USSG vs. FMTM

Last updated Jun 4, 2026

USSG (Xtrackers MSCI USA ESG Leaders Equity ETF) and FMTM (MarketDesk Focused U.S. Momentum ETF) are both exchange-traded funds - USSG is a Large Cap Growth Equities fund tracking the MSCI USA ESG Leaders, while FMTM is a Momentum fund. USSG is passively managed, while FMTM is actively managed. Over the past year, USSG returned 27.90% vs 63.62% for FMTM. A 0.67 correlation means they provide meaningful diversification when combined. USSG charges 0.10%/yr vs 0.45%/yr for FMTM.

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.

Returns By Period

In the year-to-date period, USSG achieves a 9.51% return, which is significantly lower than FMTM's 31.75% return.

USSG

• 1D: -0.80%
• 1M: 4.67%
• YTD: 9.51%
• 6M: 10.19%
• 1Y: 27.90%
• 3Y*: 22.38%
• 5Y*: 13.79%
• 10Y*: —

FMTM

• 1D: 0.50%
• 1M: 6.28%
• YTD: 31.75%
• 6M: 34.74%
• 1Y: 63.62%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

USSG vs. FMTM - Yearly Performance Comparison

	2026 (YTD)	2025
USSG Xtrackers MSCI USA ESG Leaders Equity ETF	9.51%	25.42%
FMTM MarketDesk Focused U.S. Momentum ETF	31.75%	27.90%

Correlation

The correlation between USSG and FMTM is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.71
Correlation (All Time) Calculated using the full available price history since Mar 21, 2025	0.67

The correlation between USSG and FMTM has been stable across timeframes, ranging from 0.67 to 0.71 - a consistent structural relationship.

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: 60
USSG Sharpe Ratio Rank: 64
USSG Sortino Ratio Rank: 64
USSG Omega Ratio Rank: 61
USSG Calmar Ratio Rank: 50
USSG Martin Ratio Rank: 60

FMTM

FMTM Risk / Return Rank: 82
FMTM Sharpe Ratio Rank: 84
FMTM Sortino Ratio Rank: 74
FMTM Omega Ratio Rank: 76
FMTM Calmar Ratio Rank: 88
FMTM Martin Ratio Rank: 89

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	2.14	2.80	-0.66
Sortino ratio: Return per unit of downside risk	3.00	3.43	-0.42
Omega ratio: Gain probability vs. loss probability	1.38	1.46	-0.09
Calmar ratio: Return relative to maximum drawdown	2.50	5.28	-2.77
Martin ratio: Return relative to average drawdown	10.72	20.62	-9.90
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 2.14, which is comparable to the FMTM Sharpe Ratio of 2.80. The chart below compares the historical Sharpe Ratios of USSG and FMTM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	USSG	FMTM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.14	2.80	-0.66
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.79	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.84	2.38	-1.54

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	-11.20%	-12.12%	+0.92%
Max Drawdown (3Y) Largest decline over 3 years	-20.00%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-27.00%	—	—
Current Drawdown Current decline from peak	-1.21%	0.00%	-1.21%
Average Drawdown Average peak-to-trough decline	-5.60%	-1.89%	-3.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.61%	3.10%	-0.49%

Volatility

USSG vs. FMTM - Volatility Comparison

The current volatility for Xtrackers MSCI USA ESG Leaders Equity ETF (USSG) is 3.77%, while MarketDesk Focused U.S. Momentum ETF (FMTM) has a volatility of 6.52%. 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	3.77%	6.52%	-2.75%
Volatility (6M) Calculated over the trailing 6-month period	10.04%	17.83%	-7.79%
Volatility (1Y) Calculated over the trailing 1-year period	13.12%	22.82%	-9.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.59%	22.94%	-5.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.16%	22.94%	-2.78%

USSG vs. FMTM - Expense Ratio Comparison

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

Dividends

USSG vs. FMTM - Dividend Comparison

USSG's dividend yield for the trailing twelve months is around 0.95%, more than FMTM's 0.22% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
FMTM MarketDesk Focused U.S. Momentum ETF	0.22%	0.30%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
USSG Xtrackers MSCI USA ESG Leaders Equity ETF	0.95%	1.02%	1.13%	1.60%	1.52%	1.13%	1.42%	1.21%

Frequently Asked Questions

Can I hold both USSG and FMTM in my portfolio?

USSG and FMTM have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, USSG or FMTM?

FMTM has higher volatility (6.52%) compared to USSG (3.77%). In terms of maximum drawdown, USSG dropped -34.10% vs FMTM's -12.12%.

Which ETF is better, USSG or FMTM?

On 1-year performance, FMTM leads with 63.62% vs 27.90% for USSG. On fees, USSG is cheaper at 0.10% per year. On volatility, USSG has been the lower-risk option at 3.77%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, USSG or FMTM?

Over the 1-year period, FMTM has performed better with a 63.62% return vs 27.90%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, USSG or FMTM?

USSG is cheaper with a 0.10% expense ratio, compared with 0.45% for FMTM.

Which ETF pays a higher dividend yield, USSG or FMTM?

USSG has the higher dividend yield at 0.95%, compared with 0.22% for FMTM.

What is the main difference between USSG and FMTM?

USSG is categorized as Large Cap Growth Equities, while FMTM is Momentum. Their fees differ too: 0.10% for USSG and 0.45% for FMTM.

Which has better risk-adjusted returns?

FMTM currently has the higher Sharpe Ratio (2.80 vs 2.14), 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.