XRSM.DE vs. ACU2.DE
XRSM.DE (Xtrackers MSCI USA ESG Screened UCITS ETF 1C) and ACU2.DE (Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR) are both Large Cap Blend Equities funds - XRSM.DE tracks the MSCI USA Select ESG Screened while ACU2.DE tracks the MSCI USA ESG Leaders Select 5% Issuer Capped. Both are passively managed. Over the past 5 years, XRSM.DE returned 13.85%/yr vs 11.66%/yr for ACU2.DE. Their correlation of 0.94 suggests significant overlap in exposure. XRSM.DE charges 0.07%/yr vs 0.35%/yr for ACU2.DE.
Performance
XRSM.DE vs. ACU2.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 lower than ACU2.DE's 13.88% 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%
ACU2.DE
- 1D
- -0.63%
- 1M
- -0.50%
- 6M
- 12.47%
- YTD
- 13.88%
- 1Y
- 25.00%
- 3Y*
- 16.65%
- 5Y*
- 11.66%
- 10Y*
- —
XRSM.DE vs. ACU2.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | -6.52% | 3.68% |
ACU2.DE Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR | 13.88% | 1.61% | 26.66% | 22.75% | -15.77% | 38.66% | 9.40% | 34.49% | -1.28% | 3.68% |
Correlation
The correlation between XRSM.DE and ACU2.DE is 0.91, 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 | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Oct 17, 2017 | 0.94 |
The correlation between XRSM.DE and ACU2.DE has been stable across timeframes, ranging from 0.91 to 0.96 - a consistent structural relationship.
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Return for Risk
XRSM.DE vs. ACU2.DE — Risk / Return Rank
XRSM.DE
ACU2.DE
XRSM.DE vs. ACU2.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 Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR (ACU2.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 | ACU2.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.11 | ||
| Sortino ratioReturn per unit of downside risk | -0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.33 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.66 | 2.50 | +0.16 |
| Martin ratioReturn relative to average drawdown | 9.25 | 8.62 | +0.63 |
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Drawdowns
XRSM.DE vs. ACU2.DE - Drawdown Comparison
The maximum XRSM.DE drawdown since its inception was -40.30%, which is greater than ACU2.DE's maximum drawdown of -34.31%. Use the drawdown chart below to compare losses from any high point for XRSM.DE and ACU2.DE.
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Drawdown Indicators
| XRSM.DE | ACU2.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.30% | -34.31% | -5.99% |
Max Drawdown (1Y)Largest decline over 1 year | -8.52% | -9.95% | +1.43% |
Max Drawdown (3Y)Largest decline over 3 years | -24.45% | -23.98% | -0.47% |
Max Drawdown (5Y)Largest decline over 5 years | -24.45% | -23.98% | -0.47% |
Max Drawdown (10Y)Largest decline over 10 years | -40.30% | — | — |
Current DrawdownCurrent decline from peak | -0.10% | -2.38% | +2.28% |
Average DrawdownAverage peak-to-trough decline | -7.02% | -4.77% | -2.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.45% | 2.89% | -0.44% |
Volatility
XRSM.DE vs. ACU2.DE - Volatility Comparison
The current volatility for Xtrackers MSCI USA ESG Screened UCITS ETF 1C (XRSM.DE) is 3.14%, while Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR (ACU2.DE) has a volatility of 3.74%. This indicates that XRSM.DE experiences smaller price fluctuations and is considered to be less risky than ACU2.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 | ACU2.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.14% | 3.74% | -0.60% |
Volatility (6M)Calculated over the trailing 6-month period | 8.94% | 9.65% | -0.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.94% | 13.28% | -0.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.09% | 15.57% | +0.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.13% | 16.91% | +1.22% |
XRSM.DE vs. ACU2.DE - Expense Ratio Comparison
XRSM.DE has a 0.07% expense ratio, which is lower than ACU2.DE's 0.35% expense ratio.
Dividends
XRSM.DE vs. ACU2.DE - Dividend Comparison
Neither XRSM.DE nor ACU2.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.91, XRSM.DE and ACU2.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.
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 0.35% for ACU2.DE.
XRSM.DE tracks MSCI USA Select ESG Screened, while ACU2.DE tracks MSCI USA ESG Leaders Select 5% Issuer Capped. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.07% for XRSM.DE and 0.35% for ACU2.DE.
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