XRSM.DE vs. H412.DE
XRSM.DE (Xtrackers MSCI USA ESG Screened UCITS ETF 1C) and H412.DE (HSBC USA Sustainable Equity UCITS ETF USD) are both Large Cap Blend Equities funds - XRSM.DE tracks the MSCI USA Select ESG Screened while H412.DE tracks the FTSE USA ESG Low Carbon Select. Both are passively managed. Over the past 5 years, XRSM.DE returned 13.21%/yr vs 13.49%/yr for H412.DE. Their correlation of 0.90 suggests significant overlap in exposure. XRSM.DE charges 0.07%/yr vs 0.12%/yr for H412.DE.
Performance
XRSM.DE vs. H412.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 H412.DE's 16.05% 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%
H412.DE
- 1D
- 0.00%
- 1M
- 2.09%
- YTD
- 16.05%
- 6M
- 16.62%
- 1Y
- 33.62%
- 3Y*
- 18.91%
- 5Y*
- 13.49%
- 10Y*
- —
XRSM.DE vs. H412.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% | 18.14% |
H412.DE HSBC USA Sustainable Equity UCITS ETF USD | 16.05% | 6.12% | 26.73% | 17.60% | -13.13% | 39.39% | 7.95% |
Correlation
The correlation between XRSM.DE and H412.DE is 0.88, 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 | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Jul 15, 2020 | 0.90 |
The correlation between XRSM.DE and H412.DE has been stable across timeframes, ranging from 0.88 to 0.94 - a consistent structural relationship.
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Return for Risk
XRSM.DE vs. H412.DE — Risk / Return Rank
XRSM.DE
H412.DE
XRSM.DE vs. H412.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 HSBC USA Sustainable Equity UCITS ETF USD (H412.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 | H412.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.98 | ||
| Sortino ratioReturn per unit of downside risk | -1.27 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.54 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 2.91 | 6.10 | -3.19 |
| Martin ratioReturn relative to average drawdown | 10.10 | 20.39 | -10.29 |
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Drawdowns
XRSM.DE vs. H412.DE - Drawdown Comparison
The maximum XRSM.DE drawdown since its inception was -40.30%, which is greater than H412.DE's maximum drawdown of -24.35%. Use the drawdown chart below to compare losses from any high point for XRSM.DE and H412.DE.
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Drawdown Indicators
| XRSM.DE | H412.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.30% | -24.35% | -15.95% |
Max Drawdown (1Y)Largest decline over 1 year | -8.52% | -5.54% | -2.98% |
Max Drawdown (3Y)Largest decline over 3 years | -24.45% | -24.35% | -0.10% |
Max Drawdown (5Y)Largest decline over 5 years | -24.45% | -24.35% | -0.10% |
Max Drawdown (10Y)Largest decline over 10 years | -40.30% | — | — |
Current DrawdownCurrent decline from peak | -1.28% | 0.00% | -1.28% |
Average DrawdownAverage peak-to-trough decline | -7.05% | -4.01% | -3.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 1.65% | +0.81% |
Volatility
XRSM.DE vs. H412.DE - Volatility Comparison
Xtrackers MSCI USA ESG Screened UCITS ETF 1C (XRSM.DE) has a higher volatility of 3.75% compared to HSBC USA Sustainable Equity UCITS ETF USD (H412.DE) at 3.47%. This indicates that XRSM.DE's price experiences larger fluctuations and is considered to be riskier than H412.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 | H412.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.75% | 3.47% | +0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 8.94% | 8.30% | +0.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.85% | 11.62% | +1.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.09% | 14.77% | +1.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.16% | 14.47% | +3.69% |
XRSM.DE vs. H412.DE - Expense Ratio Comparison
XRSM.DE has a 0.07% expense ratio, which is lower than H412.DE's 0.12% 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. H412.DE - Dividend Comparison
Neither XRSM.DE nor H412.DE has paid dividends to shareholders.
Frequently Asked Questions
XRSM.DE and H412.DE have a correlation of 0.88, 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 0.12% for H412.DE.
XRSM.DE tracks MSCI USA Select ESG Screened, while H412.DE tracks FTSE USA ESG Low Carbon Select. They also come from different issuers: Xtrackers and HSBC. Their fees differ too: 0.07% for XRSM.DE and 0.12% for H412.DE.
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