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Xtrackers MSCI USA ESG UCITS ETF 1D (XZMD.L) Sharpe Ratio: 1.44

ETF · Currency in USD · Last updated Jul 16, 2026

XZMD.L is a passive ETF by Xtrackers tracking the investment results of the Russell 1000 TR USD. XZMD.L launched on Apr 20, 2022 and has a 0.15% expense ratio.

XZMD.L's Sharpe Ratio of 1.44 indicates that for each unit of volatility, it generates 1.44 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 16, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

XZMD.L Sharpe Ratio Rank

XZMD.L Sharpe Ratio Rank: 50.350
Average

XZMD.L ranks above 50.3% of all investments in our database based on Sharpe Ratio over the past 12 months, showing balanced returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns are proportional to volatility—neither strong nor weak
  • Evaluate whether the volatility profile aligns with your risk tolerance
  • Review higher-ranked alternatives in the same category
  • Monitor rank direction to identify improving or deteriorating trends

XZMD.L Sharpe Ratio Market Positioning

The chart shows XZMD.L's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.74 or lower
  • Yellow zone (middle 50%): 0.74 to 1.91
  • Green zone (top 25%): 1.91 or higher
  • Top 1%: 6.42+
  • Median: 1.42 — half of all investments score higher

How it compares to other similar ETFs

The table compares Xtrackers MSCI USA ESG UCITS ETF 1D's Sharpe Ratio with other ETFs in the Large Cap Blend Equities category across multiple time periods, showing how XZMD.L's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 16, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
FLXK.LFranklin FTSE Korea UCITS ETF USD (Acc)3.14
HSUS.LHSBC USA Sustainable Equity UCITS ETF USD2.44
USFM.LUBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) A-dis2.38
FUSD.LFidelity US Quality Income UCITS ETF Income USD Shares2.13
FLXU.LFranklin LibertyQ U.S. Equity UCITS ETF2.10
FUQA.LFidelity US Quality Income ETF Acc2.08
ESES.LInvesco MSCI Emerging Markets Universal Screened UCITS ETF USD (Acc)2.06
FLQA.LFranklin FTSE Asia ex China ex Japan UCITS ETF USD (Acc)2.06
UFSD.LiShares Edge MSCI USA Multifactor UCITS ETF USD (Dist)2.01
ISDU.LiShares MSCI USA Islamic UCITS ETF2.01
XZMD.LXtrackers MSCI USA ESG UCITS ETF 1D1.44

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows XZMD.L's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when XZMD.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

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