlation between ZPRW.DE and XAIX.DE shifts across timeframes, from 0.37 (3 years) to 0.48 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
ZPRW.DE vs. XAIX.DE — Risk / Return Rank
ZPRW.DE
XAIX.DE
ZPRW.DE vs. XAIX.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe Value UCITS ETF (ZPRW.DE) and Xtrackers Artificial Intelligence & Big Data UCITS ETF (XAIX.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.
| ZPRW.DE | XAIX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.75 | ||
| Sortino ratioReturn per unit of downside risk | -0.81 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.51 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.33 | 5.11 | -1.78 |
| Martin ratioReturn relative to average drawdown | 12.39 | 14.72 | -2.33 |
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
| ZPRW.DE | XAIX.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | 3.03 | -0.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 1.06 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 1.08 | -0.63 |
Drawdowns
ZPRW.DE vs. XAIX.DE - Drawdown Comparison
The maximum ZPRW.DE drawdown since its inception was -39.54%, which is greater than XAIX.DE's maximum drawdown of -33.08%. Use the drawdown chart below to compare losses from any high point for ZPRW.DE and XAIX.DE.
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Drawdown Indicators
| ZPRW.DE | XAIX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.54% | -33.08% | -6.46% |
Max Drawdown (1Y)Largest decline over 1 year | -9.27% | -12.10% | +2.83% |
Max Drawdown (3Y)Largest decline over 3 years | -17.04% | -27.61% | +10.57% |
Max Drawdown (5Y)Largest decline over 5 years | -18.41% | -33.08% | +14.67% |
Max Drawdown (10Y)Largest decline over 10 years | -39.54% | — | — |
Current DrawdownCurrent decline from peak | -1.75% | -3.11% | +1.36% |
Average DrawdownAverage peak-to-trough decline | -6.92% | -7.39% | +0.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 4.21% | -1.71% |
Volatility
ZPRW.DE vs. XAIX.DE - Volatility Comparison
The current volatility for SPDR MSCI Europe Value UCITS ETF (ZPRW.DE) is 4.40%, while Xtrackers Artificial Intelligence & Big Data UCITS ETF (XAIX.DE) has a volatility of 8.63%. This indicates that ZPRW.DE experiences smaller price fluctuations and is considered to be less risky than XAIX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ZPRW.DE | XAIX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.40% | 8.63% | -4.23% |
Volatility (6M)Calculated over the trailing 6-month period | 10.84% | 16.15% | -5.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.53% | 20.43% | -6.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.89% | 20.73% | -5.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.54% | 21.30% | -3.76% |
ZPRW.DE vs. XAIX.DE - Expense Ratio Comparison
ZPRW.DE has a 0.20% expense ratio, which is lower than XAIX.DE's 0.35% expense ratio.
Dividends
ZPRW.DE vs. XAIX.DE - Dividend Comparison
Neither ZPRW.DE nor XAIX.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPRW.DE and XAIX.DE have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ZPRW.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZPRW.DE is cheaper with a 0.20% expense ratio, compared with 0.35% for XAIX.DE.
ZPRW.DE is categorized as Europe Equities, while XAIX.DE is Technology Equities. ZPRW.DE tracks MSCI Europe Value Exposure Select, while XAIX.DE tracks Nasdaq Global Artificial Intelligence and Big Data. They also come from different issuers: State Street and Xtrackers. Their fees differ too: 0.20% for ZPRW.DE and 0.35% for XAIX.DE.
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