XRSM.DE vs. JRUD.DE
XRSM.DE (Xtrackers MSCI USA ESG Screened UCITS ETF 1C) and JRUD.DE (JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist)) are both Large Cap Blend Equities funds - XRSM.DE tracks the MSCI USA Select ESG Screened while JRUD.DE tracks the JP Morgan US Research Enhanced Index Equity (ESG). Both are passively managed. Over the past 5 years, XRSM.DE returned 13.21%/yr vs 13.87%/yr for JRUD.DE. Their correlation of 0.94 suggests significant overlap in exposure. XRSM.DE charges 0.07%/yr vs 0.20%/yr for JRUD.DE.
Performance
XRSM.DE vs. JRUD.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with XRSM.DE having a 10.32% return and JRUD.DE slightly lower at 10.19%.
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%
JRUD.DE
- 1D
- -1.03%
- 1M
- 0.35%
- YTD
- 10.19%
- 6M
- 10.54%
- 1Y
- 23.85%
- 3Y*
- 18.45%
- 5Y*
- 13.87%
- 10Y*
- —
XRSM.DE vs. JRUD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
XRSM.DE Xtrackers MSCI USA ESG Screened UCITS ETF 1C | 10.32% | 4.95% | 33.21% | 25.49% | -17.04% | 39.25% | 5.31% | 1.53% |
JRUD.DE JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) | 10.19% | 3.73% | 32.16% | 24.07% | -14.68% | 42.45% | 8.45% | -9.14% |
Correlation
The correlation between XRSM.DE and JRUD.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.96 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.97 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Dec 16, 2019 | 0.94 |
The correlation between XRSM.DE and JRUD.DE has been stable across timeframes, ranging from 0.94 to 0.97 - a consistent structural relationship.
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Return for Risk
XRSM.DE vs. JRUD.DE — Risk / Return Rank
XRSM.DE
JRUD.DE
XRSM.DE vs. JRUD.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 JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRUD.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 | JRUD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.11 | ||
| Sortino ratioReturn per unit of downside risk | -0.15 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.38 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.91 | 3.46 | -0.55 |
| Martin ratioReturn relative to average drawdown | 10.10 | 12.78 | -2.68 |
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Drawdowns
XRSM.DE vs. JRUD.DE - Drawdown Comparison
The maximum XRSM.DE drawdown since its inception was -40.30%, which is greater than JRUD.DE's maximum drawdown of -34.99%. Use the drawdown chart below to compare losses from any high point for XRSM.DE and JRUD.DE.
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Drawdown Indicators
| XRSM.DE | JRUD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.30% | -34.99% | -5.31% |
Max Drawdown (1Y)Largest decline over 1 year | -8.52% | -6.86% | -1.66% |
Max Drawdown (3Y)Largest decline over 3 years | -24.45% | -23.42% | -1.03% |
Max Drawdown (5Y)Largest decline over 5 years | -24.45% | -23.42% | -1.03% |
Max Drawdown (10Y)Largest decline over 10 years | -40.30% | — | — |
Current DrawdownCurrent decline from peak | -1.28% | -1.03% | -0.25% |
Average DrawdownAverage peak-to-trough decline | -7.05% | -5.19% | -1.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 1.86% | +0.60% |
Volatility
XRSM.DE vs. JRUD.DE - Volatility Comparison
Xtrackers MSCI USA ESG Screened UCITS ETF 1C (XRSM.DE) has a higher volatility of 3.75% compared to JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRUD.DE) at 3.40%. This indicates that XRSM.DE's price experiences larger fluctuations and is considered to be riskier than JRUD.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 | JRUD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.75% | 3.40% | +0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 8.94% | 7.88% | +1.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.85% | 11.69% | +1.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.09% | 15.35% | +0.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.16% | 18.04% | +0.12% |
XRSM.DE vs. JRUD.DE - Expense Ratio Comparison
XRSM.DE has a 0.07% expense ratio, which is lower than JRUD.DE's 0.20% 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. JRUD.DE - Dividend Comparison
XRSM.DE has not paid dividends to shareholders, while JRUD.DE's dividend yield for the trailing twelve months is around 0.68%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
JRUD.DE JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) | 0.68% | 0.59% | 0.48% | 0.84% | 1.01% | 0.79% |
XRSM.DE Xtrackers MSCI USA ESG Screened UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.96, XRSM.DE and JRUD.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 0.20% for JRUD.DE.
XRSM.DE tracks MSCI USA Select ESG Screened, while JRUD.DE tracks JP Morgan US Research Enhanced Index Equity (ESG). They also come from different issuers: Xtrackers and JPMorgan. Their fees differ too: 0.07% for XRSM.DE and 0.20% for JRUD.DE.
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