ZPRW.DE vs. XDDX.DE
ZPRW.DE (SPDR MSCI Europe Value UCITS ETF) and XDDX.DE (Xtrackers DAX ESG Screened UCITS ETF 1D) are both Europe Equities funds - ZPRW.DE tracks the MSCI Europe Value Exposure Select while XDDX.DE tracks the FSE DAX TR EUR. Both are passively managed. Over the past 10 years, ZPRW.DE returned 11.23%/yr vs 8.72%/yr for XDDX.DE. Their correlation of 0.87 suggests significant overlap in exposure. ZPRW.DE charges 0.20%/yr vs 0.09%/yr for XDDX.DE.
Performance
ZPRW.DE vs. XDDX.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ZPRW.DE achieves a 14.94% return, which is significantly higher than XDDX.DE's 3.88% return. Over the past 10 years, ZPRW.DE has outperformed XDDX.DE with an annualized return of 11.23%, while XDDX.DE has yielded a comparatively lower 8.72% annualized return.
ZPRW.DE
- 1D
- -0.40%
- 1M
- 1.29%
- 6M
- 11.98%
- YTD
- 14.94%
- 1Y
- 32.77%
- 3Y*
- 20.81%
- 5Y*
- 14.91%
- 10Y*
- 11.23%
XDDX.DE
- 1D
- -0.44%
- 1M
- -0.25%
- 6M
- 2.82%
- YTD
- 3.88%
- 1Y
- 6.10%
- 3Y*
- 14.27%
- 5Y*
- 8.66%
- 10Y*
- 8.72%
ZPRW.DE vs. XDDX.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ZPRW.DE SPDR MSCI Europe Value UCITS ETF | 14.94% | 35.69% | 8.88% | 13.70% | -4.74% | 27.37% | -7.65% | 23.75% | -14.98% | 10.96% |
XDDX.DE Xtrackers DAX ESG Screened UCITS ETF 1D | 3.88% | 19.14% | 16.17% | 19.56% | -13.67% | 15.21% | 3.12% | 24.70% | -18.53% | 12.16% |
Correlation
The correlation between ZPRW.DE and XDDX.DE is 0.78, 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 | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Feb 18, 2015 | 0.87 |
The correlation between ZPRW.DE and XDDX.DE has been stable across timeframes, ranging from 0.78 to 0.87 - a consistent structural relationship.
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Return for Risk
ZPRW.DE vs. XDDX.DE — Risk / Return Rank
ZPRW.DE
XDDX.DE
ZPRW.DE vs. XDDX.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 DAX ESG Screened UCITS ETF 1D (XDDX.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.
| ZPRW.DE | XDDX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.00 | ||
| Sortino ratioReturn per unit of downside risk | +2.65 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.08 | +0.36 |
| Calmar ratioReturn relative to maximum drawdown | 3.52 | 0.51 | +3.01 |
| Martin ratioReturn relative to average drawdown | 13.12 | 1.44 | +11.68 |
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Drawdowns
ZPRW.DE vs. XDDX.DE - Drawdown Comparison
The maximum ZPRW.DE drawdown since its inception was -39.52%, roughly equal to the maximum XDDX.DE drawdown of -38.74%. Use the drawdown chart below to compare losses from any high point for ZPRW.DE and XDDX.DE.
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Drawdown Indicators
| ZPRW.DE | XDDX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.52% | -38.74% | -0.78% |
Max Drawdown (1Y)Largest decline over 1 year | -9.27% | -11.96% | +2.69% |
Max Drawdown (3Y)Largest decline over 3 years | -17.03% | -16.62% | -0.41% |
Max Drawdown (5Y)Largest decline over 5 years | -18.41% | -27.03% | +8.62% |
Max Drawdown (10Y)Largest decline over 10 years | -39.52% | -38.74% | -0.78% |
Current DrawdownCurrent decline from peak | -0.46% | -2.10% | +1.64% |
Average DrawdownAverage peak-to-trough decline | -6.98% | -7.09% | +0.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 4.23% | -1.74% |
Volatility
ZPRW.DE vs. XDDX.DE - Volatility Comparison
SPDR MSCI Europe Value UCITS ETF (ZPRW.DE) and Xtrackers DAX ESG Screened UCITS ETF 1D (XDDX.DE) have volatilities of 3.73% and 3.88%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ZPRW.DE | XDDX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.73% | 3.88% | -0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 11.44% | 12.78% | -1.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.69% | 15.84% | -2.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.88% | 17.14% | -2.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.70% | 18.07% | -1.37% |
ZPRW.DE vs. XDDX.DE - Expense Ratio Comparison
ZPRW.DE has a 0.20% expense ratio, which is higher than XDDX.DE's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
ZPRW.DE vs. XDDX.DE - Dividend Comparison
ZPRW.DE has not paid dividends to shareholders, while XDDX.DE's dividend yield for the trailing twelve months is around 2.31%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XDDX.DE Xtrackers DAX ESG Screened UCITS ETF 1D | 2.31% | 2.40% | 2.68% | 3.34% | 5.35% | 2.05% | 3.14% | 2.81% | 2.34% | 2.16% | 1.40% | 1.06% |
ZPRW.DE SPDR MSCI Europe Value UCITS ETF | 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
ZPRW.DE and XDDX.DE have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDDX.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDDX.DE is cheaper with a 0.09% expense ratio, compared with 0.20% for ZPRW.DE.
ZPRW.DE tracks MSCI Europe Value Exposure Select, while XDDX.DE tracks FSE DAX TR EUR. They also come from different issuers: State Street and Xtrackers. Their fees differ too: 0.20% for ZPRW.DE and 0.09% for XDDX.DE.
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