XRSM.DE vs. XSX6.DE
XRSM.DE (Xtrackers MSCI USA ESG Screened UCITS ETF 1C) and XSX6.DE (Xtrackers STOXX Europe 600 UCITS ETF) are both exchange-traded funds - XRSM.DE is a Large Cap Blend Equities fund tracking the MSCI USA Select ESG Screened, while XSX6.DE is a Europe Equities fund tracking the STOXX® Europe 600. Both are passively managed. Over the past 10 years, XRSM.DE returned 13.75%/yr vs 10.49%/yr for XSX6.DE. A 0.72 correlation means they provide meaningful diversification when combined. XRSM.DE charges 0.07%/yr vs 0.20%/yr for XSX6.DE.
Performance
XRSM.DE vs. XSX6.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 higher than XSX6.DE's 9.29% return. Over the past 10 years, XRSM.DE has outperformed XSX6.DE with an annualized return of 13.75%, while XSX6.DE has yielded a comparatively lower 10.49% 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%
XSX6.DE
- 1D
- 0.00%
- 1M
- 1.34%
- YTD
- 9.29%
- 6M
- 10.04%
- 1Y
- 21.74%
- 3Y*
- 15.19%
- 5Y*
- 9.82%
- 10Y*
- 10.49%
XRSM.DE vs. XSX6.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% |
XSX6.DE Xtrackers STOXX Europe 600 UCITS ETF | 9.29% | 20.91% | 8.35% | 15.54% | -10.63% | 24.87% | -1.83% | 28.68% | -11.34% | 10.91% |
Correlation
The correlation between XRSM.DE and XSX6.DE is 0.60, 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 | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.66 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Mar 6, 2015 | 0.72 |
The correlation between XRSM.DE and XSX6.DE shifts across timeframes, from 0.57 (3 years) to 0.72 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XRSM.DE vs. XSX6.DE — Risk / Return Rank
XRSM.DE
XSX6.DE
XRSM.DE vs. XSX6.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 STOXX Europe 600 UCITS ETF (XSX6.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 | XSX6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.25 | ||
| Sortino ratioReturn per unit of downside risk | +0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.32 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.91 | 2.29 | +0.62 |
| Martin ratioReturn relative to average drawdown | 10.10 | 8.87 | +1.23 |
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Drawdowns
XRSM.DE vs. XSX6.DE - Drawdown Comparison
The maximum XRSM.DE drawdown since its inception was -40.30%, which is greater than XSX6.DE's maximum drawdown of -36.06%. Use the drawdown chart below to compare losses from any high point for XRSM.DE and XSX6.DE.
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Drawdown Indicators
| XRSM.DE | XSX6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.30% | -36.06% | -4.24% |
Max Drawdown (1Y)Largest decline over 1 year | -8.52% | -9.46% | +0.94% |
Max Drawdown (3Y)Largest decline over 3 years | -24.45% | -16.37% | -8.08% |
Max Drawdown (5Y)Largest decline over 5 years | -24.45% | -20.84% | -3.61% |
Max Drawdown (10Y)Largest decline over 10 years | -40.30% | -36.06% | -4.24% |
Current DrawdownCurrent decline from peak | -1.28% | -0.67% | -0.61% |
Average DrawdownAverage peak-to-trough decline | -7.05% | -5.25% | -1.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 2.45% | +0.01% |
Volatility
XRSM.DE vs. XSX6.DE - Volatility Comparison
Xtrackers MSCI USA ESG Screened UCITS ETF 1C (XRSM.DE) has a higher volatility of 3.75% compared to Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) at 2.78%. This indicates that XRSM.DE's price experiences larger fluctuations and is considered to be riskier than XSX6.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 | XSX6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.75% | 2.78% | +0.97% |
Volatility (6M)Calculated over the trailing 6-month period | 8.94% | 10.85% | -1.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.85% | 12.98% | -0.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.09% | 14.45% | +1.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.16% | 15.32% | +2.84% |
XRSM.DE vs. XSX6.DE - Expense Ratio Comparison
XRSM.DE has a 0.07% expense ratio, which is lower than XSX6.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. XSX6.DE - Dividend Comparison
Neither XRSM.DE nor XSX6.DE has paid dividends to shareholders.
Frequently Asked Questions
XRSM.DE and XSX6.DE have a correlation of 0.60, 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 XSX6.DE.
XRSM.DE is categorized as Large Cap Blend Equities, while XSX6.DE is Europe Equities. XRSM.DE tracks MSCI USA Select ESG Screened, while XSX6.DE tracks STOXX® Europe 600. Their fees differ too: 0.07% for XRSM.DE and 0.20% for XSX6.DE.
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