DSEFX vs. USSG
Compare and contrast key facts about Domini Impact Equity Fund (DSEFX) and Xtrackers MSCI USA ESG Leaders Equity ETF (USSG).
DSEFX is managed by Domini. It was launched on Jun 3, 1991. USSG is a passively managed fund by Deutsche Bank that tracks the performance of the MSCI USA ESG Leaders. It was launched on Mar 7, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DSEFX or USSG.
Correlation
The correlation between DSEFX and USSG is 0.96, 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
DSEFX vs. USSG - Performance Comparison
Key characteristics
DSEFX:
-0.06
USSG:
0.17
DSEFX:
0.06
USSG:
0.38
DSEFX:
1.01
USSG:
1.05
DSEFX:
-0.05
USSG:
0.17
DSEFX:
-0.19
USSG:
0.69
DSEFX:
6.50%
USSG:
4.76%
DSEFX:
20.63%
USSG:
19.63%
DSEFX:
-80.93%
USSG:
-34.10%
DSEFX:
-17.49%
USSG:
-13.41%
Returns By Period
In the year-to-date period, DSEFX achieves a -9.95% return, which is significantly lower than USSG's -9.33% return.
DSEFX
-9.95%
-4.65%
-12.48%
0.10%
9.24%
4.50%
USSG
-9.33%
-4.28%
-8.66%
4.70%
15.37%
N/A
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DSEFX vs. USSG - Expense Ratio Comparison
DSEFX has a 1.09% expense ratio, which is higher than USSG's 0.10% expense ratio.
Risk-Adjusted Performance
DSEFX vs. USSG — Risk-Adjusted Performance Rank
DSEFX
USSG
DSEFX vs. USSG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Domini Impact Equity Fund (DSEFX) and Xtrackers MSCI USA ESG Leaders Equity ETF (USSG). 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
DSEFX vs. USSG - Dividend Comparison
DSEFX's dividend yield for the trailing twelve months is around 0.15%, less than USSG's 1.27% yield.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
DSEFX Domini Impact Equity Fund | 0.15% | 0.26% | 0.39% | 0.12% | 0.14% | 0.50% | 0.49% | 1.19% | 0.14% | 1.04% | 0.94% | 1.26% |
USSG Xtrackers MSCI USA ESG Leaders Equity ETF | 1.27% | 1.13% | 1.60% | 1.52% | 1.14% | 1.42% | 1.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DSEFX vs. USSG - Drawdown Comparison
The maximum DSEFX drawdown since its inception was -80.93%, which is greater than USSG's maximum drawdown of -34.10%. Use the drawdown chart below to compare losses from any high point for DSEFX and USSG. For additional features, visit the drawdowns tool.
Volatility
DSEFX vs. USSG - Volatility Comparison
Domini Impact Equity Fund (DSEFX) and Xtrackers MSCI USA ESG Leaders Equity ETF (USSG) have volatilities of 12.89% and 13.09%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.