XRSM.DE vs. SC0H.DE
XRSM.DE (Xtrackers MSCI USA ESG Screened UCITS ETF 1C) and SC0H.DE (Invesco MSCI USA UCITS ETF) are both Large Cap Blend Equities funds - XRSM.DE tracks the MSCI USA Select ESG Screened while SC0H.DE tracks the MSCI USA. Both are passively managed. Over the past 10 years, XRSM.DE returned 13.75%/yr vs 15.25%/yr for SC0H.DE. With a 0.95 correlation, they move nearly in lockstep. XRSM.DE charges 0.07%/yr vs 0.05%/yr for SC0H.DE.
Performance
XRSM.DE vs. SC0H.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with XRSM.DE having a 10.32% return and SC0H.DE slightly higher at 10.65%. Over the past 10 years, XRSM.DE has underperformed SC0H.DE with an annualized return of 13.75%, while SC0H.DE has yielded a comparatively higher 15.25% annualized 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%
SC0H.DE
- 1D
- -1.02%
- 1M
- 0.26%
- YTD
- 10.65%
- 6M
- 10.97%
- 1Y
- 24.50%
- 3Y*
- 19.16%
- 5Y*
- 13.57%
- 10Y*
- 15.25%
XRSM.DE vs. SC0H.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% | 3.51% |
SC0H.DE Invesco MSCI USA UCITS ETF | 10.65% | 4.77% | 32.56% | 23.59% | -15.54% | 38.99% | 9.76% | 35.07% | -1.12% | 6.55% |
Correlation
The correlation between XRSM.DE and SC0H.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 | 0.98 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Mar 6, 2015 | 0.95 |
The correlation between XRSM.DE and SC0H.DE has been stable across timeframes, ranging from 0.95 to 0.98 - a consistent structural relationship.
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Return for Risk
XRSM.DE vs. SC0H.DE — Risk / Return Rank
XRSM.DE
SC0H.DE
XRSM.DE vs. SC0H.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 Invesco MSCI USA UCITS ETF (SC0H.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 | SC0H.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.11 | ||
| Sortino ratioReturn per unit of downside risk | -0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.37 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.91 | 3.33 | -0.43 |
| Martin ratioReturn relative to average drawdown | 10.10 | 11.44 | -1.34 |
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Drawdowns
XRSM.DE vs. SC0H.DE - Drawdown Comparison
The maximum XRSM.DE drawdown since its inception was -40.30%, roughly equal to the maximum SC0H.DE drawdown of -41.34%. Use the drawdown chart below to compare losses from any high point for XRSM.DE and SC0H.DE.
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Drawdown Indicators
| XRSM.DE | SC0H.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.30% | -41.34% | +1.04% |
Max Drawdown (1Y)Largest decline over 1 year | -8.52% | -7.32% | -1.20% |
Max Drawdown (3Y)Largest decline over 3 years | -24.45% | -23.65% | -0.80% |
Max Drawdown (5Y)Largest decline over 5 years | -24.45% | -23.65% | -0.80% |
Max Drawdown (10Y)Largest decline over 10 years | -40.30% | -34.20% | -6.10% |
Current DrawdownCurrent decline from peak | -1.28% | -1.02% | -0.26% |
Average DrawdownAverage peak-to-trough decline | -7.05% | -8.53% | +1.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 2.14% | +0.32% |
Volatility
XRSM.DE vs. SC0H.DE - Volatility Comparison
Xtrackers MSCI USA ESG Screened UCITS ETF 1C (XRSM.DE) has a higher volatility of 3.75% compared to Invesco MSCI USA UCITS ETF (SC0H.DE) at 3.38%. This indicates that XRSM.DE's price experiences larger fluctuations and is considered to be riskier than SC0H.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 | SC0H.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.75% | 3.38% | +0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 8.94% | 8.11% | +0.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.85% | 11.98% | +0.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.09% | 15.45% | +0.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.16% | 16.24% | +1.92% |
XRSM.DE vs. SC0H.DE - Expense Ratio Comparison
XRSM.DE has a 0.07% expense ratio, which is higher than SC0H.DE's 0.05% 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. SC0H.DE - Dividend Comparison
Neither XRSM.DE nor SC0H.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.96, XRSM.DE and SC0H.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, SC0H.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC0H.DE is cheaper with a 0.05% expense ratio, compared with 0.07% for XRSM.DE.
XRSM.DE tracks MSCI USA Select ESG Screened, while SC0H.DE tracks MSCI USA. They also come from different issuers: Xtrackers and Invesco. Their fees differ too: 0.07% for XRSM.DE and 0.05% for SC0H.DE.
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