XRSM.DE vs. USUE.DE
XRSM.DE (Xtrackers MSCI USA ESG Screened UCITS ETF 1C) and USUE.DE (UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) Acc) are both Large Cap Blend Equities funds - XRSM.DE tracks the MSCI USA Select ESG Screened while USUE.DE tracks the MSCI USA Select Factor Mix. Both are passively managed. Over the past 5 years, XRSM.DE returned 13.21%/yr vs 11.86%/yr for USUE.DE. Their correlation of 0.81 suggests significant overlap in exposure. XRSM.DE charges 0.07%/yr vs 0.25%/yr for USUE.DE.
Performance
XRSM.DE vs. USUE.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 USUE.DE's 17.59% 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%
USUE.DE
- 1D
- 0.77%
- 1M
- 5.03%
- YTD
- 17.59%
- 6M
- 17.88%
- 1Y
- 27.09%
- 3Y*
- 17.63%
- 5Y*
- 11.86%
- 10Y*
- —
XRSM.DE vs. USUE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | -9.08% |
USUE.DE UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) Acc | 17.59% | 0.99% | 25.07% | 12.96% | -8.61% | 35.62% | -6.54% | 32.71% | -12.55% |
Correlation
The correlation between XRSM.DE and USUE.DE is 0.64, 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 | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Oct 16, 2018 | 0.81 |
The correlation between XRSM.DE and USUE.DE shifts across timeframes, from 0.64 (1 year) to 0.85 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
XRSM.DE vs. USUE.DE — Risk / Return Rank
XRSM.DE
USUE.DE
XRSM.DE vs. USUE.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) MSCI USA Select Factor Mix UCITS ETF (USD) Acc (USUE.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 | USUE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.43 | ||
| Sortino ratioReturn per unit of downside risk | -0.70 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.42 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.91 | 5.52 | -2.61 |
| Martin ratioReturn relative to average drawdown | 10.10 | 18.47 | -8.37 |
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Drawdowns
XRSM.DE vs. USUE.DE - Drawdown Comparison
The maximum XRSM.DE drawdown since its inception was -40.30%, roughly equal to the maximum USUE.DE drawdown of -39.26%. Use the drawdown chart below to compare losses from any high point for XRSM.DE and USUE.DE.
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Drawdown Indicators
| XRSM.DE | USUE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.30% | -39.26% | -1.04% |
Max Drawdown (1Y)Largest decline over 1 year | -8.52% | -4.89% | -3.63% |
Max Drawdown (3Y)Largest decline over 3 years | -24.45% | -20.79% | -3.66% |
Max Drawdown (5Y)Largest decline over 5 years | -24.45% | -20.79% | -3.66% |
Max Drawdown (10Y)Largest decline over 10 years | -40.30% | — | — |
Current DrawdownCurrent decline from peak | -1.28% | 0.00% | -1.28% |
Average DrawdownAverage peak-to-trough decline | -7.05% | -5.62% | -1.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 1.46% | +1.00% |
Volatility
XRSM.DE vs. USUE.DE - Volatility Comparison
Xtrackers MSCI USA ESG Screened UCITS ETF 1C (XRSM.DE) has a higher volatility of 3.75% compared to UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) Acc (USUE.DE) at 2.48%. This indicates that XRSM.DE's price experiences larger fluctuations and is considered to be riskier than USUE.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 | USUE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.75% | 2.48% | +1.27% |
Volatility (6M)Calculated over the trailing 6-month period | 8.94% | 8.10% | +0.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.85% | 11.43% | +1.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.09% | 14.44% | +1.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.16% | 16.91% | +1.25% |
XRSM.DE vs. USUE.DE - Expense Ratio Comparison
XRSM.DE has a 0.07% expense ratio, which is lower than USUE.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. USUE.DE - Dividend Comparison
Neither XRSM.DE nor USUE.DE has paid dividends to shareholders.
Frequently Asked Questions
XRSM.DE and USUE.DE have a correlation of 0.64, 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 0.25% for USUE.DE.
XRSM.DE tracks MSCI USA Select ESG Screened, while USUE.DE tracks MSCI USA Select Factor Mix. They also come from different issuers: Xtrackers and UBS. Their fees differ too: 0.07% for XRSM.DE and 0.25% for USUE.DE.
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