XRSM.DE vs. VNRT.DE
XRSM.DE (Xtrackers MSCI USA ESG Screened UCITS ETF 1C) and VNRT.DE (Vanguard FTSE North America UCITS ETF Distributing) are both Large Cap Blend Equities funds - XRSM.DE tracks the MSCI USA Select ESG Screened while VNRT.DE tracks the Russell 1000 TR USD. Both are passively managed. Over the past 5 years, XRSM.DE returned 13.21%/yr vs 13.37%/yr for VNRT.DE. With a 0.95 correlation, they move nearly in lockstep. XRSM.DE charges 0.07%/yr vs 0.10%/yr for VNRT.DE.
Performance
XRSM.DE vs. VNRT.DE - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both investments are quite close, with XRSM.DE having a 10.32% return and VNRT.DE slightly higher at 10.48%.
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%
VNRT.DE
- 1D
- -0.93%
- 1M
- 0.32%
- YTD
- 10.48%
- 6M
- 10.85%
- 1Y
- 24.44%
- 3Y*
- 19.07%
- 5Y*
- 13.37%
- 10Y*
- —
XRSM.DE vs. VNRT.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% | 4.13% |
VNRT.DE Vanguard FTSE North America UCITS ETF Distributing | 10.48% | 5.38% | 31.91% | 22.71% | -15.21% | 38.59% | 8.35% | 34.70% | -1.98% | 2.78% |
Correlation
The correlation between XRSM.DE and VNRT.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 | 0.96 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.97 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Oct 26, 2017 | 0.95 |
The correlation between XRSM.DE and VNRT.DE has been stable across timeframes, ranging from 0.95 to 0.98 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XRSM.DE vs. VNRT.DE — Risk / Return Rank
XRSM.DE
VNRT.DE
XRSM.DE vs. VNRT.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 Distributing (VNRT.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 | VNRT.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 | 3.51 | -0.60 |
| Martin ratioReturn relative to average drawdown | 10.10 | 12.51 | -2.40 |
Loading charts...
Drawdowns
XRSM.DE vs. VNRT.DE - Drawdown Comparison
The maximum XRSM.DE drawdown since its inception was -40.30%, which is greater than VNRT.DE's maximum drawdown of -34.52%. Use the drawdown chart below to compare losses from any high point for XRSM.DE and VNRT.DE.
Loading charts...
Drawdown Indicators
| XRSM.DE | VNRT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.30% | -34.52% | -5.78% |
Max Drawdown (1Y)Largest decline over 1 year | -8.52% | -6.93% | -1.59% |
Max Drawdown (3Y)Largest decline over 3 years | -24.45% | -23.32% | -1.13% |
Max Drawdown (5Y)Largest decline over 5 years | -24.45% | -23.32% | -1.13% |
Max Drawdown (10Y)Largest decline over 10 years | -40.30% | — | — |
Current DrawdownCurrent decline from peak | -1.28% | -0.98% | -0.30% |
Average DrawdownAverage peak-to-trough decline | -7.05% | -4.41% | -2.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 1.95% | +0.51% |
Volatility
XRSM.DE vs. VNRT.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 Distributing (VNRT.DE) at 3.34%. This indicates that XRSM.DE's price experiences larger fluctuations and is considered to be riskier than VNRT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XRSM.DE | VNRT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.75% | 3.34% | +0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 8.94% | 7.87% | +1.07% |
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% | 15.32% | +0.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.16% | 16.79% | +1.37% |
XRSM.DE vs. VNRT.DE - Expense Ratio Comparison
XRSM.DE has a 0.07% expense ratio, which is lower than VNRT.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. VNRT.DE - Dividend Comparison
XRSM.DE has not paid dividends to shareholders, while VNRT.DE's dividend yield for the trailing twelve months is around 0.89%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
VNRT.DE Vanguard FTSE North America UCITS ETF Distributing | 0.89% | 0.98% | 0.99% | 1.25% | 1.46% | 1.00% | 1.42% | 1.43% | 1.78% | 0.41% |
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% |
Frequently Asked Questions
With a correlation of 0.96, XRSM.DE and VNRT.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 VNRT.DE.
XRSM.DE tracks MSCI USA Select ESG Screened, while VNRT.DE tracks Russell 1000 TR USD. They also come from different issuers: Xtrackers and Vanguard. Their fees differ too: 0.07% for XRSM.DE and 0.10% for VNRT.DE.
Find the right allocation for XRSM.DE and VNRT.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer