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USNZ vs. PSWD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

USNZ vs. PSWD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers Net Zero Pathway Paris Aligned US Equity ETF (USNZ) and Xtrackers Cybersecurity Select Equity ETF (PSWD). The values are adjusted to include any dividend payments, if applicable.

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USNZ vs. PSWD - Yearly Performance Comparison


2026 (YTD)202520242023
USNZ
Xtrackers Net Zero Pathway Paris Aligned US Equity ETF
-6.96%17.76%21.96%6.59%
PSWD
Xtrackers Cybersecurity Select Equity ETF
-9.13%1.69%9.46%18.58%

Returns By Period

In the year-to-date period, USNZ achieves a -6.96% return, which is significantly higher than PSWD's -9.13% return.


USNZ

1D
3.12%
1M
-5.72%
YTD
-6.96%
6M
-4.57%
1Y
14.88%
3Y*
16.08%
5Y*
10Y*

PSWD

1D
2.92%
1M
-0.66%
YTD
-9.13%
6M
-18.67%
1Y
-6.91%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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USNZ vs. PSWD - Expense Ratio Comparison

USNZ has a 0.10% expense ratio, which is lower than PSWD's 0.20% 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

USNZ vs. PSWD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

USNZ
USNZ Risk / Return Rank: 4848
Overall Rank
USNZ Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
USNZ Sortino Ratio Rank: 4646
Sortino Ratio Rank
USNZ Omega Ratio Rank: 4747
Omega Ratio Rank
USNZ Calmar Ratio Rank: 4949
Calmar Ratio Rank
USNZ Martin Ratio Rank: 5454
Martin Ratio Rank

PSWD
PSWD Risk / Return Rank: 66
Overall Rank
PSWD Sharpe Ratio Rank: 77
Sharpe Ratio Rank
PSWD Sortino Ratio Rank: 77
Sortino Ratio Rank
PSWD Omega Ratio Rank: 77
Omega Ratio Rank
PSWD Calmar Ratio Rank: 66
Calmar Ratio Rank
PSWD Martin Ratio Rank: 44
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.

USNZ vs. PSWD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Net Zero Pathway Paris Aligned US Equity ETF (USNZ) and Xtrackers Cybersecurity Select Equity ETF (PSWD). 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.


USNZPSWDDifference

Sharpe ratio

Return per unit of total volatility

0.80

-0.27

+1.07

Sortino ratio

Return per unit of downside risk

1.27

-0.21

+1.48

Omega ratio

Gain probability vs. loss probability

1.18

0.97

+0.21

Calmar ratio

Return relative to maximum drawdown

1.27

-0.37

+1.64

Martin ratio

Return relative to average drawdown

5.35

-0.93

+6.28

USNZ vs. PSWD - Sharpe Ratio Comparison

The current USNZ Sharpe Ratio is 0.80, which is higher than the PSWD Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of USNZ and PSWD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


USNZPSWDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

-0.27

+1.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.93

0.31

+0.62

Correlation

The correlation between USNZ and PSWD is 0.67, 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

USNZ vs. PSWD - Dividend Comparison

USNZ's dividend yield for the trailing twelve months is around 1.12%, more than PSWD's 0.97% yield.


TTM2025202420232022
USNZ
Xtrackers Net Zero Pathway Paris Aligned US Equity ETF
1.12%1.02%1.14%1.19%0.80%
PSWD
Xtrackers Cybersecurity Select Equity ETF
0.97%0.88%1.49%0.55%0.00%

Drawdowns

USNZ vs. PSWD - Drawdown Comparison

The maximum USNZ drawdown since its inception was -19.16%, smaller than the maximum PSWD drawdown of -22.86%. Use the drawdown chart below to compare losses from any high point for USNZ and PSWD.


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Drawdown Indicators


USNZPSWDDifference

Max Drawdown

Largest peak-to-trough decline

-19.16%

-22.86%

+3.70%

Max Drawdown (1Y)

Largest decline over 1 year

-12.21%

-22.86%

+10.65%

Current Drawdown

Current decline from peak

-8.30%

-20.21%

+11.91%

Average Drawdown

Average peak-to-trough decline

-3.41%

-6.20%

+2.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.90%

9.04%

-6.14%

Volatility

USNZ vs. PSWD - Volatility Comparison

The current volatility for Xtrackers Net Zero Pathway Paris Aligned US Equity ETF (USNZ) is 5.84%, while Xtrackers Cybersecurity Select Equity ETF (PSWD) has a volatility of 7.87%. This indicates that USNZ experiences smaller price fluctuations and is considered to be less risky than PSWD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USNZPSWDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.84%

7.87%

-2.03%

Volatility (6M)

Calculated over the trailing 6-month period

10.33%

17.26%

-6.93%

Volatility (1Y)

Calculated over the trailing 1-year period

18.71%

25.71%

-7.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.76%

22.59%

-5.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.76%

22.59%

-5.83%