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XRSS.L vs. XMVU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XRSS.L vs. XMVU.L

Last updated Jun 5, 2026

XRSS.L (Xtrackers MSCI USA ESG Screened UCITS ETF 1C) and XMVU.L (Xtrackers MSCI USA Minimum Volatility UCITS ETF 1D) are both Large Cap Blend Equities funds from Xtrackers tracking the Russell 1000 TR USD. Both are passively managed. Over the past 5 years, XRSS.L returned 14.37%/yr vs 8.39%/yr for XMVU.L. A 0.71 correlation means they provide meaningful diversification when combined. XRSS.L charges 0.07%/yr vs 0.20%/yr for XMVU.L.

Performance

XRSS.L vs. XMVU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI USA ESG Screened UCITS ETF 1C (XRSS.L) and Xtrackers MSCI USA Minimum Volatility UCITS ETF 1D (XMVU.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XRSS.L is traded in GBp, while XMVU.L is traded in USD. To make them comparable, the XMVU.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 10.42% return, which is significantly higher than XMVU.L's 2.55% return.

XRSS.L

1D
0.06%
1M
6.12%
YTD
10.42%
6M
10.27%
1Y
29.91%
3Y*
19.76%
5Y*
14.37%
10Y*
14.67%

XMVU.L

1D
-0.11%
1M
3.21%
YTD
2.55%
6M
2.11%
1Y
5.35%
3Y*
8.76%
5Y*
8.39%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

XRSS.L vs. XMVU.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
XRSS.L
Xtrackers MSCI USA ESG Screened UCITS ETF 1C		10.42%9.60%28.26%22.69%-11.96%29.11%12.54%25.48%-5.60%7.52%
XMVU.L
Xtrackers MSCI USA Minimum Volatility UCITS ETF 1D		2.55%0.25%17.70%4.30%1.22%22.78%1.32%20.17%4.68%8.23%

Correlation

The correlation between XRSS.L and XMVU.L is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.36

Correlation (3Y)
Calculated over the trailing 3-year period

0.54

Correlation (5Y)
Calculated over the trailing 5-year period

0.63

Correlation (All Time)
Calculated using the full available price history since Nov 16, 2016

0.71

Over the past year, the correlation between XRSS.L and XMVU.L has dropped to 0.36 - well below their long-term average of 0.71, suggesting their price drivers have been diverging.

XRSS.L vs. XMVU.L - Sectors Allocation Comparison

Sectors
XRSS.L
XMVU.L

Technology

37.9%
29.6%

Financial Services

12.4%
13.7%

Communication Services

12.1%
6.0%

Consumer Cyclical

10.8%
6.4%

Healthcare

9.2%
12.7%

Industrials

7.7%
6.2%

Consumer Defensive

2.7%
10.0%

Real Estate

2.1%
2.2%

Energy

2.0%
3.5%

Basic Materials

1.9%
2.2%

Utilities

1.3%
7.6%

Technology

XRSS.L
37.9%
XMVU.L
29.6%

Financial Services

XRSS.L
12.4%
XMVU.L
13.7%

Communication Services

XRSS.L
12.1%
XMVU.L
6.0%

Consumer Cyclical

XRSS.L
10.8%
XMVU.L
6.4%

Healthcare

XRSS.L
9.2%
XMVU.L
12.7%

Industrials

XRSS.L
7.7%
XMVU.L
6.2%

Consumer Defensive

XRSS.L
2.7%
XMVU.L
10.0%

Real Estate

XRSS.L
2.1%
XMVU.L
2.2%

Energy

XRSS.L
2.0%
XMVU.L
3.5%

Basic Materials

XRSS.L
1.9%
XMVU.L
2.2%

Utilities

XRSS.L
1.3%
XMVU.L
7.6%

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Xtrackers MSCI USA ESG Screened UCITS ETF 1C

Xtrackers MSCI USA Minimum Volatility UCITS ETF 1D

Often compared with XRSS.L:
XRSS.L vs. XZSP.DEXRSS.L vs. ISDU.LXRSS.L vs. FRUE.LXRSS.L vs. CAPU.LXRSS.L vs. LCUS.LXRSS.L vs. MVEA.LXRSS.L vs. BBDD.L
Often compared with XMVU.L:
XMVU.L vs. USMVXMVU.L vs. VIGXMVU.L vs. SCHDXMVU.L vs. HIUS.LXMVU.L vs. USFM.LXMVU.L vs. HSUS.LXMVU.L vs. ISDU.L

Return for Risk

XRSS.L vs. XMVU.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XRSS.L
XRSS.L Risk / Return Rank: 7575
Overall Rank
XRSS.L Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
XRSS.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
XRSS.L Omega Ratio Rank: 8282
Omega Ratio Rank
XRSS.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
XRSS.L Martin Ratio Rank: 6464
Martin Ratio Rank
XMVU.L
XMVU.L Risk / Return Rank: 1919
Overall Rank
XMVU.L Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
XMVU.L Sortino Ratio Rank: 1717
Sortino Ratio Rank
XMVU.L Omega Ratio Rank: 1717
Omega Ratio Rank
XMVU.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
XMVU.L Martin Ratio Rank: 2121
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.

XRSS.L vs. XMVU.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 Xtrackers MSCI USA Minimum Volatility UCITS ETF 1D (XMVU.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.LXMVU.LDifference
Sharpe ratioReturn per unit of total volatility
2.61
0.56

+2.04

Sortino ratioReturn per unit of downside risk
3.49
0.85

+2.64

Omega ratioGain probability vs. loss probability

1.48

1.10

+0.38

Calmar ratioReturn relative to maximum drawdown

3.30

1.05

+2.25

Martin ratioReturn relative to average drawdown

11.44

2.53

+8.91

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XRSS.L vs. XMVU.L - Sharpe Ratio Comparison

The current XRSS.L Sharpe Ratio is 2.61, which is higher than the XMVU.L Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of XRSS.L and XMVU.L, 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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Sharpe Ratios by Period

XRSS.LXMVU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.61

0.56

+2.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

0.69

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.65

+0.13

Drawdowns

XRSS.L vs. XMVU.L - Drawdown Comparison

The maximum XRSS.L drawdown since its inception was -33.00%, which is greater than XMVU.L's maximum drawdown of -24.94%. Use the drawdown chart below to compare losses from any high point for XRSS.L and XMVU.L.

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Drawdown Indicators

XRSS.LXMVU.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.00%

-24.94%

-8.06%

Max Drawdown (1Y)

Largest decline over 1 year

-9.02%

-5.07%

-3.95%

Max Drawdown (3Y)

Largest decline over 3 years

-22.42%

-11.48%

-10.94%

Max Drawdown (5Y)

Largest decline over 5 years

-22.42%

-11.48%

-10.94%

Max Drawdown (10Y)

Largest decline over 10 years

-33.00%

—

—

Current Drawdown

Current decline from peak

-0.17%

-2.86%

+2.69%

Average Drawdown

Average peak-to-trough decline

-4.64%

-4.01%

-0.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

2.11%

+0.50%

Volatility

XRSS.L vs. XMVU.L - Volatility Comparison

The current volatility for Xtrackers MSCI USA ESG Screened UCITS ETF 1C (XRSS.L) is 2.86%, while Xtrackers MSCI USA Minimum Volatility UCITS ETF 1D (XMVU.L) has a volatility of 3.31%. This indicates that XRSS.L experiences smaller price fluctuations and is considered to be less risky than XMVU.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.LXMVU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.86%

3.31%

-0.45%

Volatility (6M)

Calculated over the trailing 6-month period

7.80%

7.14%

+0.66%

Volatility (1Y)

Calculated over the trailing 1-year period

11.42%

9.47%

+1.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.31%

12.13%

+3.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.75%

13.83%

+2.92%

XRSS.L vs. XMVU.L - Expense Ratio Comparison

XRSS.L has a 0.07% expense ratio, which is lower than XMVU.L'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

XRSS.L vs. XMVU.L - Dividend Comparison

XRSS.L has not paid dividends to shareholders, while XMVU.L's dividend yield for the trailing twelve months is around 1.18%.

PositionTTM202520242023202220212020
XMVU.L
Xtrackers MSCI USA Minimum Volatility UCITS ETF 1D		1.18%1.24%1.31%1.33%1.82%1.27%1.81%
XRSS.L
Xtrackers MSCI USA ESG Screened UCITS ETF 1C		0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

XRSS.L and XMVU.L have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XRSS.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XRSS.L is cheaper with a 0.07% expense ratio, compared with 0.20% for XMVU.L.

Both ETFs track Russell 1000 TR USD. Their fees differ too: 0.07% for XRSS.L and 0.20% for XMVU.L.

Portfolio Optimizer

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