IQQN.DE vs. XRSM.DE
IQQN.DE (iShares MSCI North America UCITS ETF) and XRSM.DE (Xtrackers MSCI USA ESG Screened UCITS ETF 1C) are both Large Cap Blend Equities funds - IQQN.DE tracks the MSCI North America while XRSM.DE tracks the MSCI USA Select ESG Screened. Both are passively managed. Over the past 10 years, IQQN.DE returned 14.56%/yr vs 13.75%/yr for XRSM.DE. With a 0.95 correlation, they move nearly in lockstep. IQQN.DE charges 0.40%/yr vs 0.07%/yr for XRSM.DE.
Performance
IQQN.DE vs. XRSM.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with IQQN.DE having a 10.41% return and XRSM.DE slightly lower at 10.32%. Over the past 10 years, IQQN.DE has outperformed XRSM.DE with an annualized return of 14.56%, while XRSM.DE has yielded a comparatively lower 13.75% annualized return.
IQQN.DE
- 1D
- -0.92%
- 1M
- 0.29%
- YTD
- 10.41%
- 6M
- 10.72%
- 1Y
- 24.25%
- 3Y*
- 18.66%
- 5Y*
- 13.01%
- 10Y*
- 14.56%
XRSM.DE
- 1D
- -1.09%
- 1M
- 0.21%
- YTD
- 10.32%
- 6M
- 10.25%
- 1Y
- 24.87%
- 3Y*
- 19.47%
- 5Y*
- 13.21%
- 10Y*
- 13.75%
IQQN.DE vs. XRSM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IQQN.DE iShares MSCI North America UCITS ETF | 10.41% | 4.95% | 31.43% | 22.31% | -15.50% | 38.10% | 8.53% | 34.22% | -2.32% | 6.17% |
XRSM.DE Xtrackers MSCI USA ESG Screened UCITS ETF 1C | 10.32% | 4.95% | 33.21% | 25.49% | -17.04% | 39.25% | 5.31% | 33.46% | -6.52% | 3.51% |
Correlation
The correlation between IQQN.DE and XRSM.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.96 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.97 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.98 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Mar 6, 2015 | 0.95 |
The correlation between IQQN.DE and XRSM.DE has been stable across timeframes, ranging from 0.95 to 0.98 - a consistent structural relationship.
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Return for Risk
IQQN.DE vs. XRSM.DE — Risk / Return Rank
IQQN.DE
XRSM.DE
IQQN.DE vs. XRSM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI North America UCITS ETF (IQQN.DE) and Xtrackers MSCI USA ESG Screened UCITS ETF 1C (XRSM.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IQQN.DE | XRSM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.11 | ||
| Sortino ratioReturn per unit of downside risk | +0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.34 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.34 | 2.91 | +0.44 |
| Martin ratioReturn relative to average drawdown | 11.68 | 10.10 | +1.58 |
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Drawdowns
IQQN.DE vs. XRSM.DE - Drawdown Comparison
The maximum IQQN.DE drawdown since its inception was -52.40%, which is greater than XRSM.DE's maximum drawdown of -40.30%. Use the drawdown chart below to compare losses from any high point for IQQN.DE and XRSM.DE.
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Drawdown Indicators
| IQQN.DE | XRSM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.40% | -40.30% | -12.10% |
Max Drawdown (1Y)Largest decline over 1 year | -7.22% | -8.52% | +1.30% |
Max Drawdown (3Y)Largest decline over 3 years | -23.46% | -24.45% | +0.99% |
Max Drawdown (5Y)Largest decline over 5 years | -23.46% | -24.45% | +0.99% |
Max Drawdown (10Y)Largest decline over 10 years | -34.38% | -40.30% | +5.92% |
Current DrawdownCurrent decline from peak | -0.95% | -1.28% | +0.33% |
Average DrawdownAverage peak-to-trough decline | -9.12% | -7.05% | -2.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.07% | 2.46% | -0.39% |
Volatility
IQQN.DE vs. XRSM.DE - Volatility Comparison
The current volatility for iShares MSCI North America UCITS ETF (IQQN.DE) is 3.30%, while Xtrackers MSCI USA ESG Screened UCITS ETF 1C (XRSM.DE) has a volatility of 3.75%. This indicates that IQQN.DE experiences smaller price fluctuations and is considered to be less risky than XRSM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IQQN.DE | XRSM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.30% | 3.75% | -0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 8.01% | 8.94% | -0.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.88% | 12.85% | -0.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.29% | 16.09% | -0.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.10% | 18.16% | -2.06% |
IQQN.DE vs. XRSM.DE - Expense Ratio Comparison
IQQN.DE has a 0.40% expense ratio, which is higher than XRSM.DE's 0.07% expense ratio.
Dividends
IQQN.DE vs. XRSM.DE - Dividend Comparison
IQQN.DE's dividend yield for the trailing twelve months is around 0.60%, while XRSM.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IQQN.DE iShares MSCI North America UCITS ETF | 0.60% | 0.68% | 0.75% | 0.99% | 1.15% | 0.73% | 1.09% | 1.22% | 1.42% | 1.34% | 1.37% | 1.53% |
XRSM.DE Xtrackers MSCI USA ESG Screened UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.96, IQQN.DE and XRSM.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, XRSM.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XRSM.DE is cheaper with a 0.07% expense ratio, compared with 0.40% for IQQN.DE.
IQQN.DE tracks MSCI North America, while XRSM.DE tracks MSCI USA Select ESG Screened. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.40% for IQQN.DE and 0.07% for XRSM.DE.
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