USCP.DE vs. XRSM.DE
USCP.DE (Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR)) and XRSM.DE (Xtrackers MSCI USA ESG Screened UCITS ETF 1C) are both Large Cap Blend Equities funds - USCP.DE tracks the Shiller Barclays CAPE® US Sector Value while XRSM.DE tracks the MSCI USA Select ESG Screened. Both are passively managed. Over the past 10 years, USCP.DE returned 13.62%/yr vs 13.75%/yr for XRSM.DE. Their correlation of 0.87 suggests significant overlap in exposure. USCP.DE charges 0.65%/yr vs 0.07%/yr for XRSM.DE.
Performance
USCP.DE vs. XRSM.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, USCP.DE achieves a 3.57% return, which is significantly lower than XRSM.DE's 10.32% return. Both investments have delivered pretty close results over the past 10 years, with USCP.DE having a 13.62% annualized return and XRSM.DE not far ahead at 13.75%.
USCP.DE
- 1D
- 0.29%
- 1M
- 2.63%
- YTD
- 3.57%
- 6M
- 3.95%
- 1Y
- 9.61%
- 3Y*
- 10.36%
- 5Y*
- 9.81%
- 10Y*
- 13.62%
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%
USCP.DE vs. XRSM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USCP.DE Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) | 3.57% | -3.26% | 22.70% | 25.56% | -10.80% | 38.73% | 7.54% | 33.98% | 0.41% | 5.39% |
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 USCP.DE and XRSM.DE is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Jun 22, 2015 | 0.87 |
Over the past year, the correlation between USCP.DE and XRSM.DE has dropped to 0.52 - well below their long-term average of 0.87, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
USCP.DE vs. XRSM.DE — Risk / Return Rank
USCP.DE
XRSM.DE
USCP.DE vs. XRSM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.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.
| USCP.DE | XRSM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.98 | ||
| Sortino ratioReturn per unit of downside risk | -1.31 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.34 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.36 | 2.91 | -1.55 |
| Martin ratioReturn relative to average drawdown | 4.04 | 10.10 | -6.06 |
Loading charts...
Drawdowns
USCP.DE vs. XRSM.DE - Drawdown Comparison
The maximum USCP.DE drawdown since its inception was -34.80%, smaller than the maximum XRSM.DE drawdown of -40.30%. Use the drawdown chart below to compare losses from any high point for USCP.DE and XRSM.DE.
Loading charts...
Drawdown Indicators
| USCP.DE | XRSM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.80% | -40.30% | +5.50% |
Max Drawdown (1Y)Largest decline over 1 year | -7.04% | -8.52% | +1.48% |
Max Drawdown (3Y)Largest decline over 3 years | -19.22% | -24.45% | +5.23% |
Max Drawdown (5Y)Largest decline over 5 years | -19.22% | -24.45% | +5.23% |
Max Drawdown (10Y)Largest decline over 10 years | -34.80% | -40.30% | +5.50% |
Current DrawdownCurrent decline from peak | -5.19% | -1.28% | -3.91% |
Average DrawdownAverage peak-to-trough decline | -4.88% | -7.05% | +2.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.38% | 2.46% | -0.08% |
Volatility
USCP.DE vs. XRSM.DE - Volatility Comparison
The current volatility for Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.DE) is 2.92%, while Xtrackers MSCI USA ESG Screened UCITS ETF 1C (XRSM.DE) has a volatility of 3.75%. This indicates that USCP.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.
Loading charts...
Volatility by Period
| USCP.DE | XRSM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.92% | 3.75% | -0.83% |
Volatility (6M)Calculated over the trailing 6-month period | 7.34% | 8.94% | -1.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.08% | 12.85% | -2.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.47% | 16.09% | -1.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.10% | 18.16% | -2.06% |
USCP.DE vs. XRSM.DE - Expense Ratio Comparison
USCP.DE has a 0.65% expense ratio, which is higher than XRSM.DE's 0.07% expense ratio.
Dividends
USCP.DE vs. XRSM.DE - Dividend Comparison
Neither USCP.DE nor XRSM.DE has paid dividends to shareholders.
Frequently Asked Questions
USCP.DE and XRSM.DE have a correlation of 0.52, 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 0.65% for USCP.DE.
USCP.DE tracks Shiller Barclays CAPE® US Sector Value, while XRSM.DE tracks MSCI USA Select ESG Screened. They also come from different issuers: Natixis and Xtrackers. Their fees differ too: 0.65% for USCP.DE and 0.07% for XRSM.DE.
Find the right allocation for USCP.DE and XRSM.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer