USSG vs. FMTM

Last updated Apr 1, 2026

Compare and contrast key facts about Xtrackers MSCI USA ESG Leaders Equity ETF (USSG) and MarketDesk Focused U.S. Momentum ETF (FMTM).

USSG and FMTM 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.

Performance

USSG vs. FMTM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI USA ESG Leaders Equity ETF (USSG) and MarketDesk Focused U.S. Momentum ETF (FMTM). The values are adjusted to include any dividend payments, if applicable.

USSG vs. FMTM - Yearly Performance Comparison

	2026 (YTD)	2025
USSG Xtrackers MSCI USA ESG Leaders Equity ETF	-5.86%	25.42%
FMTM MarketDesk Focused U.S. Momentum ETF	8.17%	27.90%

Returns By Period

In the year-to-date period, USSG achieves a -5.86% return, which is significantly lower than FMTM's 8.17% return.

USSG

• 1D: 3.04%
• 1M: -5.48%
• YTD: -5.86%
• 6M: -2.23%
• 1Y: 19.80%
• 3Y*: 18.19%
• 5Y*: 11.59%
• 10Y*: —

FMTM

• 1D: 4.80%
• 1M: -6.51%
• YTD: 8.17%
• 6M: 16.49%
• 1Y: 36.71%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

USSG vs. FMTM - Expense Ratio Comparison

USSG has a 0.10% expense ratio, which is lower than FMTM's 0.45% expense ratio.

FMTM

MarketDesk Focused U.S. Momentum ETF

USSG

Xtrackers MSCI USA ESG Leaders Equity ETF

Return for Risk

USSG vs. FMTM — Risk / Return Rank

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

USSG

USSG Risk / Return Rank: 66
USSG Sharpe Ratio Rank: 62
USSG Sortino Ratio Rank: 65
USSG Omega Ratio Rank: 64
USSG Calmar Ratio Rank: 71
USSG Martin Ratio Rank: 70

FMTM

FMTM Risk / Return Rank: 85
FMTM Sharpe Ratio Rank: 83
FMTM Sortino Ratio Rank: 82
FMTM Omega Ratio Rank: 77
FMTM Calmar Ratio Rank: 91
FMTM Martin Ratio Rank: 91

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. FMTM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA ESG Leaders Equity ETF (USSG) and MarketDesk Focused U.S. Momentum ETF (FMTM). 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	FMTM	Difference
Sharpe ratio Return per unit of total volatility	1.07	1.58	-0.52
Sortino ratio Return per unit of downside risk	1.63	2.09	-0.46
Omega ratio Gain probability vs. loss probability	1.23	1.29	-0.05
Calmar ratio Return relative to maximum drawdown	1.79	3.15	-1.36
Martin ratio Return relative to average drawdown	7.10	11.97	-4.86
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

USSG vs. FMTM - Sharpe Ratio Comparison

The current USSG Sharpe Ratio is 1.07, which is lower than the FMTM Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of USSG and FMTM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	USSG	FMTM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.07	1.58	-0.52
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.66	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.73	1.61	-0.88

Correlation

The correlation between USSG and FMTM is 0.70, 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

USSG vs. FMTM - Dividend Comparison

USSG's dividend yield for the trailing twelve months is around 1.10%, more than FMTM's 0.27% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019
USSG Xtrackers MSCI USA ESG Leaders Equity ETF	1.10%	1.02%	1.13%	1.60%	1.52%	1.13%	1.42%	1.21%
FMTM MarketDesk Focused U.S. Momentum ETF	0.27%	0.30%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

USSG vs. FMTM - Drawdown Comparison

The maximum USSG drawdown since its inception was -34.10%, which is greater than FMTM's maximum drawdown of -12.12%. Use the drawdown chart below to compare losses from any high point for USSG and FMTM.

Drawdown Indicators

	USSG	FMTM	Difference
Max Drawdown Largest peak-to-trough decline	-34.10%	-12.12%	-21.98%
Max Drawdown (1Y) Largest decline over 1 year	-11.33%	-12.12%	+0.79%
Max Drawdown (5Y) Largest decline over 5 years	-27.00%	—	—
Current Drawdown Current decline from peak	-8.51%	-7.90%	-0.61%
Average Drawdown Average peak-to-trough decline	-5.70%	-1.88%	-3.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.86%	3.19%	-0.33%

Volatility

USSG vs. FMTM - Volatility Comparison

The current volatility for Xtrackers MSCI USA ESG Leaders Equity ETF (USSG) is 5.64%, while MarketDesk Focused U.S. Momentum ETF (FMTM) has a volatility of 11.09%. This indicates that USSG experiences smaller price fluctuations and is considered to be less risky than FMTM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	USSG	FMTM	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.64%	11.09%	-5.45%
Volatility (6M) Calculated over the trailing 6-month period	10.22%	19.22%	-9.00%
Volatility (1Y) Calculated over the trailing 1-year period	18.66%	23.34%	-4.68%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.54%	23.18%	-5.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.30%	23.18%	-2.88%