USSG vs. PAXWX
Compare and contrast key facts about Xtrackers MSCI USA ESG Leaders Equity ETF (USSG) and Pax Sustainable Allocation Fund (PAXWX).
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. PAXWX is managed by Pax World. It was launched on Aug 9, 1971.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: USSG or PAXWX.
Key characteristics
| USSG | PAXWX | |
|---|---|---|
| YTD Return | 20.69% | 8.02% |
| 1Y Return | 33.33% | 18.29% |
| 3Y Return (Ann) | 7.71% | 0.78% |
| 5Y Return (Ann) | 15.51% | 7.17% |
| Sharpe Ratio | 2.65 | 2.43 |
| Sortino Ratio | 3.53 | 3.53 |
| Omega Ratio | 1.50 | 1.46 |
| Calmar Ratio | 3.68 | 1.38 |
| Martin Ratio | 15.72 | 15.13 |
| Ulcer Index | 2.21% | 1.30% |
| Daily Std Dev | 13.09% | 8.02% |
| Max Drawdown | -34.10% | -40.11% |
| Current Drawdown | -2.43% | -2.62% |
Correlation
The correlation between USSG and PAXWX is 0.94, 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.
Performance
USSG vs. PAXWX - Performance Comparison
In the year-to-date period, USSG achieves a 20.69% return, which is significantly higher than PAXWX's 8.02% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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USSG vs. PAXWX - Expense Ratio Comparison
USSG has a 0.10% expense ratio, which is lower than PAXWX's 0.30% expense ratio.
Risk-Adjusted Performance
USSG vs. PAXWX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA ESG Leaders Equity ETF (USSG) and Pax Sustainable Allocation Fund (PAXWX). 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.
Dividends
USSG vs. PAXWX - Dividend Comparison
USSG's dividend yield for the trailing twelve months is around 1.23%, less than PAXWX's 3.79% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
USSG Xtrackers MSCI USA ESG Leaders Equity ETF | 1.23% | 1.60% | 1.52% | 1.13% | 1.42% | 1.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PAXWX Pax Sustainable Allocation Fund | 3.79% | 3.37% | 6.24% | 4.85% | 2.80% | 9.31% | 2.90% | 10.90% | 3.02% | 8.36% | 11.49% | 12.59% |
Drawdowns
USSG vs. PAXWX - Drawdown Comparison
The maximum USSG drawdown since its inception was -34.10%, smaller than the maximum PAXWX drawdown of -40.11%. Use the drawdown chart below to compare losses from any high point for USSG and PAXWX. For additional features, visit the drawdowns tool.
Volatility
USSG vs. PAXWX - Volatility Comparison
Xtrackers MSCI USA ESG Leaders Equity ETF (USSG) has a higher volatility of 3.14% compared to Pax Sustainable Allocation Fund (PAXWX) at 2.13%. This indicates that USSG's price experiences larger fluctuations and is considered to be riskier than PAXWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.