XRSM.DE vs. UBUT.DE
XRSM.DE (Xtrackers MSCI USA ESG Screened UCITS ETF 1C) and UBUT.DE (UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis) are both Large Cap Blend Equities funds - XRSM.DE tracks the MSCI USA Select ESG Screened while UBUT.DE tracks the MSCI USA Quality. Both are passively managed. Over the past 10 years, XRSM.DE returned 13.10%/yr vs 15.76%/yr for UBUT.DE. Their correlation of 0.90 suggests significant overlap in exposure. XRSM.DE charges 0.07%/yr vs 0.25%/yr for UBUT.DE.
Performance
XRSM.DE vs. UBUT.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XRSM.DE achieves a 12.88% return, which is significantly lower than UBUT.DE's 13.85% return. Over the past 10 years, XRSM.DE has underperformed UBUT.DE with an annualized return of 13.10%, while UBUT.DE has yielded a comparatively higher 15.76% annualized return.
XRSM.DE
- 1D
- 0.30%
- 1M
- 1.59%
- 6M
- 12.20%
- YTD
- 12.88%
- 1Y
- 22.74%
- 3Y*
- 19.85%
- 5Y*
- 13.85%
- 10Y*
- 13.10%
UBUT.DE
- 1D
- -0.10%
- 1M
- 2.06%
- 6M
- 13.11%
- YTD
- 13.85%
- 1Y
- 26.75%
- 3Y*
- 18.99%
- 5Y*
- 13.25%
- 10Y*
- 15.76%
XRSM.DE vs. UBUT.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 | 12.88% | 4.95% | 33.21% | 25.49% | -17.04% | 39.25% | 5.31% | 33.46% | -6.52% | 3.51% |
UBUT.DE UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis | 13.85% | 4.94% | 28.23% | 31.58% | -19.43% | 39.75% | 10.58% | 41.48% | 1.10% | 9.96% |
Correlation
The correlation between XRSM.DE and UBUT.DE is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Sep 22, 2015 | 0.90 |
The correlation between XRSM.DE and UBUT.DE has been stable across timeframes, ranging from 0.90 to 0.94 - a consistent structural relationship.
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Return for Risk
XRSM.DE vs. UBUT.DE — Risk / Return Rank
XRSM.DE
UBUT.DE
XRSM.DE vs. UBUT.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 Quality UCITS ETF (USD) A-dis (UBUT.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 | UBUT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.21 | ||
| Sortino ratioReturn per unit of downside risk | -0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.36 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.66 | 2.89 | -0.24 |
| Martin ratioReturn relative to average drawdown | 9.25 | 10.28 | -1.03 |
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Drawdowns
XRSM.DE vs. UBUT.DE - Drawdown Comparison
The maximum XRSM.DE drawdown since its inception was -40.30%, which is greater than UBUT.DE's maximum drawdown of -30.49%. Use the drawdown chart below to compare losses from any high point for XRSM.DE and UBUT.DE.
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Drawdown Indicators
| XRSM.DE | UBUT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.30% | -30.49% | -9.81% |
Max Drawdown (1Y)Largest decline over 1 year | -8.52% | -9.20% | +0.68% |
Max Drawdown (3Y)Largest decline over 3 years | -24.45% | -24.78% | +0.33% |
Max Drawdown (5Y)Largest decline over 5 years | -24.45% | -24.78% | +0.33% |
Max Drawdown (10Y)Largest decline over 10 years | -40.30% | -30.49% | -9.81% |
Current DrawdownCurrent decline from peak | -0.10% | -0.84% | +0.74% |
Average DrawdownAverage peak-to-trough decline | -7.02% | -4.97% | -2.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.45% | 2.60% | -0.15% |
Volatility
XRSM.DE vs. UBUT.DE - Volatility Comparison
The current volatility for Xtrackers MSCI USA ESG Screened UCITS ETF 1C (XRSM.DE) is 3.14%, while UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis (UBUT.DE) has a volatility of 3.31%. This indicates that XRSM.DE experiences smaller price fluctuations and is considered to be less risky than UBUT.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 | UBUT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.14% | 3.31% | -0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 8.94% | 9.28% | -0.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.94% | 13.50% | -0.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.09% | 16.83% | -0.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.13% | 17.02% | +1.11% |
XRSM.DE vs. UBUT.DE - Expense Ratio Comparison
XRSM.DE has a 0.07% expense ratio, which is lower than UBUT.DE's 0.25% 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. UBUT.DE - Dividend Comparison
XRSM.DE has not paid dividends to shareholders, while UBUT.DE's dividend yield for the trailing twelve months is around 0.40%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
UBUT.DE UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis | 0.40% | 0.47% | 0.65% | 0.84% | 0.84% | 0.74% | 1.00% | 0.74% | 1.28% | 0.95% | 1.06% |
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
With a correlation of 0.91, XRSM.DE and UBUT.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, 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 0.25% for UBUT.DE.
XRSM.DE tracks MSCI USA Select ESG Screened, while UBUT.DE tracks MSCI USA Quality. They also come from different issuers: Xtrackers and UBS. Their fees differ too: 0.07% for XRSM.DE and 0.25% for UBUT.DE.
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