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XD9U.DE vs. SLUS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XD9U.DE vs. SLUS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI USA UCITS ETF 1C (XD9U.DE) and iShares MSCI USA ESG Screened UCITS ETF USD (Dist) (SLUS.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with XD9U.DE having a 10.62% return and SLUS.DE slightly lower at 10.21%.


XD9U.DE

1D
-1.03%
1M
0.25%
YTD
10.62%
6M
10.86%
1Y
24.34%
3Y*
19.00%
5Y*
13.39%
10Y*
15.09%

SLUS.DE

1D
-1.12%
1M
0.15%
YTD
10.21%
6M
10.51%
1Y
24.86%
3Y*
19.81%
5Y*
13.96%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XD9U.DE vs. SLUS.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
XD9U.DE
Xtrackers MSCI USA UCITS ETF 1C
10.62%4.61%32.32%23.38%-15.69%38.72%9.42%34.69%-9.18%
SLUS.DE
iShares MSCI USA ESG Screened UCITS ETF USD (Dist)
10.21%5.16%33.97%26.29%-17.06%39.69%10.54%35.44%-20.67%

Correlation

The correlation between XD9U.DE and SLUS.DE is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.99

Correlation (3Y)
Calculated over the trailing 3-year period

0.99

Correlation (5Y)
Calculated over the trailing 5-year period

0.99

Correlation (All Time)
Calculated using the full available price history since Oct 19, 2018

0.99

The correlation between XD9U.DE and SLUS.DE has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.

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Return for Risk

XD9U.DE vs. SLUS.DE — Risk / Return Rank

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

XD9U.DE
XD9U.DE Risk / Return Rank: 7272
Overall Rank
XD9U.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
XD9U.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
XD9U.DE Omega Ratio Rank: 7272
Omega Ratio Rank
XD9U.DE Calmar Ratio Rank: 7474
Calmar Ratio Rank
XD9U.DE Martin Ratio Rank: 7171
Martin Ratio Rank

SLUS.DE
SLUS.DE Risk / Return Rank: 6565
Overall Rank
SLUS.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
SLUS.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
SLUS.DE Omega Ratio Rank: 6464
Omega Ratio Rank
SLUS.DE Calmar Ratio Rank: 6767
Calmar Ratio Rank
SLUS.DE Martin Ratio Rank: 6363
Martin Ratio Rank
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.

XD9U.DE vs. SLUS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA UCITS ETF 1C (XD9U.DE) and iShares MSCI USA ESG Screened UCITS ETF USD (Dist) (SLUS.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XD9U.DESLUS.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.12

Sortino ratioReturn per unit of downside risk

+0.15

Omega ratioGain probability vs. loss probability

1.37

1.34

+0.03

Calmar ratioReturn relative to maximum drawdown

3.32

2.93

+0.39

Martin ratioReturn relative to average drawdown

11.39

10.09

+1.30

XD9U.DE vs. SLUS.DE - Sharpe Ratio Comparison

The current XD9U.DE Sharpe Ratio is 2.03, which is comparable to the SLUS.DE Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of XD9U.DE and SLUS.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

XD9U.DE vs. SLUS.DE - Drawdown Comparison

The maximum XD9U.DE drawdown since its inception was -34.10%, roughly equal to the maximum SLUS.DE drawdown of -33.74%. Use the drawdown chart below to compare losses from any high point for XD9U.DE and SLUS.DE.


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Drawdown Indicators


XD9U.DESLUS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.10%

-33.74%

-0.36%

Max Drawdown (1Y)

Largest decline over 1 year

-7.30%

-8.46%

+1.16%

Max Drawdown (3Y)

Largest decline over 3 years

-23.68%

-24.47%

+0.79%

Max Drawdown (5Y)

Largest decline over 5 years

-23.68%

-24.47%

+0.79%

Max Drawdown (10Y)

Largest decline over 10 years

-34.10%

Current Drawdown

Current decline from peak

-1.03%

-1.28%

+0.25%

Average Drawdown

Average peak-to-trough decline

-4.36%

-5.50%

+1.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

2.46%

-0.33%

Volatility

XD9U.DE vs. SLUS.DE - Volatility Comparison

The current volatility for Xtrackers MSCI USA UCITS ETF 1C (XD9U.DE) is 3.39%, while iShares MSCI USA ESG Screened UCITS ETF USD (Dist) (SLUS.DE) has a volatility of 3.78%. This indicates that XD9U.DE experiences smaller price fluctuations and is considered to be less risky than SLUS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XD9U.DESLUS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.39%

3.78%

-0.39%

Volatility (6M)

Calculated over the trailing 6-month period

7.98%

8.89%

-0.91%

Volatility (1Y)

Calculated over the trailing 1-year period

11.95%

12.96%

-1.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.46%

16.06%

-0.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.23%

18.23%

-2.00%

XD9U.DE vs. SLUS.DE - Expense Ratio Comparison

Both XD9U.DE and SLUS.DE have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

XD9U.DE vs. SLUS.DE - Dividend Comparison

XD9U.DE has not paid dividends to shareholders, while SLUS.DE's dividend yield for the trailing twelve months is around 0.76%.


PositionTTM20252024202320222021202020192018
SLUS.DE
iShares MSCI USA ESG Screened UCITS ETF USD (Dist)
0.76%0.81%0.89%1.07%1.34%0.92%1.24%1.39%0.23%
XD9U.DE
Xtrackers MSCI USA UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.99, XD9U.DE and SLUS.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

XD9U.DE and SLUS.DE have the same expense ratio: 0.07% per year.

XD9U.DE tracks MSCI USA, while SLUS.DE tracks MSCI USA ESG Screened. They also come from different issuers: Xtrackers and iShares.

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