5ESG.DE vs. XZMU.DE
Compare and contrast key facts about UBS ETF (IE) S&P 500 ESG UCITS ETF (hedged to GBP) A-dis (5ESG.DE) and Xtrackers MSCI USA ESG UCITS ETF 1C (XZMU.DE).
5ESG.DE and XZMU.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 5ESG.DE is a passively managed fund by Invesco that tracks the performance of the Russell 1000 TR USD. It was launched on Mar 10, 2020. XZMU.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI USA Low Carbon SRI Leaders. It was launched on May 8, 2018. Both 5ESG.DE and XZMU.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: 5ESG.DE or XZMU.DE.
Key characteristics
| 5ESG.DE | XZMU.DE | |
|---|---|---|
| YTD Return | 29.96% | 31.67% |
| 1Y Return | 37.04% | 40.72% |
| 3Y Return (Ann) | 13.28% | 11.95% |
| Sharpe Ratio | 2.97 | 2.89 |
| Sortino Ratio | 4.03 | 3.89 |
| Omega Ratio | 1.61 | 1.57 |
| Calmar Ratio | 3.97 | 4.09 |
| Martin Ratio | 16.81 | 16.02 |
| Ulcer Index | 2.11% | 2.41% |
| Daily Std Dev | 11.87% | 13.31% |
| Max Drawdown | -16.73% | -33.82% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between 5ESG.DE and XZMU.DE is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
5ESG.DE vs. XZMU.DE - Performance Comparison
In the year-to-date period, 5ESG.DE achieves a 29.96% return, which is significantly lower than XZMU.DE's 31.67% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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5ESG.DE vs. XZMU.DE - Expense Ratio Comparison
5ESG.DE has a 0.17% expense ratio, which is higher than XZMU.DE's 0.15% 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%.
Risk-Adjusted Performance
5ESG.DE vs. XZMU.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) S&P 500 ESG UCITS ETF (hedged to GBP) A-dis (5ESG.DE) and Xtrackers MSCI USA ESG UCITS ETF 1C (XZMU.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.
Dividends
5ESG.DE vs. XZMU.DE - Dividend Comparison
Neither 5ESG.DE nor XZMU.DE has paid dividends to shareholders.
Drawdowns
5ESG.DE vs. XZMU.DE - Drawdown Comparison
The maximum 5ESG.DE drawdown since its inception was -16.73%, smaller than the maximum XZMU.DE drawdown of -33.82%. Use the drawdown chart below to compare losses from any high point for 5ESG.DE and XZMU.DE. For additional features, visit the drawdowns tool.
Volatility
5ESG.DE vs. XZMU.DE - Volatility Comparison
The current volatility for UBS ETF (IE) S&P 500 ESG UCITS ETF (hedged to GBP) A-dis (5ESG.DE) is 3.49%, while Xtrackers MSCI USA ESG UCITS ETF 1C (XZMU.DE) has a volatility of 3.87%. This indicates that 5ESG.DE experiences smaller price fluctuations and is considered to be less risky than XZMU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.