XRSM.DE vs. USCP.DE
XRSM.DE (Xtrackers MSCI USA ESG Screened UCITS ETF 1C) and USCP.DE (Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR)) are both Large Cap Blend Equities funds - XRSM.DE tracks the MSCI USA Select ESG Screened while USCP.DE tracks the Shiller Barclays CAPE® US Sector Value. Both are passively managed. Over the past 10 years, XRSM.DE returned 13.75%/yr vs 13.62%/yr for USCP.DE. Their correlation of 0.87 suggests significant overlap in exposure. XRSM.DE charges 0.07%/yr vs 0.65%/yr for USCP.DE.
Performance
XRSM.DE vs. USCP.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 USCP.DE's 3.57% return. Both investments have delivered pretty close results over the past 10 years, with XRSM.DE having a 13.75% annualized return and USCP.DE not far behind at 13.62%.
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%
USCP.DE
- 1D
- 0.29%
- 1M
- 2.63%
- YTD
- 3.57%
- 6M
- 3.95%
- 1Y
- 9.61%
- 3Y*
- 10.36%
- 5Y*
- 9.81%
- 10Y*
- 13.62%
XRSM.DE vs. USCP.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% |
USCP.DE Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) | 3.57% | -3.26% | 22.70% | 25.56% | -10.80% | 38.73% | 7.54% | 33.98% | 0.41% | 5.39% |
Correlation
The correlation between XRSM.DE and USCP.DE is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Jun 22, 2015 | 0.87 |
Over the past year, the correlation between XRSM.DE and USCP.DE has dropped to 0.52 - well below their long-term average of 0.87, suggesting their price drivers have been diverging.
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Return for Risk
XRSM.DE vs. USCP.DE — Risk / Return Rank
XRSM.DE
USCP.DE
XRSM.DE vs. USCP.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 Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.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 | USCP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.98 | ||
| Sortino ratioReturn per unit of downside risk | +1.31 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.17 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 2.91 | 1.36 | +1.55 |
| Martin ratioReturn relative to average drawdown | 10.10 | 4.04 | +6.06 |
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Drawdowns
XRSM.DE vs. USCP.DE - Drawdown Comparison
The maximum XRSM.DE drawdown since its inception was -40.30%, which is greater than USCP.DE's maximum drawdown of -34.80%. Use the drawdown chart below to compare losses from any high point for XRSM.DE and USCP.DE.
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Drawdown Indicators
| XRSM.DE | USCP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.30% | -34.80% | -5.50% |
Max Drawdown (1Y)Largest decline over 1 year | -8.52% | -7.04% | -1.48% |
Max Drawdown (3Y)Largest decline over 3 years | -24.45% | -19.22% | -5.23% |
Max Drawdown (5Y)Largest decline over 5 years | -24.45% | -19.22% | -5.23% |
Max Drawdown (10Y)Largest decline over 10 years | -40.30% | -34.80% | -5.50% |
Current DrawdownCurrent decline from peak | -1.28% | -5.19% | +3.91% |
Average DrawdownAverage peak-to-trough decline | -7.05% | -4.88% | -2.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 2.38% | +0.08% |
Volatility
XRSM.DE vs. USCP.DE - Volatility Comparison
Xtrackers MSCI USA ESG Screened UCITS ETF 1C (XRSM.DE) has a higher volatility of 3.75% compared to Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.DE) at 2.92%. This indicates that XRSM.DE's price experiences larger fluctuations and is considered to be riskier than USCP.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 | USCP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.75% | 2.92% | +0.83% |
Volatility (6M)Calculated over the trailing 6-month period | 8.94% | 7.34% | +1.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.85% | 10.08% | +2.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.09% | 14.47% | +1.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.16% | 16.10% | +2.06% |
XRSM.DE vs. USCP.DE - Expense Ratio Comparison
XRSM.DE has a 0.07% expense ratio, which is lower than USCP.DE's 0.65% expense ratio.
Dividends
XRSM.DE vs. USCP.DE - Dividend Comparison
Neither XRSM.DE nor USCP.DE has paid dividends to shareholders.
Frequently Asked Questions
XRSM.DE and USCP.DE have a correlation of 0.52, 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 0.65% for USCP.DE.
XRSM.DE tracks MSCI USA Select ESG Screened, while USCP.DE tracks Shiller Barclays CAPE® US Sector Value. They also come from different issuers: Xtrackers and Natixis. Their fees differ too: 0.07% for XRSM.DE and 0.65% for USCP.DE.
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