XRSM.DE vs. UIMP.DE
XRSM.DE (Xtrackers MSCI USA ESG Screened UCITS ETF 1C) and UIMP.DE (UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis) are both Large Cap Blend Equities funds - XRSM.DE tracks the MSCI USA Select ESG Screened while UIMP.DE tracks the MSCI USA SRI Low Carbon Select 5% Issuer Capped. Both are passively managed. Over the past 10 years, XRSM.DE returned 13.75%/yr vs 14.71%/yr for UIMP.DE. Their correlation of 0.92 suggests significant overlap in exposure. XRSM.DE charges 0.07%/yr vs 0.22%/yr for UIMP.DE.
Performance
XRSM.DE vs. UIMP.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 lower than UIMP.DE's 15.73% return. Over the past 10 years, XRSM.DE has underperformed UIMP.DE with an annualized return of 13.75%, while UIMP.DE has yielded a comparatively higher 14.71% 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%
UIMP.DE
- 1D
- -0.18%
- 1M
- 3.59%
- YTD
- 15.73%
- 6M
- 16.07%
- 1Y
- 25.88%
- 3Y*
- 16.74%
- 5Y*
- 11.85%
- 10Y*
- 14.71%
XRSM.DE vs. UIMP.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% |
UIMP.DE UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis | 15.73% | -1.33% | 25.94% | 27.84% | -21.40% | 43.23% | 10.69% | 33.09% | 0.15% | 7.18% |
Correlation
The correlation between XRSM.DE and UIMP.DE is 0.88, 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 | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Mar 6, 2015 | 0.92 |
The correlation between XRSM.DE and UIMP.DE has been stable across timeframes, ranging from 0.88 to 0.93 - a consistent structural relationship.
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Return for Risk
XRSM.DE vs. UIMP.DE — Risk / Return Rank
XRSM.DE
UIMP.DE
XRSM.DE vs. UIMP.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 (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis (UIMP.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 | UIMP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.04 | ||
| Sortino ratioReturn per unit of downside risk | -0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.33 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.91 | 2.73 | +0.17 |
| Martin ratioReturn relative to average drawdown | 10.10 | 8.82 | +1.28 |
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Drawdowns
XRSM.DE vs. UIMP.DE - Drawdown Comparison
The maximum XRSM.DE drawdown since its inception was -40.30%, which is greater than UIMP.DE's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for XRSM.DE and UIMP.DE.
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Drawdown Indicators
| XRSM.DE | UIMP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.30% | -33.37% | -6.93% |
Max Drawdown (1Y)Largest decline over 1 year | -8.52% | -9.42% | +0.90% |
Max Drawdown (3Y)Largest decline over 3 years | -24.45% | -24.74% | +0.29% |
Max Drawdown (5Y)Largest decline over 5 years | -24.45% | -24.74% | +0.29% |
Max Drawdown (10Y)Largest decline over 10 years | -40.30% | -33.37% | -6.93% |
Current DrawdownCurrent decline from peak | -1.28% | -0.31% | -0.97% |
Average DrawdownAverage peak-to-trough decline | -7.05% | -8.06% | +1.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 2.93% | -0.47% |
Volatility
XRSM.DE vs. UIMP.DE - Volatility Comparison
The current volatility for Xtrackers MSCI USA ESG Screened UCITS ETF 1C (XRSM.DE) is 3.75%, while UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis (UIMP.DE) has a volatility of 4.04%. This indicates that XRSM.DE experiences smaller price fluctuations and is considered to be less risky than UIMP.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 | UIMP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.75% | 4.04% | -0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 8.94% | 10.01% | -1.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.85% | 13.63% | -0.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.09% | 16.59% | -0.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.16% | 16.87% | +1.29% |
XRSM.DE vs. UIMP.DE - Expense Ratio Comparison
XRSM.DE has a 0.07% expense ratio, which is lower than UIMP.DE's 0.22% 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. UIMP.DE - Dividend Comparison
XRSM.DE has not paid dividends to shareholders, while UIMP.DE's dividend yield for the trailing twelve months is around 0.41%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UIMP.DE UBS ETF (LU) MSCI USA Socially Responsible UCITS ETF (USD) A-dis | 0.41% | 0.82% | 0.70% | 0.75% | 0.92% | 0.62% | 0.90% | 0.97% | 1.03% | 1.25% | 1.26% | 1.25% |
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% | 0.00% |
Frequently Asked Questions
XRSM.DE and UIMP.DE have a correlation of 0.88, 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 0.22% for UIMP.DE.
XRSM.DE tracks MSCI USA Select ESG Screened, while UIMP.DE tracks MSCI USA SRI Low Carbon Select 5% Issuer Capped. They also come from different issuers: Xtrackers and UBS. Their fees differ too: 0.07% for XRSM.DE and 0.22% for UIMP.DE.
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