XRSM.DE vs. LCUS.DE
XRSM.DE (Xtrackers MSCI USA ESG Screened UCITS ETF 1C) and LCUS.DE (Lyxor Core US Equity (DR) UCITS ETF - Dist) are both Large Cap Blend Equities funds - XRSM.DE tracks the MSCI USA Select ESG Screened while LCUS.DE tracks the Russell 1000 TR USD. Both are passively managed. Their correlation of 0.85 suggests significant overlap in exposure. XRSM.DE charges 0.07%/yr vs 0.04%/yr for LCUS.DE.
Performance
XRSM.DE vs. LCUS.DE - Performance Comparison
Loading charts...
Returns By Period
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%
LCUS.DE
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XRSM.DE vs. LCUS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | -4.32% |
LCUS.DE Lyxor Core US Equity (DR) UCITS ETF - Dist | 0.00% | 3.38% | 32.92% | 22.93% | -15.84% | 37.76% | 9.13% | 34.09% | -19.44% |
Correlation
The correlation between XRSM.DE and LCUS.DE is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Feb 27, 2018 | 0.85 |
The correlation between XRSM.DE and LCUS.DE shifts across timeframes, from 0.63 (3 years) to 0.85 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XRSM.DE vs. LCUS.DE — Risk / Return Rank
XRSM.DE
LCUS.DE
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
XRSM.DE vs. LCUS.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 Lyxor Core US Equity (DR) UCITS ETF - Dist (LCUS.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 | LCUS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.34 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.91 | — | — |
| Martin ratioReturn relative to average drawdown | 10.10 | — | — |
Loading charts...
Drawdowns
XRSM.DE vs. LCUS.DE - Drawdown Comparison
Loading charts...
Drawdown Indicators
| XRSM.DE | LCUS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.30% | — | — |
Max Drawdown (1Y)Largest decline over 1 year | -8.52% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -24.45% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -24.45% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -40.30% | — | — |
Current DrawdownCurrent decline from peak | -1.28% | — | — |
Average DrawdownAverage peak-to-trough decline | -7.05% | — | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | — | — |
Volatility
XRSM.DE vs. LCUS.DE - Volatility Comparison
Loading charts...
Volatility by Period
| XRSM.DE | LCUS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.75% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 8.94% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.85% | — | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.09% | — | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.16% | — | — |
XRSM.DE vs. LCUS.DE - Expense Ratio Comparison
XRSM.DE has a 0.07% expense ratio, which is higher than LCUS.DE's 0.04% expense ratio. However, 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. LCUS.DE - Dividend Comparison
Neither XRSM.DE nor LCUS.DE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
LCUS.DE Lyxor Core US Equity (DR) UCITS ETF - Dist | 0.00% | 0.00% | 0.84% | 0.78% | 2.27% | 1.12% | 1.52% | 1.10% | 1.30% |
XRSM.DE Xtrackers MSCI USA ESG Screened UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XRSM.DE and LCUS.DE have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LCUS.DE is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LCUS.DE is cheaper with a 0.04% expense ratio, compared with 0.07% for XRSM.DE.
XRSM.DE tracks MSCI USA Select ESG Screened, while LCUS.DE tracks Russell 1000 TR USD. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.07% for XRSM.DE and 0.04% for LCUS.DE.
Find the right allocation for XRSM.DE and LCUS.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer