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USSG vs. DSEFX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between USSG and DSEFX is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 1.0

Performance

USSG vs. DSEFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI USA ESG Leaders Equity ETF (USSG) and Domini Impact Equity Fund (DSEFX). The values are adjusted to include any dividend payments, if applicable.

80.00%90.00%100.00%110.00%120.00%130.00%140.00%150.00%NovemberDecember2025FebruaryMarchApril
119.56%
103.13%
USSG
DSEFX

Key characteristics

Sharpe Ratio

USSG:

0.35

DSEFX:

0.38

Sortino Ratio

USSG:

0.63

DSEFX:

0.66

Omega Ratio

USSG:

1.09

DSEFX:

1.09

Calmar Ratio

USSG:

0.35

DSEFX:

0.37

Martin Ratio

USSG:

1.31

DSEFX:

1.45

Ulcer Index

USSG:

5.34%

DSEFX:

5.22%

Daily Std Dev

USSG:

20.19%

DSEFX:

19.82%

Max Drawdown

USSG:

-34.10%

DSEFX:

-77.24%

Current Drawdown

USSG:

-11.55%

DSEFX:

-11.59%

Returns By Period

In the year-to-date period, USSG achieves a -7.38% return, which is significantly higher than DSEFX's -7.87% return.


USSG

YTD

-7.38%

1M

-2.39%

6M

-6.92%

1Y

5.58%

5Y*

15.17%

10Y*

N/A

DSEFX

YTD

-7.87%

1M

-3.02%

6M

-6.10%

1Y

6.32%

5Y*

12.49%

10Y*

8.99%

*Annualized

Compare stocks, funds, or ETFs

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


USSG vs. DSEFX - Expense Ratio Comparison

USSG has a 0.10% expense ratio, which is lower than DSEFX's 1.09% expense ratio.


Expense ratio chart for DSEFX: current value is 1.09%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DSEFX: 1.09%
Expense ratio chart for USSG: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
USSG: 0.10%

Risk-Adjusted Performance

USSG vs. DSEFX — Risk-Adjusted Performance Rank

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

USSG
The Risk-Adjusted Performance Rank of USSG is 4949
Overall Rank
The Sharpe Ratio Rank of USSG is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of USSG is 4848
Sortino Ratio Rank
The Omega Ratio Rank of USSG is 4949
Omega Ratio Rank
The Calmar Ratio Rank of USSG is 5151
Calmar Ratio Rank
The Martin Ratio Rank of USSG is 4949
Martin Ratio Rank

DSEFX
The Risk-Adjusted Performance Rank of DSEFX is 5050
Overall Rank
The Sharpe Ratio Rank of DSEFX is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of DSEFX is 4949
Sortino Ratio Rank
The Omega Ratio Rank of DSEFX is 4949
Omega Ratio Rank
The Calmar Ratio Rank of DSEFX is 5353
Calmar Ratio Rank
The Martin Ratio Rank of DSEFX is 4949
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

USSG vs. DSEFX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA ESG Leaders Equity ETF (USSG) and Domini Impact Equity Fund (DSEFX). 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.


The chart of Sharpe ratio for USSG, currently valued at 0.35, compared to the broader market-1.000.001.002.003.004.00
USSG: 0.35
DSEFX: 0.38
The chart of Sortino ratio for USSG, currently valued at 0.63, compared to the broader market-2.000.002.004.006.008.00
USSG: 0.63
DSEFX: 0.66
The chart of Omega ratio for USSG, currently valued at 1.09, compared to the broader market0.501.001.502.002.50
USSG: 1.09
DSEFX: 1.09
The chart of Calmar ratio for USSG, currently valued at 0.35, compared to the broader market0.002.004.006.008.0010.0012.00
USSG: 0.35
DSEFX: 0.37
The chart of Martin ratio for USSG, currently valued at 1.31, compared to the broader market0.0020.0040.0060.00
USSG: 1.31
DSEFX: 1.45

The current USSG Sharpe Ratio is 0.35, which is comparable to the DSEFX Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of USSG and DSEFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.35
0.38
USSG
DSEFX

Dividends

USSG vs. DSEFX - Dividend Comparison

USSG's dividend yield for the trailing twelve months is around 1.25%, less than DSEFX's 5.49% yield.


TTM20242023202220212020201920182017201620152014
USSG
Xtrackers MSCI USA ESG Leaders Equity ETF
1.25%1.13%1.60%1.52%1.13%1.42%1.21%0.00%0.00%0.00%0.00%0.00%
DSEFX
Domini Impact Equity Fund
5.49%5.18%1.01%1.83%6.00%2.29%2.42%14.44%5.31%2.67%6.44%8.80%

Drawdowns

USSG vs. DSEFX - Drawdown Comparison

The maximum USSG drawdown since its inception was -34.10%, smaller than the maximum DSEFX drawdown of -77.24%. Use the drawdown chart below to compare losses from any high point for USSG and DSEFX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.55%
-11.59%
USSG
DSEFX

Volatility

USSG vs. DSEFX - Volatility Comparison

Xtrackers MSCI USA ESG Leaders Equity ETF (USSG) and Domini Impact Equity Fund (DSEFX) have volatilities of 13.79% and 13.58%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.79%
13.58%
USSG
DSEFX