XRSM.DE vs. XDWT.DE
XRSM.DE (Xtrackers MSCI USA ESG Screened UCITS ETF 1C) and XDWT.DE (Xtrackers MSCI World Information Technology 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 XDWT.DE is a Technology Equities fund tracking the MSCI World Information Technology 20/35 Custom Index. Both are passively managed. Over the past 10 years, XRSM.DE returned 13.75%/yr vs 24.01%/yr for XDWT.DE. Their correlation of 0.83 suggests significant overlap in exposure. XRSM.DE charges 0.07%/yr vs 0.25%/yr for XDWT.DE.
Performance
XRSM.DE vs. XDWT.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 XDWT.DE's 20.19% return. Over the past 10 years, XRSM.DE has underperformed XDWT.DE with an annualized return of 13.75%, while XDWT.DE has yielded a comparatively higher 24.01% 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%
XDWT.DE
- 1D
- -1.54%
- 1M
- -0.48%
- YTD
- 20.19%
- 6M
- 20.60%
- 1Y
- 39.51%
- 3Y*
- 27.97%
- 5Y*
- 19.94%
- 10Y*
- 24.01%
XRSM.DE vs. XDWT.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% |
XDWT.DE Xtrackers MSCI World Information Technology UCITS ETF 1C | 20.19% | 9.56% | 41.11% | 50.00% | -28.10% | 41.76% | 30.98% | 51.77% | 0.75% | 21.05% |
Correlation
The correlation between XRSM.DE and XDWT.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 | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Mar 6, 2015 | 0.83 |
The correlation between XRSM.DE and XDWT.DE has been stable across timeframes, ranging from 0.83 to 0.88 - a consistent structural relationship.
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Return for Risk
XRSM.DE vs. XDWT.DE — Risk / Return Rank
XRSM.DE
XDWT.DE
XRSM.DE vs. XDWT.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 Information Technology UCITS ETF 1C (XDWT.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 | XDWT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.08 | ||
| Sortino ratioReturn per unit of downside risk | +0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.30 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.91 | 2.52 | +0.38 |
| Martin ratioReturn relative to average drawdown | 10.10 | 6.48 | +3.62 |
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Drawdowns
XRSM.DE vs. XDWT.DE - Drawdown Comparison
The maximum XRSM.DE drawdown since its inception was -40.30%, smaller than the maximum XDWT.DE drawdown of -44.55%. Use the drawdown chart below to compare losses from any high point for XRSM.DE and XDWT.DE.
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Drawdown Indicators
| XRSM.DE | XDWT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.30% | -44.55% | +4.25% |
Max Drawdown (1Y)Largest decline over 1 year | -8.52% | -15.59% | +7.07% |
Max Drawdown (3Y)Largest decline over 3 years | -24.45% | -29.46% | +5.01% |
Max Drawdown (5Y)Largest decline over 5 years | -24.45% | -29.46% | +5.01% |
Max Drawdown (10Y)Largest decline over 10 years | -40.30% | -31.60% | -8.70% |
Current DrawdownCurrent decline from peak | -1.28% | -6.53% | +5.25% |
Average DrawdownAverage peak-to-trough decline | -7.05% | -8.71% | +1.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 6.08% | -3.62% |
Volatility
XRSM.DE vs. XDWT.DE - Volatility Comparison
The current volatility for Xtrackers MSCI USA ESG Screened UCITS ETF 1C (XRSM.DE) is 3.75%, while Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE) has a volatility of 8.55%. This indicates that XRSM.DE experiences smaller price fluctuations and is considered to be less risky than XDWT.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 | XDWT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.75% | 8.55% | -4.80% |
Volatility (6M)Calculated over the trailing 6-month period | 8.94% | 15.88% | -6.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.85% | 21.34% | -8.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.09% | 22.72% | -6.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.16% | 22.22% | -4.06% |
XRSM.DE vs. XDWT.DE - Expense Ratio Comparison
XRSM.DE has a 0.07% expense ratio, which is lower than XDWT.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. XDWT.DE - Dividend Comparison
Neither XRSM.DE nor XDWT.DE has paid dividends to shareholders.
Frequently Asked Questions
XRSM.DE and XDWT.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 XDWT.DE.
XRSM.DE is categorized as Large Cap Blend Equities, while XDWT.DE is Technology Equities. XRSM.DE tracks MSCI USA Select ESG Screened, while XDWT.DE tracks MSCI World Information Technology 20/35 Custom Index. Their fees differ too: 0.07% for XRSM.DE and 0.25% for XDWT.DE.
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