DMXF vs. USXF
Compare and contrast key facts about iShares ESG Advanced MSCI EAFE ETF (DMXF) and iShares ESG Advanced MSCI USA ETF (USXF).
DMXF and USXF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DMXF is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Choice ESG Screened Index. It was launched on Jun 16, 2020. USXF is a passively managed fund by iShares that tracks the performance of the MSCI USA Choice ESG Screened Index. It was launched on Jun 16, 2020. Both DMXF and USXF 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: DMXF or USXF.
Performance
DMXF vs. USXF - Performance Comparison
Returns By Period
In the year-to-date period, DMXF achieves a 5.31% return, which is significantly lower than USXF's 29.61% return.
DMXF
5.31%
-6.01%
-2.58%
11.85%
N/A
N/A
USXF
29.61%
0.77%
14.04%
38.63%
N/A
N/A
Key characteristics
| DMXF | USXF | |
|---|---|---|
| Sharpe Ratio | 0.89 | 2.45 |
| Sortino Ratio | 1.33 | 3.28 |
| Omega Ratio | 1.16 | 1.44 |
| Calmar Ratio | 1.03 | 3.93 |
| Martin Ratio | 3.99 | 15.23 |
| Ulcer Index | 3.11% | 2.63% |
| Daily Std Dev | 13.91% | 16.32% |
| Max Drawdown | -34.52% | -29.54% |
| Current Drawdown | -8.95% | -1.95% |
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DMXF vs. USXF - Expense Ratio Comparison
DMXF has a 0.12% expense ratio, which is higher than USXF's 0.10% 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%.
Correlation
The correlation between DMXF and USXF is 0.74, 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.
Risk-Adjusted Performance
DMXF vs. USXF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Advanced MSCI EAFE ETF (DMXF) and iShares ESG Advanced MSCI USA ETF (USXF). 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
DMXF vs. USXF - Dividend Comparison
DMXF's dividend yield for the trailing twelve months is around 2.39%, more than USXF's 0.98% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
DMXF iShares ESG Advanced MSCI EAFE ETF | 2.39% | 2.29% | 2.37% | 1.91% | 0.31% |
USXF iShares ESG Advanced MSCI USA ETF | 0.98% | 1.21% | 1.39% | 0.85% | 0.58% |
Drawdowns
DMXF vs. USXF - Drawdown Comparison
The maximum DMXF drawdown since its inception was -34.52%, which is greater than USXF's maximum drawdown of -29.54%. Use the drawdown chart below to compare losses from any high point for DMXF and USXF. For additional features, visit the drawdowns tool.
Volatility
DMXF vs. USXF - Volatility Comparison
The current volatility for iShares ESG Advanced MSCI EAFE ETF (DMXF) is 4.25%, while iShares ESG Advanced MSCI USA ETF (USXF) has a volatility of 4.57%. This indicates that DMXF experiences smaller price fluctuations and is considered to be less risky than USXF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.