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XRSM.DE vs. XDWT.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XRSM.DE vs. XDWT.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI USA ESG Screened UCITS ETF 1C (XRSM.DE) and Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XRSM.DE vs. XDWT.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XRSM.DE
XRSM.DE Risk / Return Rank: 6565
Overall Rank
XRSM.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
XRSM.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
XRSM.DE Omega Ratio Rank: 6565
Omega Ratio Rank
XRSM.DE Calmar Ratio Rank: 6666
Calmar Ratio Rank
XRSM.DE Martin Ratio Rank: 6464
Martin Ratio Rank

XDWT.DE
XDWT.DE Risk / Return Rank: 5757
Overall Rank
XDWT.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
XDWT.DE Sortino Ratio Rank: 5959
Sortino Ratio Rank
XDWT.DE Omega Ratio Rank: 5656
Omega Ratio Rank
XDWT.DE Calmar Ratio Rank: 5959
Calmar Ratio Rank
XDWT.DE Martin Ratio Rank: 4545
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.DEXDWT.DEDifference
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

XRSM.DE vs. XDWT.DE - Sharpe Ratio Comparison

The current XRSM.DE Sharpe Ratio is 1.93, which is comparable to the XDWT.DE Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of XRSM.DE and XDWT.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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.DEXDWT.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.28%

-6.53%

+5.25%

Average Drawdown

Average peak-to-trough decline

-7.05%

-8.71%

+1.66%

Ulcer Index

Depth 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.DEXDWT.DEDifference

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.


Tickers have no history of dividend payments

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.

Portfolio Optimizer

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