USUE.DE vs. XZMU.DE
USUE.DE (UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) Acc) and XZMU.DE (Xtrackers MSCI USA ESG UCITS ETF 1C) are both Large Cap Blend Equities funds - USUE.DE tracks the MSCI USA Select Factor Mix while XZMU.DE tracks the MSCI USA Low Carbon SRI Leaders. Both are passively managed. Over the past 5 years, USUE.DE returned 11.49%/yr vs 14.63%/yr for XZMU.DE. Their correlation of 0.86 suggests significant overlap in exposure. USUE.DE charges 0.25%/yr vs 0.15%/yr for XZMU.DE.
Performance
USUE.DE vs. XZMU.DE - Performance Comparison
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Returns By Period
In the year-to-date period, USUE.DE achieves a 13.01% return, which is significantly higher than XZMU.DE's 8.21% return.
USUE.DE
- 1D
- 0.29%
- 1M
- 4.17%
- YTD
- 13.01%
- 6M
- 12.87%
- 1Y
- 21.80%
- 3Y*
- 15.86%
- 5Y*
- 11.49%
- 10Y*
- —
XZMU.DE
- 1D
- 0.69%
- 1M
- 3.83%
- YTD
- 8.21%
- 6M
- 8.42%
- 1Y
- 23.33%
- 3Y*
- 18.71%
- 5Y*
- 14.63%
- 10Y*
- —
USUE.DE vs. XZMU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
USUE.DE UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) Acc | 13.01% | 1.00% | 25.07% | 12.96% | -8.63% | 35.62% | -1.09% |
XZMU.DE Xtrackers MSCI USA ESG UCITS ETF 1C | 8.21% | 5.12% | 32.57% | 26.56% | -17.86% | 45.90% | 1.94% |
Correlation
The correlation between USUE.DE and XZMU.DE is 0.66, 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 | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Feb 10, 2020 | 0.86 |
Over the past year, the correlation between USUE.DE and XZMU.DE has dropped to 0.66 - well below their long-term average of 0.86, suggesting their price drivers have been diverging.
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Return for Risk
USUE.DE vs. XZMU.DE — Risk / Return Rank
USUE.DE
XZMU.DE
USUE.DE vs. XZMU.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) Acc (USUE.DE) and Xtrackers MSCI USA ESG UCITS ETF 1C (XZMU.DE). 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.
| USUE.DE | XZMU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | +0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.33 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 4.41 | 2.16 | +2.25 |
| Martin ratioReturn relative to average drawdown | 14.20 | 7.62 | +6.58 |
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
| USUE.DE | XZMU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.89 | 1.84 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.89 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.94 | -0.29 |
Drawdowns
USUE.DE vs. XZMU.DE - Drawdown Comparison
The maximum USUE.DE drawdown since its inception was -35.36%, roughly equal to the maximum XZMU.DE drawdown of -33.82%. Use the drawdown chart below to compare losses from any high point for USUE.DE and XZMU.DE.
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Drawdown Indicators
| USUE.DE | XZMU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.36% | -33.82% | -1.54% |
Max Drawdown (1Y)Largest decline over 1 year | -4.86% | -10.82% | +5.96% |
Max Drawdown (3Y)Largest decline over 3 years | -20.79% | -24.76% | +3.97% |
Max Drawdown (5Y)Largest decline over 5 years | -20.79% | -24.76% | +3.97% |
Current DrawdownCurrent decline from peak | 0.00% | -0.48% | +0.48% |
Average DrawdownAverage peak-to-trough decline | -5.53% | -5.40% | -0.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.51% | 3.07% | -1.56% |
Volatility
USUE.DE vs. XZMU.DE - Volatility Comparison
The current volatility for UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) Acc (USUE.DE) is 2.84%, while Xtrackers MSCI USA ESG UCITS ETF 1C (XZMU.DE) has a volatility of 3.08%. This indicates that USUE.DE experiences smaller price fluctuations and is considered to be less risky than XZMU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USUE.DE | XZMU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.84% | 3.08% | -0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 7.98% | 8.87% | -0.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.34% | 12.73% | -1.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.42% | 16.23% | -1.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.33% | 17.89% | -0.56% |
USUE.DE vs. XZMU.DE - Expense Ratio Comparison
USUE.DE has a 0.25% expense ratio, which is higher than XZMU.DE's 0.15% 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%.
Dividends
USUE.DE vs. XZMU.DE - Dividend Comparison
Neither USUE.DE nor XZMU.DE has paid dividends to shareholders.
Frequently Asked Questions
USUE.DE and XZMU.DE have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XZMU.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XZMU.DE is cheaper with a 0.15% expense ratio, compared with 0.25% for USUE.DE.
USUE.DE tracks MSCI USA Select Factor Mix, while XZMU.DE tracks MSCI USA Low Carbon SRI Leaders. They also come from different issuers: UBS and Xtrackers. Their fees differ too: 0.25% for USUE.DE and 0.15% for XZMU.DE.
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