USSG vs. ESG
Compare and contrast key facts about Xtrackers MSCI USA ESG Leaders Equity ETF (USSG) and FlexShares STOXX US ESG Select Index Fund (ESG).
USSG and ESG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. USSG is a passively managed fund by Deutsche Bank that tracks the performance of the MSCI USA ESG Leaders. It was launched on Mar 7, 2019. ESG is a passively managed fund by Northern Trust that tracks the performance of the STOXX USA ESG Select KPIs Index. It was launched on Jul 13, 2016. Both USSG and ESG 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
USSG vs. ESG - Performance Comparison
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USSG vs. ESG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
USSG Xtrackers MSCI USA ESG Leaders Equity ETF | -5.86% | 18.97% | 23.45% | 29.17% | -20.33% | 31.83% | 18.71% | 19.24% |
ESG FlexShares STOXX US ESG Select Index Fund | -3.94% | 16.04% | 20.22% | 27.86% | -19.89% | 28.48% | 20.75% | 20.18% |
Returns By Period
In the year-to-date period, USSG achieves a -5.86% return, which is significantly lower than ESG's -3.94% return.
USSG
- 1D
- 3.04%
- 1M
- -5.48%
- YTD
- -5.86%
- 6M
- -2.23%
- 1Y
- 19.80%
- 3Y*
- 18.19%
- 5Y*
- 11.59%
- 10Y*
- —
ESG
- 1D
- 2.39%
- 1M
- -4.95%
- YTD
- -3.94%
- 6M
- -1.14%
- 1Y
- 14.10%
- 3Y*
- 16.48%
- 5Y*
- 10.34%
- 10Y*
- —
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USSG vs. ESG - Expense Ratio Comparison
USSG has a 0.10% expense ratio, which is lower than ESG's 0.32% expense ratio.
Return for Risk
USSG vs. ESG — Risk / Return Rank
USSG
ESG
USSG vs. ESG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA ESG Leaders Equity ETF (USSG) and FlexShares STOXX US ESG Select Index Fund (ESG). 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.
| USSG | ESG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | 0.81 | +0.25 |
Sortino ratioReturn per unit of downside risk | 1.63 | 1.27 | +0.36 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.19 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.79 | 1.19 | +0.60 |
Martin ratioReturn relative to average drawdown | 7.10 | 5.61 | +1.49 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| USSG | ESG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 0.81 | +0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.62 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.74 | -0.01 |
Correlation
The correlation between USSG and ESG is 0.96, 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.
Dividends
USSG vs. ESG - Dividend Comparison
USSG's dividend yield for the trailing twelve months is around 1.10%, more than ESG's 1.01% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
USSG Xtrackers MSCI USA ESG Leaders Equity ETF | 1.10% | 1.02% | 1.13% | 1.60% | 1.52% | 1.13% | 1.42% | 1.21% | 0.00% | 0.00% | 0.00% |
ESG FlexShares STOXX US ESG Select Index Fund | 1.01% | 0.96% | 1.18% | 1.10% | 1.38% | 1.03% | 1.33% | 1.51% | 1.72% | 1.52% | 0.92% |
Drawdowns
USSG vs. ESG - Drawdown Comparison
The maximum USSG drawdown since its inception was -34.10%, roughly equal to the maximum ESG drawdown of -32.53%. Use the drawdown chart below to compare losses from any high point for USSG and ESG.
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Drawdown Indicators
| USSG | ESG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.10% | -32.53% | -1.57% |
Max Drawdown (1Y)Largest decline over 1 year | -11.33% | -12.29% | +0.96% |
Max Drawdown (5Y)Largest decline over 5 years | -27.00% | -26.04% | -0.96% |
Current DrawdownCurrent decline from peak | -8.51% | -6.49% | -2.02% |
Average DrawdownAverage peak-to-trough decline | -5.70% | -5.14% | -0.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.86% | 2.61% | +0.25% |
Volatility
USSG vs. ESG - Volatility Comparison
Xtrackers MSCI USA ESG Leaders Equity ETF (USSG) has a higher volatility of 5.64% compared to FlexShares STOXX US ESG Select Index Fund (ESG) at 4.75%. This indicates that USSG's price experiences larger fluctuations and is considered to be riskier than ESG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USSG | ESG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.64% | 4.75% | +0.89% |
Volatility (6M)Calculated over the trailing 6-month period | 10.22% | 8.67% | +1.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.66% | 17.43% | +1.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.54% | 16.75% | +0.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.30% | 18.46% | +1.84% |