XRSM.DE vs. XNAS.DE
XRSM.DE (Xtrackers MSCI USA ESG Screened UCITS ETF 1C) and XNAS.DE (Xtrackers Nasdaq 100 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 XNAS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 5 years, XRSM.DE returned 13.21%/yr vs 17.19%/yr for XNAS.DE. Their correlation of 0.90 suggests significant overlap in exposure. XRSM.DE charges 0.07%/yr vs 0.20%/yr for XNAS.DE.
Performance
XRSM.DE vs. XNAS.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 XNAS.DE's 19.94% 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%
XNAS.DE
- 1D
- 0.00%
- 1M
- 0.95%
- YTD
- 19.94%
- 6M
- 20.20%
- 1Y
- 36.43%
- 3Y*
- 24.62%
- 5Y*
- 17.19%
- 10Y*
- —
XRSM.DE vs. XNAS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XRSM.DE Xtrackers MSCI USA ESG Screened UCITS ETF 1C | 10.32% | 4.95% | 33.21% | 25.49% | -17.04% | 32.82% |
XNAS.DE Xtrackers Nasdaq 100 UCITS ETF 1C | 19.94% | 7.11% | 33.75% | 51.36% | -29.99% | 31.23% |
Correlation
The correlation between XRSM.DE and XNAS.DE is 0.91, 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 | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Jan 27, 2021 | 0.90 |
The correlation between XRSM.DE and XNAS.DE has been stable across timeframes, ranging from 0.90 to 0.92 - a consistent structural relationship.
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Return for Risk
XRSM.DE vs. XNAS.DE — Risk / Return Rank
XRSM.DE
XNAS.DE
XRSM.DE vs. XNAS.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 Nasdaq 100 UCITS ETF 1C (XNAS.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 | XNAS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.26 | ||
| Sortino ratioReturn per unit of downside risk | -0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.38 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.91 | 3.66 | -0.75 |
| Martin ratioReturn relative to average drawdown | 10.10 | 10.65 | -0.55 |
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Drawdowns
XRSM.DE vs. XNAS.DE - Drawdown Comparison
The maximum XRSM.DE drawdown since its inception was -40.30%, which is greater than XNAS.DE's maximum drawdown of -31.25%. Use the drawdown chart below to compare losses from any high point for XRSM.DE and XNAS.DE.
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Drawdown Indicators
| XRSM.DE | XNAS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.30% | -31.25% | -9.05% |
Max Drawdown (1Y)Largest decline over 1 year | -8.52% | -10.00% | +1.48% |
Max Drawdown (3Y)Largest decline over 3 years | -24.45% | -26.72% | +2.27% |
Max Drawdown (5Y)Largest decline over 5 years | -24.45% | -31.25% | +6.80% |
Max Drawdown (10Y)Largest decline over 10 years | -40.30% | — | — |
Current DrawdownCurrent decline from peak | -1.28% | -1.87% | +0.59% |
Average DrawdownAverage peak-to-trough decline | -7.05% | -7.77% | +0.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 3.43% | -0.97% |
Volatility
XRSM.DE vs. XNAS.DE - Volatility Comparison
The current volatility for Xtrackers MSCI USA ESG Screened UCITS ETF 1C (XRSM.DE) is 3.75%, while Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) has a volatility of 5.98%. This indicates that XRSM.DE experiences smaller price fluctuations and is considered to be less risky than XNAS.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 | XNAS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.75% | 5.98% | -2.23% |
Volatility (6M)Calculated over the trailing 6-month period | 8.94% | 11.96% | -3.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.85% | 16.70% | -3.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.09% | 20.02% | -3.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.16% | 19.91% | -1.75% |
XRSM.DE vs. XNAS.DE - Expense Ratio Comparison
XRSM.DE has a 0.07% expense ratio, which is lower than XNAS.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. XNAS.DE - Dividend Comparison
Neither XRSM.DE nor XNAS.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.91, XRSM.DE and XNAS.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 0.20% for XNAS.DE.
XRSM.DE is categorized as Large Cap Blend Equities, while XNAS.DE is Nasdaq-100. XRSM.DE tracks MSCI USA Select ESG Screened, while XNAS.DE tracks Nasdaq 100®. Their fees differ too: 0.07% for XRSM.DE and 0.20% for XNAS.DE.
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