XRSS.L vs. FRUE.L
Compare and contrast key facts about Xtrackers MSCI USA ESG Screened UCITS ETF 1C (XRSS.L) and Franklin LibertyQ U.S. Equity UCITS ETF (FRUE.L).
XRSS.L and FRUE.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XRSS.L is a passively managed fund by Xtrackers that tracks the performance of the Russell 1000 TR USD. It was launched on Mar 6, 2015. FRUE.L is a passively managed fund by Franklin Templeton that tracks the performance of the Russell 1000 TR USD. It was launched on Sep 6, 2017. Both XRSS.L and FRUE.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
XRSS.L vs. FRUE.L - Performance Comparison
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XRSS.L vs. FRUE.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XRSS.L Xtrackers MSCI USA ESG Screened UCITS ETF 1C | -4.48% | 9.60% | 28.26% | 22.69% | -11.96% | 29.11% | 12.54% | 25.48% | -5.60% | 7.54% |
FRUE.L Franklin LibertyQ U.S. Equity UCITS ETF | -0.03% | 12.74% | 12.10% | 9.54% | 2.14% | 28.05% | 6.28% | 23.34% | 2.51% | 8.51% |
Different Trading Currencies
XRSS.L is traded in GBp, while FRUE.L is traded in USD. To make them comparable, the FRUE.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, XRSS.L achieves a -4.48% return, which is significantly lower than FRUE.L's -0.03% return.
XRSS.L
- 1D
- 1.88%
- 1M
- -3.22%
- YTD
- -4.48%
- 6M
- -1.08%
- 1Y
- 15.09%
- 3Y*
- 16.11%
- 5Y*
- 11.71%
- 10Y*
- 13.19%
FRUE.L
- 1D
- 2.62%
- 1M
- -2.10%
- YTD
- -0.03%
- 6M
- 2.49%
- 1Y
- 19.12%
- 3Y*
- 11.10%
- 5Y*
- 11.26%
- 10Y*
- —
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XRSS.L vs. FRUE.L - Expense Ratio Comparison
XRSS.L has a 0.07% expense ratio, which is lower than FRUE.L'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%.
Return for Risk
XRSS.L vs. FRUE.L — Risk / Return Rank
XRSS.L
FRUE.L
XRSS.L vs. FRUE.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA ESG Screened UCITS ETF 1C (XRSS.L) and Franklin LibertyQ U.S. Equity UCITS ETF (FRUE.L). 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.
| XRSS.L | FRUE.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.90 | 1.17 | -0.27 |
Sortino ratioReturn per unit of downside risk | 1.34 | 1.66 | -0.32 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.24 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.66 | 3.15 | -1.49 |
Martin ratioReturn relative to average drawdown | 5.68 | 10.30 | -4.63 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XRSS.L | FRUE.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | 1.17 | -0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.80 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 0.77 | -0.07 |
Correlation
The correlation between XRSS.L and FRUE.L is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
XRSS.L vs. FRUE.L - Dividend Comparison
Neither XRSS.L nor FRUE.L has paid dividends to shareholders.
Drawdowns
XRSS.L vs. FRUE.L - Drawdown Comparison
The maximum XRSS.L drawdown since its inception was -33.00%, which is greater than FRUE.L's maximum drawdown of -25.31%. Use the drawdown chart below to compare losses from any high point for XRSS.L and FRUE.L.
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Drawdown Indicators
| XRSS.L | FRUE.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.00% | -33.46% | +0.46% |
Max Drawdown (1Y)Largest decline over 1 year | -10.81% | -12.21% | +1.40% |
Max Drawdown (5Y)Largest decline over 5 years | -22.42% | -19.23% | -3.19% |
Max Drawdown (10Y)Largest decline over 10 years | -33.00% | — | — |
Current DrawdownCurrent decline from peak | -6.39% | -4.81% | -1.58% |
Average DrawdownAverage peak-to-trough decline | -4.70% | -3.86% | -0.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 2.02% | +0.61% |
Volatility
XRSS.L vs. FRUE.L - Volatility Comparison
The current volatility for Xtrackers MSCI USA ESG Screened UCITS ETF 1C (XRSS.L) is 4.12%, while Franklin LibertyQ U.S. Equity UCITS ETF (FRUE.L) has a volatility of 5.45%. This indicates that XRSS.L experiences smaller price fluctuations and is considered to be less risky than FRUE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XRSS.L | FRUE.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.12% | 5.45% | -1.33% |
Volatility (6M)Calculated over the trailing 6-month period | 8.99% | 9.77% | -0.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.77% | 16.38% | +0.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.40% | 14.12% | +1.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.78% | 15.77% | +1.01% |