USSG vs. SPY
Compare and contrast key facts about Xtrackers MSCI USA ESG Leaders Equity ETF (USSG) and SPDR S&P 500 ETF (SPY).
USSG and SPY 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. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993. Both USSG and SPY are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: USSG or SPY.
Performance
USSG vs. SPY - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with USSG having a 26.31% return and SPY slightly higher at 26.47%.
USSG
26.31%
3.18%
12.14%
32.54%
16.18%
N/A
SPY
26.47%
3.03%
13.19%
32.65%
15.68%
13.14%
Key characteristics
| USSG | SPY | |
|---|---|---|
| Sharpe Ratio | 2.45 | 2.69 |
| Sortino Ratio | 3.30 | 3.59 |
| Omega Ratio | 1.46 | 1.50 |
| Calmar Ratio | 3.45 | 3.88 |
| Martin Ratio | 14.59 | 17.47 |
| Ulcer Index | 2.23% | 1.87% |
| Daily Std Dev | 13.27% | 12.14% |
| Max Drawdown | -34.10% | -55.19% |
| Current Drawdown | -1.12% | -0.54% |
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USSG vs. SPY - Expense Ratio Comparison
USSG has a 0.10% expense ratio, which is higher than SPY's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between USSG and SPY is 0.98, 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.
Risk-Adjusted Performance
USSG vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA ESG Leaders Equity ETF (USSG) and SPDR S&P 500 ETF (SPY). 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. SPY - Dividend Comparison
USSG's dividend yield for the trailing twelve months is around 1.18%, which matches SPY's 1.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
USSG Xtrackers MSCI USA ESG Leaders Equity ETF | 1.18% | 1.60% | 1.52% | 1.14% | 1.42% | 1.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.18% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
USSG vs. SPY - Drawdown Comparison
The maximum USSG drawdown since its inception was -34.10%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for USSG and SPY. For additional features, visit the drawdowns tool.
Volatility
USSG vs. SPY - Volatility Comparison
Xtrackers MSCI USA ESG Leaders Equity ETF (USSG) has a higher volatility of 4.32% compared to SPDR S&P 500 ETF (SPY) at 3.98%. This indicates that USSG's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.