XRSM.DE vs. UBUR.DE
XRSM.DE (Xtrackers MSCI USA ESG Screened UCITS ETF 1C) and UBUR.DE (UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis) are both Large Cap Blend Equities funds - XRSM.DE tracks the MSCI USA Select ESG Screened while UBUR.DE tracks the MSCI USA Select Dynamic 50% Risk Weighted. Both are passively managed. Over the past 10 years, XRSM.DE returned 13.75%/yr vs 9.24%/yr for UBUR.DE. A 0.71 correlation means they provide meaningful diversification when combined. XRSM.DE charges 0.07%/yr vs 0.18%/yr for UBUR.DE.
Performance
XRSM.DE vs. UBUR.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 UBUR.DE's 5.99% return. Over the past 10 years, XRSM.DE has outperformed UBUR.DE with an annualized return of 13.75%, while UBUR.DE has yielded a comparatively lower 9.24% 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%
UBUR.DE
- 1D
- -0.03%
- 1M
- 3.23%
- YTD
- 5.99%
- 6M
- 6.88%
- 1Y
- 6.70%
- 3Y*
- 8.11%
- 5Y*
- 7.54%
- 10Y*
- 9.24%
XRSM.DE vs. UBUR.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% |
UBUR.DE UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis | 5.99% | -5.50% | 20.30% | 3.14% | -1.97% | 35.27% | -5.38% | 32.02% | 2.78% | 2.01% |
Correlation
The correlation between XRSM.DE and UBUR.DE is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Sep 22, 2015 | 0.71 |
Over the past year, the correlation between XRSM.DE and UBUR.DE has dropped to 0.04 - well below their long-term average of 0.71, suggesting their price drivers have been diverging.
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Return for Risk
XRSM.DE vs. UBUR.DE — Risk / Return Rank
XRSM.DE
UBUR.DE
XRSM.DE vs. UBUR.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 UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UBUR.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 | UBUR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.29 | ||
| Sortino ratioReturn per unit of downside risk | +1.66 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.11 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 2.91 | 0.86 | +2.05 |
| Martin ratioReturn relative to average drawdown | 10.10 | 2.03 | +8.07 |
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Drawdowns
XRSM.DE vs. UBUR.DE - Drawdown Comparison
The maximum XRSM.DE drawdown since its inception was -40.30%, which is greater than UBUR.DE's maximum drawdown of -35.34%. Use the drawdown chart below to compare losses from any high point for XRSM.DE and UBUR.DE.
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Drawdown Indicators
| XRSM.DE | UBUR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.30% | -35.34% | -4.96% |
Max Drawdown (1Y)Largest decline over 1 year | -8.52% | -7.81% | -0.71% |
Max Drawdown (3Y)Largest decline over 3 years | -24.45% | -14.40% | -10.05% |
Max Drawdown (5Y)Largest decline over 5 years | -24.45% | -14.40% | -10.05% |
Max Drawdown (10Y)Largest decline over 10 years | -40.30% | -35.34% | -4.96% |
Current DrawdownCurrent decline from peak | -1.28% | -6.37% | +5.09% |
Average DrawdownAverage peak-to-trough decline | -7.05% | -5.83% | -1.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 3.30% | -0.84% |
Volatility
XRSM.DE vs. UBUR.DE - Volatility Comparison
The current volatility for Xtrackers MSCI USA ESG Screened UCITS ETF 1C (XRSM.DE) is 3.75%, while UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UBUR.DE) has a volatility of 4.18%. This indicates that XRSM.DE experiences smaller price fluctuations and is considered to be less risky than UBUR.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 | UBUR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.75% | 4.18% | -0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 8.94% | 7.74% | +1.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.85% | 10.59% | +2.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.09% | 12.43% | +3.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.16% | 14.14% | +4.02% |
XRSM.DE vs. UBUR.DE - Expense Ratio Comparison
XRSM.DE has a 0.07% expense ratio, which is lower than UBUR.DE's 0.18% 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. UBUR.DE - Dividend Comparison
XRSM.DE has not paid dividends to shareholders, while UBUR.DE's dividend yield for the trailing twelve months is around 1.79%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
UBUR.DE UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis | 1.79% | 2.04% | 1.57% | 1.52% | 1.37% | 1.09% | 1.84% | 1.58% | 1.66% | 1.70% | 1.45% |
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% | 0.00% | 0.00% |
Frequently Asked Questions
XRSM.DE and UBUR.DE have a correlation of 0.04, 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 0.18% for UBUR.DE.
XRSM.DE tracks MSCI USA Select ESG Screened, while UBUR.DE tracks MSCI USA Select Dynamic 50% Risk Weighted. They also come from different issuers: Xtrackers and UBS. Their fees differ too: 0.07% for XRSM.DE and 0.18% for UBUR.DE.
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