XRSM.DE vs. VNRA.DE
XRSM.DE (Xtrackers MSCI USA ESG Screened UCITS ETF 1C) and VNRA.DE (Vanguard FTSE North America UCITS ETF (USD) Accumulating) are both Large Cap Blend Equities funds - XRSM.DE tracks the MSCI USA Select ESG Screened while VNRA.DE tracks the FTSE North America. Both are passively managed. Over the past 5 years, XRSM.DE returned 13.21%/yr vs 14.42%/yr for VNRA.DE. With a 0.95 correlation, they move nearly in lockstep. XRSM.DE charges 0.07%/yr vs 0.10%/yr for VNRA.DE.
Performance
XRSM.DE vs. VNRA.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with XRSM.DE having a 10.32% return and VNRA.DE slightly higher at 10.46%.
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%
VNRA.DE
- 1D
- -0.91%
- 1M
- 0.35%
- YTD
- 10.46%
- 6M
- 10.82%
- 1Y
- 24.46%
- 3Y*
- 19.88%
- 5Y*
- 14.42%
- 10Y*
- —
XRSM.DE vs. VNRA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
XRSM.DE Xtrackers MSCI USA ESG Screened UCITS ETF 1C | 10.32% | 4.95% | 33.21% | 25.49% | -17.04% | 39.25% | 5.31% | 6.59% |
VNRA.DE Vanguard FTSE North America UCITS ETF (USD) Accumulating | 10.46% | 5.72% | 33.35% | 24.31% | -13.97% | 40.15% | 10.63% | -3.11% |
Correlation
The correlation between XRSM.DE and VNRA.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.97 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.97 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Jul 23, 2019 | 0.95 |
The correlation between XRSM.DE and VNRA.DE has been stable across timeframes, ranging from 0.95 to 0.97 - a consistent structural relationship.
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Return for Risk
XRSM.DE vs. VNRA.DE — Risk / Return Rank
XRSM.DE
VNRA.DE
XRSM.DE vs. VNRA.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 Vanguard FTSE North America UCITS ETF (USD) Accumulating (VNRA.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 | VNRA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.14 | ||
| Sortino ratioReturn per unit of downside risk | -0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.38 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.91 | 3.41 | -0.50 |
| Martin ratioReturn relative to average drawdown | 10.10 | 12.02 | -1.92 |
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Drawdowns
XRSM.DE vs. VNRA.DE - Drawdown Comparison
The maximum XRSM.DE drawdown since its inception was -40.30%, which is greater than VNRA.DE's maximum drawdown of -34.48%. Use the drawdown chart below to compare losses from any high point for XRSM.DE and VNRA.DE.
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Drawdown Indicators
| XRSM.DE | VNRA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.30% | -34.48% | -5.82% |
Max Drawdown (1Y)Largest decline over 1 year | -8.52% | -7.14% | -1.38% |
Max Drawdown (3Y)Largest decline over 3 years | -24.45% | -23.07% | -1.38% |
Max Drawdown (5Y)Largest decline over 5 years | -24.45% | -23.07% | -1.38% |
Max Drawdown (10Y)Largest decline over 10 years | -40.30% | — | — |
Current DrawdownCurrent decline from peak | -1.28% | -0.97% | -0.31% |
Average DrawdownAverage peak-to-trough decline | -7.05% | -4.97% | -2.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 2.03% | +0.43% |
Volatility
XRSM.DE vs. VNRA.DE - Volatility Comparison
Xtrackers MSCI USA ESG Screened UCITS ETF 1C (XRSM.DE) has a higher volatility of 3.75% compared to Vanguard FTSE North America UCITS ETF (USD) Accumulating (VNRA.DE) at 3.31%. This indicates that XRSM.DE's price experiences larger fluctuations and is considered to be riskier than VNRA.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 | VNRA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.75% | 3.31% | +0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 8.94% | 7.88% | +1.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.85% | 11.76% | +1.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.09% | 15.26% | +0.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.16% | 17.82% | +0.34% |
XRSM.DE vs. VNRA.DE - Expense Ratio Comparison
XRSM.DE has a 0.07% expense ratio, which is lower than VNRA.DE's 0.10% 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. VNRA.DE - Dividend Comparison
Neither XRSM.DE nor VNRA.DE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
VNRA.DE Vanguard FTSE North America UCITS ETF (USD) Accumulating | 0.00% | 0.26% | 0.98% | 1.24% | 1.45% | 0.96% | 1.62% |
XRSM.DE Xtrackers MSCI USA ESG Screened UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.96, XRSM.DE and VNRA.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 0.10% for VNRA.DE.
XRSM.DE tracks MSCI USA Select ESG Screened, while VNRA.DE tracks FTSE North America. They also come from different issuers: Xtrackers and Vanguard. Their fees differ too: 0.07% for XRSM.DE and 0.10% for VNRA.DE.
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