XRSM.DE vs. 5HEE.DE
XRSM.DE (Xtrackers MSCI USA ESG Screened UCITS ETF 1C) and 5HEE.DE (Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR)) are both Large Cap Blend Equities funds - XRSM.DE tracks the MSCI USA Select ESG Screened while 5HEE.DE tracks the Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector. Both are passively managed. Over the past 5 years, XRSM.DE returned 13.85%/yr vs 3.35%/yr for 5HEE.DE. A 0.79 correlation means they provide meaningful diversification when combined. XRSM.DE charges 0.07%/yr vs 0.75%/yr for 5HEE.DE.
Performance
XRSM.DE vs. 5HEE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XRSM.DE achieves a 12.88% return, which is significantly higher than 5HEE.DE's 4.85% return.
XRSM.DE
- 1D
- 0.30%
- 1M
- 1.59%
- 6M
- 12.20%
- YTD
- 12.88%
- 1Y
- 22.74%
- 3Y*
- 19.85%
- 5Y*
- 13.85%
- 10Y*
- 13.10%
5HEE.DE
- 1D
- 0.63%
- 1M
- 2.85%
- 6M
- 2.05%
- YTD
- 4.85%
- 1Y
- 9.90%
- 3Y*
- 3.62%
- 5Y*
- 3.35%
- 10Y*
- —
XRSM.DE vs. 5HEE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XRSM.DE Xtrackers MSCI USA ESG Screened UCITS ETF 1C | 12.88% | 4.95% | 33.21% | 25.49% | -17.04% | 39.25% | 5.31% | 33.46% | -1.65% |
5HEE.DE Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR) | 4.85% | -7.39% | 10.30% | 11.99% | -11.48% | 32.30% | 12.99% | 34.06% | 3.84% |
Correlation
The correlation between XRSM.DE and 5HEE.DE is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Apr 5, 2018 | 0.79 |
Over the past year, the correlation between XRSM.DE and 5HEE.DE has dropped to 0.38 - well below their long-term average of 0.79, suggesting their price drivers have been diverging.
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Return for Risk
XRSM.DE vs. 5HEE.DE — Risk / Return Rank
XRSM.DE
5HEE.DE
XRSM.DE vs. 5HEE.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 Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR) (5HEE.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 | 5HEE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.88 | ||
| Sortino ratioReturn per unit of downside risk | +1.16 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.16 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.66 | 1.42 | +1.24 |
| Martin ratioReturn relative to average drawdown | 9.25 | 3.42 | +5.83 |
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Drawdowns
XRSM.DE vs. 5HEE.DE - Drawdown Comparison
The maximum XRSM.DE drawdown since its inception was -40.30%, which is greater than 5HEE.DE's maximum drawdown of -32.56%. Use the drawdown chart below to compare losses from any high point for XRSM.DE and 5HEE.DE.
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Drawdown Indicators
| XRSM.DE | 5HEE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.30% | -32.56% | -7.74% |
Max Drawdown (1Y)Largest decline over 1 year | -8.52% | -6.95% | -1.57% |
Max Drawdown (3Y)Largest decline over 3 years | -24.45% | -22.48% | -1.97% |
Max Drawdown (5Y)Largest decline over 5 years | -24.45% | -22.48% | -1.97% |
Max Drawdown (10Y)Largest decline over 10 years | -40.30% | — | — |
Current DrawdownCurrent decline from peak | -0.10% | -7.28% | +7.18% |
Average DrawdownAverage peak-to-trough decline | -7.02% | -6.27% | -0.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.45% | 2.89% | -0.44% |
Volatility
XRSM.DE vs. 5HEE.DE - Volatility Comparison
The current volatility for Xtrackers MSCI USA ESG Screened UCITS ETF 1C (XRSM.DE) is 3.14%, while Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF (EUR) (5HEE.DE) has a volatility of 4.31%. This indicates that XRSM.DE experiences smaller price fluctuations and is considered to be less risky than 5HEE.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 | 5HEE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.14% | 4.31% | -1.17% |
Volatility (6M)Calculated over the trailing 6-month period | 8.94% | 8.40% | +0.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.94% | 11.13% | +1.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.09% | 14.99% | +1.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.13% | 16.92% | +1.21% |
XRSM.DE vs. 5HEE.DE - Expense Ratio Comparison
XRSM.DE has a 0.07% expense ratio, which is lower than 5HEE.DE's 0.75% expense ratio.
Dividends
XRSM.DE vs. 5HEE.DE - Dividend Comparison
Neither XRSM.DE nor 5HEE.DE has paid dividends to shareholders.
Frequently Asked Questions
XRSM.DE and 5HEE.DE have a correlation of 0.38, 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 0.75% for 5HEE.DE.
XRSM.DE tracks MSCI USA Select ESG Screened, while 5HEE.DE tracks Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector. They also come from different issuers: Xtrackers and Natixis. Their fees differ too: 0.07% for XRSM.DE and 0.75% for 5HEE.DE.
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