XRSM.DE vs. XDEW.DE
XRSM.DE (Xtrackers MSCI USA ESG Screened UCITS ETF 1C) and XDEW.DE (Xtrackers S&P 500 Equal Weight 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 XDEW.DE is a S&P 500 fund tracking the S&P 500 Equal Weight Index. Both are passively managed. Over the past 10 years, XRSM.DE returned 13.10%/yr vs 11.05%/yr for XDEW.DE. Their correlation of 0.90 suggests significant overlap in exposure. XRSM.DE charges 0.07%/yr vs 0.20%/yr for XDEW.DE.
Performance
XRSM.DE vs. XDEW.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XRSM.DE achieves a 12.88% return, which is significantly lower than XDEW.DE's 14.15% return. Over the past 10 years, XRSM.DE has outperformed XDEW.DE with an annualized return of 13.10%, while XDEW.DE has yielded a comparatively lower 11.05% annualized return.
XRSM.DE
- 1D
- 0.30%
- 1M
- 1.59%
- 6M
- 12.20%
- YTD
- 12.88%
- 1Y
- 22.74%
- 3Y*
- 19.85%
- 5Y*
- 13.85%
- 10Y*
- 13.10%
XDEW.DE
- 1D
- -0.02%
- 1M
- 1.80%
- 6M
- 10.18%
- YTD
- 14.15%
- 1Y
- 19.97%
- 3Y*
- 12.88%
- 5Y*
- 9.45%
- 10Y*
- 11.05%
XRSM.DE vs. XDEW.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 | 12.88% | 4.95% | 33.21% | 25.49% | -17.04% | 39.25% | 5.31% | 33.46% | -6.52% | 3.51% |
XDEW.DE Xtrackers S&P 500 Equal Weight UCITS ETF 1C | 14.15% | -0.46% | 18.66% | 10.08% | -6.94% | 41.59% | 1.18% | 31.27% | -4.53% | 4.00% |
Correlation
The correlation between XRSM.DE and XDEW.DE is 0.63, 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 | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Mar 6, 2015 | 0.90 |
Over the past year, the correlation between XRSM.DE and XDEW.DE has dropped to 0.63 - well below their long-term average of 0.90, suggesting their price drivers have been diverging.
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Return for Risk
XRSM.DE vs. XDEW.DE — Risk / Return Rank
XRSM.DE
XDEW.DE
XRSM.DE vs. XDEW.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 S&P 500 Equal Weight UCITS ETF 1C (XDEW.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 | XDEW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.10 | ||
| Sortino ratioReturn per unit of downside risk | -0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.34 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.66 | 3.93 | -1.27 |
| Martin ratioReturn relative to average drawdown | 9.25 | 12.11 | -2.86 |
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Drawdowns
XRSM.DE vs. XDEW.DE - Drawdown Comparison
The maximum XRSM.DE drawdown since its inception was -40.30%, roughly equal to the maximum XDEW.DE drawdown of -38.79%. Use the drawdown chart below to compare losses from any high point for XRSM.DE and XDEW.DE.
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Drawdown Indicators
| XRSM.DE | XDEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.30% | -38.79% | -1.51% |
Max Drawdown (1Y)Largest decline over 1 year | -8.52% | -5.06% | -3.46% |
Max Drawdown (3Y)Largest decline over 3 years | -24.45% | -22.70% | -1.75% |
Max Drawdown (5Y)Largest decline over 5 years | -24.45% | -22.70% | -1.75% |
Max Drawdown (10Y)Largest decline over 10 years | -40.30% | -38.79% | -1.51% |
Current DrawdownCurrent decline from peak | -0.10% | -0.92% | +0.82% |
Average DrawdownAverage peak-to-trough decline | -7.02% | -5.33% | -1.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.45% | 1.65% | +0.80% |
Volatility
XRSM.DE vs. XDEW.DE - Volatility Comparison
Xtrackers MSCI USA ESG Screened UCITS ETF 1C (XRSM.DE) has a higher volatility of 3.14% compared to Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) at 2.73%. This indicates that XRSM.DE's price experiences larger fluctuations and is considered to be riskier than XDEW.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 | XDEW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.14% | 2.73% | +0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 8.94% | 6.91% | +2.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.94% | 10.64% | +2.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.09% | 14.91% | +1.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.13% | 16.80% | +1.33% |
XRSM.DE vs. XDEW.DE - Expense Ratio Comparison
XRSM.DE has a 0.07% expense ratio, which is lower than XDEW.DE's 0.20% 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. XDEW.DE - Dividend Comparison
Neither XRSM.DE nor XDEW.DE has paid dividends to shareholders.
Frequently Asked Questions
XRSM.DE and XDEW.DE have a correlation of 0.63, 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 0.20% for XDEW.DE.
XRSM.DE is categorized as Large Cap Blend Equities, while XDEW.DE is S&P 500. XRSM.DE tracks MSCI USA Select ESG Screened, while XDEW.DE tracks S&P 500 Equal Weight Index. Their fees differ too: 0.07% for XRSM.DE and 0.20% for XDEW.DE.
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