XRSM.DE vs. MVEA.DE
XRSM.DE (Xtrackers MSCI USA ESG Screened UCITS ETF 1C) and MVEA.DE (iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF) are both Large Cap Blend Equities funds - XRSM.DE tracks the MSCI USA Select ESG Screened while MVEA.DE tracks the Russell 1000 TR USD. Both are passively managed. Over the past 5 years, XRSM.DE returned 13.21%/yr vs 6.48%/yr for MVEA.DE. A 0.74 correlation means they provide meaningful diversification when combined. XRSM.DE charges 0.07%/yr vs 0.20%/yr for MVEA.DE.
Performance
XRSM.DE vs. MVEA.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 higher than MVEA.DE's 3.45% 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%
MVEA.DE
- 1D
- -0.40%
- 1M
- 0.94%
- YTD
- 3.45%
- 6M
- 4.02%
- 1Y
- 4.60%
- 3Y*
- 7.31%
- 5Y*
- 6.48%
- 10Y*
- —
XRSM.DE vs. MVEA.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% | 30.17% |
MVEA.DE iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF | 3.45% | -7.05% | 19.63% | 8.85% | -6.84% | 34.80% | 5.76% |
Correlation
The correlation between XRSM.DE and MVEA.DE is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Apr 23, 2020 | 0.74 |
Over the past year, the correlation between XRSM.DE and MVEA.DE has dropped to 0.45 - well below their long-term average of 0.74, suggesting their price drivers have been diverging.
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Return for Risk
XRSM.DE vs. MVEA.DE — Risk / Return Rank
XRSM.DE
MVEA.DE
XRSM.DE vs. MVEA.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 iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.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 | MVEA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.42 | ||
| Sortino ratioReturn per unit of downside risk | +1.89 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.09 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 2.91 | 0.92 | +1.99 |
| Martin ratioReturn relative to average drawdown | 10.10 | 2.17 | +7.93 |
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Drawdowns
XRSM.DE vs. MVEA.DE - Drawdown Comparison
The maximum XRSM.DE drawdown since its inception was -40.30%, which is greater than MVEA.DE's maximum drawdown of -17.51%. Use the drawdown chart below to compare losses from any high point for XRSM.DE and MVEA.DE.
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Drawdown Indicators
| XRSM.DE | MVEA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.30% | -17.51% | -22.79% |
Max Drawdown (1Y)Largest decline over 1 year | -8.52% | -4.97% | -3.55% |
Max Drawdown (3Y)Largest decline over 3 years | -24.45% | -17.51% | -6.94% |
Max Drawdown (5Y)Largest decline over 5 years | -24.45% | -17.51% | -6.94% |
Max Drawdown (10Y)Largest decline over 10 years | -40.30% | — | — |
Current DrawdownCurrent decline from peak | -1.28% | -9.42% | +8.14% |
Average DrawdownAverage peak-to-trough decline | -7.05% | -5.45% | -1.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 2.12% | +0.34% |
Volatility
XRSM.DE vs. MVEA.DE - Volatility Comparison
Xtrackers MSCI USA ESG Screened UCITS ETF 1C (XRSM.DE) has a higher volatility of 3.75% compared to iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.DE) at 2.46%. This indicates that XRSM.DE's price experiences larger fluctuations and is considered to be riskier than MVEA.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 | MVEA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.75% | 2.46% | +1.29% |
Volatility (6M)Calculated over the trailing 6-month period | 8.94% | 6.19% | +2.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.85% | 9.12% | +3.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.09% | 12.30% | +3.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.16% | 12.75% | +5.41% |
XRSM.DE vs. MVEA.DE - Expense Ratio Comparison
XRSM.DE has a 0.07% expense ratio, which is lower than MVEA.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. MVEA.DE - Dividend Comparison
Neither XRSM.DE nor MVEA.DE has paid dividends to shareholders.
Frequently Asked Questions
XRSM.DE and MVEA.DE have a correlation of 0.45, 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 0.20% for MVEA.DE.
XRSM.DE tracks MSCI USA Select ESG Screened, while MVEA.DE tracks Russell 1000 TR USD. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.07% for XRSM.DE and 0.20% for MVEA.DE.
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