SDUS.L vs. XZMD.L
Compare and contrast key facts about iShares MSCI USA ESG Screened UCITS ETF USD (Dist) (SDUS.L) and Xtrackers MSCI USA ESG UCITS ETF 1D (XZMD.L).
SDUS.L and XZMD.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SDUS.L is a passively managed fund by iShares that tracks the performance of the Russell 1000 TR USD. It was launched on Oct 19, 2018. XZMD.L is a passively managed fund by Xtrackers that tracks the performance of the Russell 1000 TR USD. It was launched on Apr 20, 2022. Both SDUS.L and XZMD.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SDUS.L vs. XZMD.L - Performance Comparison
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SDUS.L vs. XZMD.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SDUS.L iShares MSCI USA ESG Screened UCITS ETF USD (Dist) | -5.46% | 17.72% | 26.89% | 30.69% | -9.83% |
XZMD.L Xtrackers MSCI USA ESG UCITS ETF 1D | -5.97% | 15.91% | 26.20% | 29.82% | -9.60% |
Returns By Period
In the year-to-date period, SDUS.L achieves a -5.46% return, which is significantly higher than XZMD.L's -5.97% return.
SDUS.L
- 1D
- 2.67%
- 1M
- -3.64%
- YTD
- -5.46%
- 6M
- -2.30%
- 1Y
- 18.58%
- 3Y*
- 19.46%
- 5Y*
- 11.74%
- 10Y*
- —
XZMD.L
- 1D
- 2.87%
- 1M
- -4.26%
- YTD
- -5.97%
- 6M
- -0.33%
- 1Y
- 20.34%
- 3Y*
- 19.38%
- 5Y*
- —
- 10Y*
- —
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SDUS.L vs. XZMD.L - Expense Ratio Comparison
SDUS.L has a 0.07% expense ratio, which is lower than XZMD.L's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
SDUS.L vs. XZMD.L — Risk / Return Rank
SDUS.L
XZMD.L
SDUS.L vs. XZMD.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA ESG Screened UCITS ETF USD (Dist) (SDUS.L) and Xtrackers MSCI USA ESG UCITS ETF 1D (XZMD.L). 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.
| SDUS.L | XZMD.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 2.02 | -0.93 |
Sortino ratioReturn per unit of downside risk | 1.61 | 2.88 | -1.27 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.36 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.90 | 1.29 | +0.61 |
Martin ratioReturn relative to average drawdown | 7.67 | 4.73 | +2.94 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SDUS.L | XZMD.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 2.02 | -0.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 1.11 | -0.31 |
Correlation
The correlation between SDUS.L and XZMD.L is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SDUS.L vs. XZMD.L - Dividend Comparison
SDUS.L's dividend yield for the trailing twelve months is around 0.85%, more than XZMD.L's 0.76% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SDUS.L iShares MSCI USA ESG Screened UCITS ETF USD (Dist) | 0.85% | 0.80% | 0.90% | 1.06% | 1.32% | 0.95% | 1.18% | 1.40% | 0.22% |
XZMD.L Xtrackers MSCI USA ESG UCITS ETF 1D | 0.76% | 0.79% | 0.95% | 0.95% | 0.54% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SDUS.L vs. XZMD.L - Drawdown Comparison
The maximum SDUS.L drawdown since its inception was -33.90%, which is greater than XZMD.L's maximum drawdown of -20.62%. Use the drawdown chart below to compare losses from any high point for SDUS.L and XZMD.L.
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Drawdown Indicators
| SDUS.L | XZMD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.90% | -20.62% | -13.28% |
Max Drawdown (1Y)Largest decline over 1 year | -12.42% | -11.61% | -0.81% |
Max Drawdown (5Y)Largest decline over 5 years | -26.23% | — | — |
Current DrawdownCurrent decline from peak | -6.42% | -8.24% | +1.82% |
Average DrawdownAverage peak-to-trough decline | -5.55% | -5.05% | -0.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.35% | 5.60% | -3.25% |
Volatility
SDUS.L vs. XZMD.L - Volatility Comparison
iShares MSCI USA ESG Screened UCITS ETF USD (Dist) (SDUS.L) and Xtrackers MSCI USA ESG UCITS ETF 1D (XZMD.L) have volatilities of 5.07% and 5.17%, 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.
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Volatility by Period
| SDUS.L | XZMD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.07% | 5.17% | -0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 9.26% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 17.07% | 23.60% | -6.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.75% | 23.81% | -7.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.31% | 23.81% | -5.50% |