UBUR.DE vs. XRSM.DE
UBUR.DE (UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis) and XRSM.DE (Xtrackers MSCI USA ESG Screened UCITS ETF 1C) are both Large Cap Blend Equities funds - UBUR.DE tracks the MSCI USA Select Dynamic 50% Risk Weighted while XRSM.DE tracks the MSCI USA Select ESG Screened. Both are passively managed. Over the past 10 years, UBUR.DE returned 9.24%/yr vs 13.75%/yr for XRSM.DE. A 0.71 correlation means they provide meaningful diversification when combined. UBUR.DE charges 0.18%/yr vs 0.07%/yr for XRSM.DE.
Performance
UBUR.DE vs. XRSM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, UBUR.DE achieves a 5.99% return, which is significantly lower than XRSM.DE's 10.32% return. Over the past 10 years, UBUR.DE has underperformed XRSM.DE with an annualized return of 9.24%, while XRSM.DE has yielded a comparatively higher 13.75% annualized return.
UBUR.DE
- 1D
- -0.03%
- 1M
- 3.23%
- YTD
- 5.99%
- 6M
- 6.88%
- 1Y
- 6.70%
- 3Y*
- 8.11%
- 5Y*
- 7.54%
- 10Y*
- 9.24%
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%
UBUR.DE vs. XRSM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UBUR.DE UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis | 5.99% | -5.50% | 20.30% | 3.14% | -1.97% | 35.27% | -5.38% | 32.02% | 2.78% | 2.01% |
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 UBUR.DE and XRSM.DE is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Sep 22, 2015 | 0.71 |
Over the past year, the correlation between UBUR.DE and XRSM.DE has dropped to 0.04 - well below their long-term average of 0.71, suggesting their price drivers have been diverging.
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Return for Risk
UBUR.DE vs. XRSM.DE — Risk / Return Rank
UBUR.DE
XRSM.DE
UBUR.DE vs. XRSM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UBUR.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.
| UBUR.DE | XRSM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.29 | ||
| Sortino ratioReturn per unit of downside risk | -1.66 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.34 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 0.86 | 2.91 | -2.05 |
| Martin ratioReturn relative to average drawdown | 2.03 | 10.10 | -8.07 |
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Drawdowns
UBUR.DE vs. XRSM.DE - Drawdown Comparison
The maximum UBUR.DE drawdown since its inception was -35.34%, smaller than the maximum XRSM.DE drawdown of -40.30%. Use the drawdown chart below to compare losses from any high point for UBUR.DE and XRSM.DE.
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Drawdown Indicators
| UBUR.DE | XRSM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.34% | -40.30% | +4.96% |
Max Drawdown (1Y)Largest decline over 1 year | -7.81% | -8.52% | +0.71% |
Max Drawdown (3Y)Largest decline over 3 years | -14.40% | -24.45% | +10.05% |
Max Drawdown (5Y)Largest decline over 5 years | -14.40% | -24.45% | +10.05% |
Max Drawdown (10Y)Largest decline over 10 years | -35.34% | -40.30% | +4.96% |
Current DrawdownCurrent decline from peak | -6.37% | -1.28% | -5.09% |
Average DrawdownAverage peak-to-trough decline | -5.83% | -7.05% | +1.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.30% | 2.46% | +0.84% |
Volatility
UBUR.DE vs. XRSM.DE - Volatility Comparison
UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UBUR.DE) has a higher volatility of 4.18% compared to Xtrackers MSCI USA ESG Screened UCITS ETF 1C (XRSM.DE) at 3.75%. This indicates that UBUR.DE's price experiences larger fluctuations and is considered to be riskier 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
| UBUR.DE | XRSM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.18% | 3.75% | +0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 7.74% | 8.94% | -1.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.59% | 12.85% | -2.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.43% | 16.09% | -3.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.14% | 18.16% | -4.02% |
UBUR.DE vs. XRSM.DE - Expense Ratio Comparison
UBUR.DE has a 0.18% expense ratio, which is higher than XRSM.DE's 0.07% 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%.
Dividends
UBUR.DE vs. XRSM.DE - Dividend Comparison
UBUR.DE's dividend yield for the trailing twelve months is around 1.79%, while XRSM.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
UBUR.DE UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis | 1.79% | 2.04% | 1.57% | 1.52% | 1.37% | 1.09% | 1.84% | 1.58% | 1.66% | 1.70% | 1.45% |
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% |
Frequently Asked Questions
UBUR.DE and XRSM.DE have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 0.18% for UBUR.DE.
UBUR.DE tracks MSCI USA Select Dynamic 50% Risk Weighted, while XRSM.DE tracks MSCI USA Select ESG Screened. They also come from different issuers: UBS and Xtrackers. Their fees differ too: 0.18% for UBUR.DE and 0.07% for XRSM.DE.
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