XRSM.DE vs. 4UBI.DE
XRSM.DE (Xtrackers MSCI USA ESG Screened UCITS ETF 1C) and 4UBI.DE (UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc) are both Large Cap Blend Equities funds - XRSM.DE tracks the MSCI USA Select ESG Screened while 4UBI.DE tracks the MSCI USA SRI Low Carbon Select 5% Issuer Capped. Both are passively managed. Over the past 5 years, XRSM.DE returned 13.21%/yr vs 12.10%/yr for 4UBI.DE. Their correlation of 0.86 suggests significant overlap in exposure. XRSM.DE charges 0.07%/yr vs 0.19%/yr for 4UBI.DE.
Performance
XRSM.DE vs. 4UBI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XRSM.DE achieves a 10.32% return, which is significantly lower than 4UBI.DE's 16.00% return.
XRSM.DE
- 1D
- -1.09%
- 1M
- 0.21%
- YTD
- 10.32%
- 6M
- 10.25%
- 1Y
- 24.87%
- 3Y*
- 19.47%
- 5Y*
- 13.21%
- 10Y*
- 13.75%
4UBI.DE
- 1D
- 0.00%
- 1M
- 3.69%
- YTD
- 16.00%
- 6M
- 16.25%
- 1Y
- 26.38%
- 3Y*
- 17.04%
- 5Y*
- 12.10%
- 10Y*
- —
XRSM.DE vs. 4UBI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XRSM.DE Xtrackers MSCI USA ESG Screened UCITS ETF 1C | 10.32% | 4.95% | 33.21% | 25.49% | -17.04% | 39.25% | 22.39% |
4UBI.DE UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc | 16.00% | -1.05% | 26.19% | 28.05% | -21.21% | 43.58% | 18.43% |
Correlation
The correlation between XRSM.DE and 4UBI.DE is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since May 13, 2020 | 0.86 |
The correlation between XRSM.DE and 4UBI.DE has been stable across timeframes, ranging from 0.86 to 0.93 - a consistent structural relationship.
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Return for Risk
XRSM.DE vs. 4UBI.DE — Risk / Return Rank
XRSM.DE
4UBI.DE
XRSM.DE vs. 4UBI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA ESG Screened UCITS ETF 1C (XRSM.DE) and UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc (4UBI.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.
| XRSM.DE | 4UBI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.90 | ||
| Sortino ratioReturn per unit of downside risk | +1.00 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.31 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.91 | 1.31 | +1.60 |
| Martin ratioReturn relative to average drawdown | 10.10 | 2.42 | +7.69 |
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Drawdowns
XRSM.DE vs. 4UBI.DE - Drawdown Comparison
The maximum XRSM.DE drawdown since its inception was -40.30%, which is greater than 4UBI.DE's maximum drawdown of -24.63%. Use the drawdown chart below to compare losses from any high point for XRSM.DE and 4UBI.DE.
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Drawdown Indicators
| XRSM.DE | 4UBI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.30% | -24.63% | -15.67% |
Max Drawdown (1Y)Largest decline over 1 year | -8.52% | -20.21% | +11.69% |
Max Drawdown (3Y)Largest decline over 3 years | -24.45% | -24.63% | +0.18% |
Max Drawdown (5Y)Largest decline over 5 years | -24.45% | -24.63% | +0.18% |
Max Drawdown (10Y)Largest decline over 10 years | -40.30% | — | — |
Current DrawdownCurrent decline from peak | -1.28% | -0.77% | -0.51% |
Average DrawdownAverage peak-to-trough decline | -7.05% | -7.38% | +0.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 10.92% | -8.46% |
Volatility
XRSM.DE vs. 4UBI.DE - Volatility Comparison
The current volatility for Xtrackers MSCI USA ESG Screened UCITS ETF 1C (XRSM.DE) is 3.75%, while UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc (4UBI.DE) has a volatility of 4.04%. This indicates that XRSM.DE experiences smaller price fluctuations and is considered to be less risky than 4UBI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XRSM.DE | 4UBI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.75% | 4.04% | -0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 8.94% | 10.27% | -1.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.85% | 25.67% | -12.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.09% | 19.21% | -3.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.16% | 18.39% | -0.23% |
XRSM.DE vs. 4UBI.DE - Expense Ratio Comparison
XRSM.DE has a 0.07% expense ratio, which is lower than 4UBI.DE's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
XRSM.DE vs. 4UBI.DE - Dividend Comparison
Neither XRSM.DE nor 4UBI.DE has paid dividends to shareholders.
Frequently Asked Questions
XRSM.DE and 4UBI.DE have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XRSM.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XRSM.DE is cheaper with a 0.07% expense ratio, compared with 0.19% for 4UBI.DE.
XRSM.DE tracks MSCI USA Select ESG Screened, while 4UBI.DE tracks MSCI USA SRI Low Carbon Select 5% Issuer Capped. They also come from different issuers: Xtrackers and UBS. Their fees differ too: 0.07% for XRSM.DE and 0.19% for 4UBI.DE.
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