ZPRX.DE vs. XDW0.DE
ZPRX.DE (SPDR MSCI Europe Small Cap Value Weighted UCITS ETF) and XDW0.DE (Xtrackers MSCI World Energy UCITS ETF 1C) are both exchange-traded funds - ZPRX.DE is a Europe Equities fund tracking the MSCI Europe Small Cap Value Weighted, while XDW0.DE is a Energy Equities fund tracking the MSCI World/Energy NR USD. Both are passively managed. Over the past 10 years, ZPRX.DE returned 8.15%/yr vs 9.20%/yr for XDW0.DE. At a 0.47 correlation, their price movements are largely independent. ZPRX.DE charges 0.30%/yr vs 0.25%/yr for XDW0.DE.
Performance
ZPRX.DE vs. XDW0.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ZPRX.DE achieves a 7.81% return, which is significantly lower than XDW0.DE's 32.75% return. Over the past 10 years, ZPRX.DE has underperformed XDW0.DE with an annualized return of 8.15%, while XDW0.DE has yielded a comparatively higher 9.20% annualized 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%
XDW0.DE
- 1D
- -0.47%
- 1M
- -0.80%
- YTD
- 32.75%
- 6M
- 29.37%
- 1Y
- 45.08%
- 3Y*
- 15.71%
- 5Y*
- 20.33%
- 10Y*
- 9.20%
ZPRX.DE vs. XDW0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ZPRX.DE SPDR MSCI Europe Small Cap Value Weighted UCITS ETF | 7.81% | 26.81% | 4.28% | 15.28% | -13.52% | 27.58% | -3.52% | 29.02% | -19.20% | 12.89% |
XDW0.DE Xtrackers MSCI World Energy UCITS ETF 1C | 32.75% | 2.24% | 7.48% | 0.18% | 53.95% | 52.18% | -36.97% | 14.05% | -12.13% | -7.68% |
Correlation
The correlation between ZPRX.DE and XDW0.DE is -0.10, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | 0.47 |
The correlation between ZPRX.DE and XDW0.DE shifts across timeframes, from -0.10 (1 year) to 0.47 (all time), reflecting how their relationship changes across market environments.
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. XDW0.DE — Risk / Return Rank
ZPRX.DE
XDW0.DE
ZPRX.DE vs. XDW0.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 World Energy UCITS ETF 1C (XDW0.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 | XDW0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.87 | ||
| Sortino ratioReturn per unit of downside risk | -0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.37 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.47 | 2.98 | -1.51 |
| Martin ratioReturn relative to average drawdown | 5.42 | 9.92 | -4.50 |
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 | XDW0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.23 | 2.10 | -0.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.84 | -0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.35 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.37 | +0.03 |
Drawdowns
ZPRX.DE vs. XDW0.DE - Drawdown Comparison
The maximum ZPRX.DE drawdown since its inception was -43.93%, smaller than the maximum XDW0.DE drawdown of -61.44%. Use the drawdown chart below to compare losses from any high point for ZPRX.DE and XDW0.DE.
Loading charts...
Drawdown Indicators
| ZPRX.DE | XDW0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.93% | -61.44% | +17.51% |
Max Drawdown (1Y)Largest decline over 1 year | -11.63% | -15.05% | +3.42% |
Max Drawdown (3Y)Largest decline over 3 years | -15.95% | -23.71% | +7.76% |
Max Drawdown (5Y)Largest decline over 5 years | -27.52% | -23.71% | -3.81% |
Max Drawdown (10Y)Largest decline over 10 years | -43.93% | -61.44% | +17.51% |
Current DrawdownCurrent decline from peak | -1.51% | -7.38% | +5.87% |
Average DrawdownAverage peak-to-trough decline | -7.71% | -13.84% | +6.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 4.53% | -1.37% |
Volatility
ZPRX.DE vs. XDW0.DE - Volatility Comparison
The current volatility for SPDR MSCI Europe Small Cap Value Weighted UCITS ETF (ZPRX.DE) is 4.17%, while Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) has a volatility of 6.96%. This indicates that ZPRX.DE experiences smaller price fluctuations and is considered to be less risky than XDW0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ZPRX.DE | XDW0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.17% | 6.96% | -2.79% |
Volatility (6M)Calculated over the trailing 6-month period | 11.30% | 18.42% | -7.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.94% | 21.48% | -7.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.69% | 24.04% | -7.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.14% | 26.02% | -7.88% |
ZPRX.DE vs. XDW0.DE - Expense Ratio Comparison
ZPRX.DE has a 0.30% expense ratio, which is higher than XDW0.DE's 0.25% expense ratio.
Dividends
ZPRX.DE vs. XDW0.DE - Dividend Comparison
Neither ZPRX.DE nor XDW0.DE has paid dividends to shareholders.
Frequently Asked Questions
ZPRX.DE and XDW0.DE have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDW0.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDW0.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for ZPRX.DE.
ZPRX.DE is categorized as Europe Equities, while XDW0.DE is Energy Equities. ZPRX.DE tracks MSCI Europe Small Cap Value Weighted, while XDW0.DE tracks MSCI World/Energy NR USD. They also come from different issuers: State Street and Xtrackers. Their fees differ too: 0.30% for ZPRX.DE and 0.25% for XDW0.DE.
Find the right allocation for ZPRX.DE and XDW0.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