PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
USFM.L vs. XZMD.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

USFM.L vs. XZMD.L

Last updated Apr 2, 2026

Compare and contrast key facts about UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) A-dis (USFM.L) and Xtrackers MSCI USA ESG UCITS ETF 1D (XZMD.L).

USFM.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. USFM.L is a passively managed fund by UBS that tracks the performance of the Russell 1000 TR USD. It was launched on Apr 27, 2017. 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 USFM.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

USFM.L vs. XZMD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) A-dis (USFM.L) and Xtrackers MSCI USA ESG UCITS ETF 1D (XZMD.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

USFM.L vs. XZMD.L - Yearly Performance Comparison

2026 (YTD)2025202420232022
USFM.L
UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) A-dis		1.10%5.73%20.11%10.47%0.09%
XZMD.L
Xtrackers MSCI USA ESG UCITS ETF 1D		-5.14%8.37%27.57%23.85%-5.73%
Different Trading Currencies

USFM.L is traded in GBp, while XZMD.L is traded in USD. To make them comparable, the XZMD.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, USFM.L achieves a 1.10% return, which is significantly higher than XZMD.L's -5.14% return.

USFM.L

1D
1.35%
1M
-3.78%
YTD
1.10%
6M
3.75%
1Y
10.44%
3Y*
12.69%
5Y*
9.92%
10Y*
—

XZMD.L

1D
2.63%
1M
-3.18%
YTD
-5.14%
6M
1.73%
1Y
17.29%
3Y*
16.40%
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) A-dis

Xtrackers MSCI USA ESG UCITS ETF 1D

Often compared with USFM.L:
USFM.L vs. SMGB.LUSFM.L vs. XMVU.LUSFM.L vs. HIUS.LUSFM.L vs. UC04.LUSFM.L vs. UDVD.LUSFM.L vs. UC95.LUSFM.L vs. CAPS.L
Often compared with XZMD.L:
XZMD.L vs. XZMU.DEXZMD.L vs. XDUS.LXZMD.L vs. FEX.LXZMD.L vs. CAPS.LXZMD.L vs. MVEA.LXZMD.L vs. FEXD.LXZMD.L vs. FRUE.L

USFM.L vs. XZMD.L - Expense Ratio Comparison

USFM.L has a 0.25% expense ratio, which is higher than XZMD.L's 0.15% 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%.

USFM.L
UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) A-dis
XZMD.L
Xtrackers MSCI USA ESG UCITS ETF 1D

Return for Risk

USFM.L vs. XZMD.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
USFM.L
USFM.L Risk / Return Rank: 4545
Overall Rank
USFM.L Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
USFM.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
USFM.L Omega Ratio Rank: 3838
Omega Ratio Rank
USFM.L Calmar Ratio Rank: 5959
Calmar Ratio Rank
USFM.L Martin Ratio Rank: 5252
Martin Ratio Rank
XZMD.L
XZMD.L Risk / Return Rank: 7171
Overall Rank
XZMD.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
XZMD.L Sortino Ratio Rank: 9393
Sortino Ratio Rank
XZMD.L Omega Ratio Rank: 8585
Omega Ratio Rank
XZMD.L Calmar Ratio Rank: 4444
Calmar Ratio Rank
XZMD.L Martin Ratio Rank: 4444
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

USFM.L vs. XZMD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) A-dis (USFM.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.

USFM.LXZMD.LDifference

Sharpe ratio

Return per unit of total volatility

0.81

1.70

-0.89

Sortino ratio

Return per unit of downside risk

1.15

2.54

-1.39

Omega ratio

Gain probability vs. loss probability

1.16

1.32

-0.15

Calmar ratio

Return relative to maximum drawdown

1.70

0.95

+0.75

Martin ratio

Return relative to average drawdown

5.74

2.81

+2.93

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

USFM.L vs. XZMD.L - Sharpe Ratio Comparison

The current USFM.L Sharpe Ratio is 0.81, which is lower than the XZMD.L Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of USFM.L and XZMD.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Loading graphics...

Sharpe Ratios by Period

USFM.LXZMD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

1.70

-0.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

1.05

-0.29

Correlation

The correlation between USFM.L and XZMD.L is 0.44, 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

USFM.L vs. XZMD.L - Dividend Comparison

USFM.L's dividend yield for the trailing twelve months is around 1.18%, more than XZMD.L's 0.76% yield.

TTM202520242023202220212020201920182017
USFM.L
UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) A-dis		1.18%1.20%1.14%1.37%1.22%1.01%1.34%1.30%1.37%0.30%
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%0.00%

Drawdowns

USFM.L vs. XZMD.L - Drawdown Comparison

The maximum USFM.L drawdown since its inception was -27.52%, which is greater than XZMD.L's maximum drawdown of -22.72%. Use the drawdown chart below to compare losses from any high point for USFM.L and XZMD.L.

Loading graphics...

Drawdown Indicators

USFM.LXZMD.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.52%

-20.62%

-6.90%

Max Drawdown (1Y)

Largest decline over 1 year

-10.00%

-11.61%

+1.61%

Max Drawdown (5Y)

Largest decline over 5 years

-17.40%

—

—

Current Drawdown

Current decline from peak

-3.78%

-8.24%

+4.46%

Average Drawdown

Average peak-to-trough decline

-3.54%

-5.05%

+1.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.80%

5.60%

-3.80%

Volatility

USFM.L vs. XZMD.L - Volatility Comparison

The current volatility for UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) A-dis (USFM.L) is 3.65%, while Xtrackers MSCI USA ESG UCITS ETF 1D (XZMD.L) has a volatility of 5.26%. This indicates that USFM.L experiences smaller price fluctuations and is considered to be less risky than XZMD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading graphics...

Volatility by Period

USFM.LXZMD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.65%

5.26%

-1.61%

Volatility (6M)

Calculated over the trailing 6-month period

7.22%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

12.80%

23.47%

-10.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.28%

22.09%

-8.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.42%

22.09%

-6.67%