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XRSM.DE vs. SC0H.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XRSM.DE vs. SC0H.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI USA ESG Screened UCITS ETF 1C (XRSM.DE) and Invesco MSCI USA UCITS ETF (SC0H.DE). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XRSM.DE vs. SC0H.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XRSM.DE
XRSM.DE Risk / Return Rank: 6565
Overall Rank
XRSM.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
XRSM.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
XRSM.DE Omega Ratio Rank: 6565
Omega Ratio Rank
XRSM.DE Calmar Ratio Rank: 6666
Calmar Ratio Rank
XRSM.DE Martin Ratio Rank: 6464
Martin Ratio Rank

SC0H.DE
SC0H.DE Risk / Return Rank: 7272
Overall Rank
SC0H.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
SC0H.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
SC0H.DE Omega Ratio Rank: 7272
Omega Ratio Rank
SC0H.DE Calmar Ratio Rank: 7474
Calmar Ratio Rank
SC0H.DE Martin Ratio Rank: 7171
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.DESC0H.DEDifference
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

XRSM.DE vs. SC0H.DE - Sharpe Ratio Comparison

The current XRSM.DE Sharpe Ratio is 1.93, which is comparable to the SC0H.DE Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of XRSM.DE and SC0H.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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.DESC0H.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.28%

-1.02%

-0.26%

Average Drawdown

Average peak-to-trough decline

-7.05%

-8.53%

+1.48%

Ulcer Index

Depth 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.DESC0H.DEDifference

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.


Tickers have no history of dividend payments

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.

Portfolio Optimizer

Find the right allocation for XRSM.DE and SC0H.DE

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