XRSM.DE vs. XDEQ.DE
XRSM.DE (Xtrackers MSCI USA ESG Screened UCITS ETF 1C) and XDEQ.DE (Xtrackers MSCI World Quality Factor UCITS ETF 1C) are both exchange-traded funds - XRSM.DE is a Large Cap Blend Equities fund tracking the MSCI USA Select ESG Screened, while XDEQ.DE is a Global Equities fund tracking the MSCI ACWI NR USD. Both are passively managed. Over the past 10 years, XRSM.DE returned 13.75%/yr vs 12.96%/yr for XDEQ.DE. Their correlation of 0.92 suggests significant overlap in exposure. XRSM.DE charges 0.07%/yr vs 0.25%/yr for XDEQ.DE.
Performance
XRSM.DE vs. XDEQ.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 XDEQ.DE slightly higher at 10.63%. Over the past 10 years, XRSM.DE has outperformed XDEQ.DE with an annualized return of 13.75%, while XDEQ.DE has yielded a comparatively lower 12.96% 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%
XDEQ.DE
- 1D
- -0.22%
- 1M
- 1.50%
- YTD
- 10.63%
- 6M
- 11.03%
- 1Y
- 22.25%
- 3Y*
- 15.96%
- 5Y*
- 10.95%
- 10Y*
- 12.96%
XRSM.DE vs. XDEQ.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% |
XDEQ.DE Xtrackers MSCI World Quality Factor UCITS ETF 1C | 10.63% | 2.87% | 23.81% | 21.83% | -14.80% | 34.39% | 4.48% | 34.18% | -3.32% | 8.20% |
Correlation
The correlation between XRSM.DE and XDEQ.DE is 0.85, 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 | 0.85 |
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 | 0.92 |
Correlation (All Time) Calculated using the full available price history since Mar 6, 2015 | 0.92 |
The correlation between XRSM.DE and XDEQ.DE has been stable across timeframes, ranging from 0.85 to 0.93 - a consistent structural relationship.
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Return for Risk
XRSM.DE vs. XDEQ.DE — Risk / Return Rank
XRSM.DE
XDEQ.DE
XRSM.DE vs. XDEQ.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 Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.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 | XDEQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.14 | ||
| Sortino ratioReturn per unit of downside risk | -0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.38 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.91 | 3.56 | -0.65 |
| Martin ratioReturn relative to average drawdown | 10.10 | 14.97 | -4.87 |
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Drawdowns
XRSM.DE vs. XDEQ.DE - Drawdown Comparison
The maximum XRSM.DE drawdown since its inception was -40.30%, which is greater than XDEQ.DE's maximum drawdown of -32.18%. Use the drawdown chart below to compare losses from any high point for XRSM.DE and XDEQ.DE.
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Drawdown Indicators
| XRSM.DE | XDEQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.30% | -32.18% | -8.12% |
Max Drawdown (1Y)Largest decline over 1 year | -8.52% | -6.22% | -2.30% |
Max Drawdown (3Y)Largest decline over 3 years | -24.45% | -20.59% | -3.86% |
Max Drawdown (5Y)Largest decline over 5 years | -24.45% | -20.59% | -3.86% |
Max Drawdown (10Y)Largest decline over 10 years | -40.30% | -32.18% | -8.12% |
Current DrawdownCurrent decline from peak | -1.28% | -0.32% | -0.96% |
Average DrawdownAverage peak-to-trough decline | -7.05% | -6.57% | -0.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 1.48% | +0.98% |
Volatility
XRSM.DE vs. XDEQ.DE - Volatility Comparison
Xtrackers MSCI USA ESG Screened UCITS ETF 1C (XRSM.DE) has a higher volatility of 3.75% compared to Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE) at 2.31%. This indicates that XRSM.DE's price experiences larger fluctuations and is considered to be riskier than XDEQ.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 | XDEQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.75% | 2.31% | +1.44% |
Volatility (6M)Calculated over the trailing 6-month period | 8.94% | 7.49% | +1.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.85% | 10.74% | +2.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.09% | 14.14% | +1.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.16% | 15.85% | +2.31% |
XRSM.DE vs. XDEQ.DE - Expense Ratio Comparison
XRSM.DE has a 0.07% expense ratio, which is lower than XDEQ.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. XDEQ.DE - Dividend Comparison
Neither XRSM.DE nor XDEQ.DE has paid dividends to shareholders.
Frequently Asked Questions
XRSM.DE and XDEQ.DE have a correlation of 0.85, 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 XDEQ.DE.
XRSM.DE is categorized as Large Cap Blend Equities, while XDEQ.DE is Global Equities. XRSM.DE tracks MSCI USA Select ESG Screened, while XDEQ.DE tracks MSCI ACWI NR USD. Their fees differ too: 0.07% for XRSM.DE and 0.25% for XDEQ.DE.
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