ZPRX.DE vs. XDG6.DE
ZPRX.DE (SPDR MSCI Europe Small Cap Value Weighted UCITS ETF) and XDG6.DE (Xtrackers MSCI Global SDG 6 Clean Water & Sanitation UCITS ETF 1C) are both exchange-traded funds - ZPRX.DE is a Europe Equities fund tracking the MSCI Europe Small Cap Value Weighted, while XDG6.DE is a Water Equities fund tracking the MSCI ACWI IMI SDG 6 Clean Water and Sanitation Select. Both are passively managed. Over the past 3 years, ZPRX.DE returned 15.09%/yr vs -0.40%/yr for XDG6.DE. A 0.59 correlation means they provide meaningful diversification when combined. ZPRX.DE charges 0.30%/yr vs 0.35%/yr for XDG6.DE.
Performance
ZPRX.DE vs. XDG6.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ZPRX.DE achieves a 7.81% return, which is significantly higher than XDG6.DE's -2.76% return.
ZPRX.DE
- 1D
- 0.33%
- 1M
- 3.14%
- YTD
- 7.81%
- 6M
- 11.48%
- 1Y
- 17.16%
- 3Y*
- 15.09%
- 5Y*
- 7.77%
- 10Y*
- 8.15%
XDG6.DE
- 1D
- -0.16%
- 1M
- -0.31%
- YTD
- -2.76%
- 6M
- -2.57%
- 1Y
- -5.66%
- 3Y*
- -0.40%
- 5Y*
- —
- 10Y*
- —
ZPRX.DE vs. XDG6.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ZPRX.DE SPDR MSCI Europe Small Cap Value Weighted UCITS ETF | 7.81% | 26.81% | 4.28% | 4.71% |
XDG6.DE Xtrackers MSCI Global SDG 6 Clean Water & Sanitation UCITS ETF 1C | -2.76% | -6.75% | 5.72% | 3.49% |
Correlation
The correlation between ZPRX.DE and XDG6.DE is 0.57, 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 | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Feb 13, 2023 | 0.59 |
The correlation between ZPRX.DE and XDG6.DE has been stable across timeframes, ranging from 0.57 to 0.59 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ZPRX.DE vs. XDG6.DE — Risk / Return Rank
ZPRX.DE
XDG6.DE
ZPRX.DE vs. XDG6.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe Small Cap Value Weighted UCITS ETF (ZPRX.DE) and Xtrackers MSCI Global SDG 6 Clean Water & Sanitation UCITS ETF 1C (XDG6.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.
| ZPRX.DE | XDG6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.69 | ||
| Sortino ratioReturn per unit of downside risk | +2.39 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 0.93 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 1.47 | -0.62 | +2.09 |
| Martin ratioReturn relative to average drawdown | 5.42 | -1.28 | +6.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| ZPRX.DE | XDG6.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.23 | -0.46 | +1.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | -0.02 | +0.41 |
Drawdowns
ZPRX.DE vs. XDG6.DE - Drawdown Comparison
The maximum ZPRX.DE drawdown since its inception was -43.93%, which is greater than XDG6.DE's maximum drawdown of -17.80%. Use the drawdown chart below to compare losses from any high point for ZPRX.DE and XDG6.DE.
Loading charts...
Drawdown Indicators
| ZPRX.DE | XDG6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.93% | -17.80% | -26.13% |
Max Drawdown (1Y)Largest decline over 1 year | -11.63% | -9.14% | -2.49% |
Max Drawdown (3Y)Largest decline over 3 years | -15.95% | -17.80% | +1.85% |
Max Drawdown (5Y)Largest decline over 5 years | -27.52% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -43.93% | — | — |
Current DrawdownCurrent decline from peak | -1.51% | -15.65% | +14.14% |
Average DrawdownAverage peak-to-trough decline | -7.71% | -6.37% | -1.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 4.41% | -1.25% |
Volatility
ZPRX.DE vs. XDG6.DE - Volatility Comparison
The current volatility for SPDR MSCI Europe Small Cap Value Weighted UCITS ETF (ZPRX.DE) is 4.17%, while Xtrackers MSCI Global SDG 6 Clean Water & Sanitation UCITS ETF 1C (XDG6.DE) has a volatility of 7.49%. This indicates that ZPRX.DE experiences smaller price fluctuations and is considered to be less risky than XDG6.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ZPRX.DE | XDG6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.17% | 7.49% | -3.32% |
Volatility (6M)Calculated over the trailing 6-month period | 11.30% | 10.27% | +1.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.94% | 12.26% | +1.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.69% | 11.80% | +4.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.14% | 11.80% | +6.34% |
ZPRX.DE vs. XDG6.DE - Expense Ratio Comparison
ZPRX.DE has a 0.30% expense ratio, which is lower than XDG6.DE's 0.35% expense ratio.
Dividends
ZPRX.DE vs. XDG6.DE - Dividend Comparison
Neither ZPRX.DE nor XDG6.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPRX.DE and XDG6.DE have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ZPRX.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZPRX.DE is cheaper with a 0.30% expense ratio, compared with 0.35% for XDG6.DE.
ZPRX.DE is categorized as Europe Equities, while XDG6.DE is Water Equities. ZPRX.DE tracks MSCI Europe Small Cap Value Weighted, while XDG6.DE tracks MSCI ACWI IMI SDG 6 Clean Water and Sanitation Select. They also come from different issuers: State Street and Xtrackers. Their fees differ too: 0.30% for ZPRX.DE and 0.35% for XDG6.DE.
Find the right allocation for ZPRX.DE and XDG6.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer