USSG vs. DSEFX

Last updated Jun 23, 2026

USSG (Xtrackers MSCI USA ESG Leaders Equity ETF) and DSEFX (Domini Impact Equity Fund) are both Large Cap Growth Equities funds. Over the past 5 years, USSG returned 13.57%/yr vs 9.84%/yr for DSEFX. With a 0.96 correlation, they move nearly in lockstep. USSG charges 0.10%/yr vs 1.09%/yr for DSEFX.

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.

Returns By Period

In the year-to-date period, USSG achieves a 8.92% return, which is significantly lower than DSEFX's 9.38% return.

USSG

• 1D: -0.47%
• 1M: -0.02%
• YTD: 8.92%
• 6M: 8.06%
• 1Y: 27.66%
• 3Y*: 21.57%
• 5Y*: 13.57%
• 10Y*: —

DSEFX

• 1D: 1.16%
• 1M: 0.40%
• YTD: 9.38%
• 6M: 9.12%
• 1Y: 23.48%
• 3Y*: 17.10%
• 5Y*: 9.84%
• 10Y*: 13.10%

*Multi-year figures are annualized to reflect compound growth (CAGR)

USSG vs. DSEFX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
USSG Xtrackers MSCI USA ESG Leaders Equity ETF	8.92%	18.97%	23.45%	29.17%	-20.33%	31.83%	18.71%	19.24%
DSEFX Domini Impact Equity Fund	9.38%	11.51%	21.68%	28.43%	-25.70%	21.44%	30.06%	19.19%

Correlation

The correlation between USSG and DSEFX is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.92
Correlation (3Y) Calculated over the trailing 3-year period	0.95
Correlation (5Y) Calculated over the trailing 5-year period	0.96
Correlation (All Time) Calculated using the full available price history since Mar 7, 2019	0.96

The correlation between USSG and DSEFX has been stable across timeframes, ranging from 0.92 to 0.96 - a consistent structural relationship.

Return for Risk

USSG vs. DSEFX — Risk / Return Rank

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

USSG

USSG Risk / Return Rank: 60
USSG Sharpe Ratio Rank: 64
USSG Sortino Ratio Rank: 62
USSG Omega Ratio Rank: 60
USSG Calmar Ratio Rank: 51
USSG Martin Ratio Rank: 60

DSEFX

DSEFX Risk / Return Rank: 42
DSEFX Sharpe Ratio Rank: 44
DSEFX Sortino Ratio Rank: 41
DSEFX Omega Ratio Rank: 41
DSEFX Calmar Ratio Rank: 38
DSEFX Martin Ratio Rank: 49

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.

USSG vs. DSEFX - Risk-Adjusted Trends 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.

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.

	USSG	DSEFX	Difference
Sharpe ratio: Return per unit of total volatility	2.03	1.80	+0.23
Sortino ratio: Return per unit of downside risk	2.81	2.48	+0.33
Omega ratio: Gain probability vs. loss probability	1.36	1.32	+0.04
Calmar ratio: Return relative to maximum drawdown	2.48	2.22	+0.26
Martin ratio: Return relative to average drawdown	10.49	9.59	+0.90

USSG vs. DSEFX - Sharpe Ratio Comparison

The current USSG Sharpe Ratio is 2.03, which is comparable to the DSEFX Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of USSG and DSEFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

USSG vs. DSEFX - Drawdown Comparison

The maximum USSG drawdown since its inception was -34.10%, smaller than the maximum DSEFX drawdown of -57.66%. Use the drawdown chart below to compare losses from any high point for USSG and DSEFX.

Drawdown Indicators

	USSG	DSEFX	Difference
Max Drawdown Largest peak-to-trough decline	-34.10%	-57.66%	+23.56%
Max Drawdown (1Y) Largest decline over 1 year	-11.20%	-10.49%	-0.71%
Max Drawdown (3Y) Largest decline over 3 years	-20.00%	-20.32%	+0.32%
Max Drawdown (5Y) Largest decline over 5 years	-27.00%	-30.86%	+3.86%
Max Drawdown (10Y) Largest decline over 10 years	—	-31.09%	—
Current Drawdown Current decline from peak	-1.74%	-2.18%	+0.44%
Average Drawdown Average peak-to-trough decline	-5.57%	-10.90%	+5.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.64%	2.42%	+0.22%

Volatility

USSG vs. DSEFX - Volatility Comparison

Xtrackers MSCI USA ESG Leaders Equity ETF (USSG) and Domini Impact Equity Fund (DSEFX) have volatilities of 5.11% and 5.08%, 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.

Volatility by Period

	USSG	DSEFX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.11%	5.08%	+0.03%
Volatility (6M) Calculated over the trailing 6-month period	10.89%	10.48%	+0.41%
Volatility (1Y) Calculated over the trailing 1-year period	13.68%	12.90%	+0.78%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.69%	18.11%	-0.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.17%	18.68%	+1.49%

USSG vs. DSEFX - Expense Ratio Comparison

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

Dividends

USSG vs. DSEFX - Dividend Comparison

USSG's dividend yield for the trailing twelve months is around 0.99%, less than DSEFX's 10.27% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DSEFX Domini Impact Equity Fund	10.27%	11.18%	5.18%	1.01%	1.83%	6.00%	2.29%	2.42%	14.44%	5.31%	2.67%	6.44%
USSG Xtrackers MSCI USA ESG Leaders Equity ETF	0.99%	1.02%	1.13%	1.60%	1.52%	1.13%	1.42%	1.21%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both USSG and DSEFX in my portfolio?

With a correlation of 0.92, USSG and DSEFX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, USSG or DSEFX?

USSG has higher volatility (5.11%) compared to DSEFX (5.08%). In terms of maximum drawdown, USSG dropped -34.10% vs DSEFX's -57.66%.

Which has better risk-adjusted returns?

USSG currently has the higher Sharpe Ratio (2.03 vs 1.80), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.