XRSM.DE vs. FLXU.DE
XRSM.DE (Xtrackers MSCI USA ESG Screened UCITS ETF 1C) and FLXU.DE (Franklin U.S. Equity UCITS ETF) are both Large Cap Blend Equities funds - XRSM.DE tracks the MSCI USA Select ESG Screened while FLXU.DE tracks the Russell 1000 TR USD. Both are passively managed. Over the past 5 years, XRSM.DE returned 13.21%/yr vs 12.73%/yr for FLXU.DE. Their correlation of 0.88 suggests significant overlap in exposure. XRSM.DE charges 0.07%/yr vs 0.25%/yr for FLXU.DE.
Performance
XRSM.DE vs. FLXU.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 FLXU.DE's 13.80% 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%
FLXU.DE
- 1D
- -0.81%
- 1M
- 1.33%
- YTD
- 13.80%
- 6M
- 13.80%
- 1Y
- 27.92%
- 3Y*
- 16.01%
- 5Y*
- 12.73%
- 10Y*
- —
XRSM.DE vs. FLXU.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 | 10.32% | 4.95% | 33.21% | 25.49% | -17.04% | 39.25% | 5.31% | 33.46% | -6.52% | 8.92% |
FLXU.DE Franklin U.S. Equity UCITS ETF | 13.80% | 8.49% | 16.79% | 11.05% | -3.82% | 38.45% | -0.70% | 31.77% | 1.32% | -6.89% |
Correlation
The correlation between XRSM.DE and FLXU.DE is 0.92, 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 | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Sep 6, 2017 | 0.88 |
The correlation between XRSM.DE and FLXU.DE has been stable across timeframes, ranging from 0.84 to 0.92 - a consistent structural relationship.
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Return for Risk
XRSM.DE vs. FLXU.DE — Risk / Return Rank
XRSM.DE
FLXU.DE
XRSM.DE vs. FLXU.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 Franklin U.S. Equity UCITS ETF (FLXU.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 | FLXU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.32 | ||
| Sortino ratioReturn per unit of downside risk | -0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.41 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.91 | 4.82 | -1.92 |
| Martin ratioReturn relative to average drawdown | 10.10 | 17.45 | -7.34 |
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Drawdowns
XRSM.DE vs. FLXU.DE - Drawdown Comparison
The maximum XRSM.DE drawdown since its inception was -40.30%, which is greater than FLXU.DE's maximum drawdown of -32.90%. Use the drawdown chart below to compare losses from any high point for XRSM.DE and FLXU.DE.
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Drawdown Indicators
| XRSM.DE | FLXU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.30% | -32.90% | -7.40% |
Max Drawdown (1Y)Largest decline over 1 year | -8.52% | -5.76% | -2.76% |
Max Drawdown (3Y)Largest decline over 3 years | -24.45% | -23.03% | -1.42% |
Max Drawdown (5Y)Largest decline over 5 years | -24.45% | -23.03% | -1.42% |
Max Drawdown (10Y)Largest decline over 10 years | -40.30% | — | — |
Current DrawdownCurrent decline from peak | -1.28% | -0.81% | -0.47% |
Average DrawdownAverage peak-to-trough decline | -7.05% | -4.48% | -2.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 1.60% | +0.86% |
Volatility
XRSM.DE vs. FLXU.DE - Volatility Comparison
Xtrackers MSCI USA ESG Screened UCITS ETF 1C (XRSM.DE) has a higher volatility of 3.75% compared to Franklin U.S. Equity UCITS ETF (FLXU.DE) at 3.49%. This indicates that XRSM.DE's price experiences larger fluctuations and is considered to be riskier than FLXU.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 | FLXU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.75% | 3.49% | +0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 8.94% | 8.92% | +0.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.85% | 12.39% | +0.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.09% | 13.92% | +2.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.16% | 16.48% | +1.68% |
XRSM.DE vs. FLXU.DE - Expense Ratio Comparison
XRSM.DE has a 0.07% expense ratio, which is lower than FLXU.DE's 0.25% 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. FLXU.DE - Dividend Comparison
Neither XRSM.DE nor FLXU.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.92, XRSM.DE and FLXU.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 0.25% for FLXU.DE.
XRSM.DE tracks MSCI USA Select ESG Screened, while FLXU.DE tracks Russell 1000 TR USD. They also come from different issuers: Xtrackers and Franklin Templeton. Their fees differ too: 0.07% for XRSM.DE and 0.25% for FLXU.DE.
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