XZMD.DE vs. 36B6.DE
XZMD.DE (Xtrackers MSCI USA ESG UCITS ETF 1D) and 36B6.DE (iShares MSCI USA SRI UCITS ETF USD Dist) are both Large Cap Blend Equities funds - XZMD.DE tracks the Russell 1000 TR USD while 36B6.DE tracks the MSCI USA SRI Select Reduced Fossil Fuels. Both are passively managed. Over the past 3 years, XZMD.DE returned 18.73%/yr vs 14.59%/yr for 36B6.DE. Their correlation of 0.91 suggests significant overlap in exposure. XZMD.DE charges 0.15%/yr vs 0.20%/yr for 36B6.DE.
Performance
XZMD.DE vs. 36B6.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XZMD.DE achieves a 8.27% return, which is significantly lower than 36B6.DE's 14.86% return.
XZMD.DE
- 1D
- 0.72%
- 1M
- 3.94%
- YTD
- 8.27%
- 6M
- 8.50%
- 1Y
- 23.36%
- 3Y*
- 18.73%
- 5Y*
- —
- 10Y*
- —
36B6.DE
- 1D
- 0.12%
- 1M
- 4.77%
- YTD
- 14.86%
- 6M
- 14.34%
- 1Y
- 22.45%
- 3Y*
- 14.59%
- 5Y*
- 12.25%
- 10Y*
- —
XZMD.DE vs. 36B6.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XZMD.DE Xtrackers MSCI USA ESG UCITS ETF 1D | 8.27% | 5.05% | 32.63% | 26.55% | -9.55% |
36B6.DE iShares MSCI USA SRI UCITS ETF USD Dist | 14.86% | -0.74% | 20.34% | 20.20% | -8.11% |
Correlation
The correlation between XZMD.DE and 36B6.DE is 0.87, 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 | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Apr 27, 2022 | 0.91 |
The correlation between XZMD.DE and 36B6.DE has been stable across timeframes, ranging from 0.87 to 0.91 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XZMD.DE vs. 36B6.DE — Risk / Return Rank
XZMD.DE
36B6.DE
XZMD.DE vs. 36B6.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA ESG UCITS ETF 1D (XZMD.DE) and iShares MSCI USA SRI UCITS ETF USD Dist (36B6.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.
| XZMD.DE | 36B6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.09 | ||
| Sortino ratioReturn per unit of downside risk | +0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.31 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.18 | 3.10 | -0.92 |
| Martin ratioReturn relative to average drawdown | 7.70 | 10.29 | -2.59 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| XZMD.DE | 36B6.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.84 | 1.76 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.88 | 0.86 | +0.02 |
Drawdowns
XZMD.DE vs. 36B6.DE - Drawdown Comparison
The maximum XZMD.DE drawdown since its inception was -24.74%, smaller than the maximum 36B6.DE drawdown of -34.21%. Use the drawdown chart below to compare losses from any high point for XZMD.DE and 36B6.DE.
Loading charts...
Drawdown Indicators
| XZMD.DE | 36B6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.74% | -34.21% | +9.47% |
Max Drawdown (1Y)Largest decline over 1 year | -10.73% | -7.21% | -3.52% |
Max Drawdown (3Y)Largest decline over 3 years | -24.74% | -23.75% | -0.99% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.75% | — |
Current DrawdownCurrent decline from peak | -0.34% | 0.00% | -0.34% |
Average DrawdownAverage peak-to-trough decline | -5.23% | -4.98% | -0.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 2.17% | +0.87% |
Volatility
XZMD.DE vs. 36B6.DE - Volatility Comparison
The current volatility for Xtrackers MSCI USA ESG UCITS ETF 1D (XZMD.DE) is 3.09%, while iShares MSCI USA SRI UCITS ETF USD Dist (36B6.DE) has a volatility of 3.79%. This indicates that XZMD.DE experiences smaller price fluctuations and is considered to be less risky than 36B6.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XZMD.DE | 36B6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.09% | 3.79% | -0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 8.68% | 9.08% | -0.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.69% | 12.71% | -0.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.03% | 15.45% | +0.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.03% | 17.54% | -1.51% |
XZMD.DE vs. 36B6.DE - Expense Ratio Comparison
XZMD.DE has a 0.15% expense ratio, which is lower than 36B6.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
XZMD.DE vs. 36B6.DE - Dividend Comparison
XZMD.DE's dividend yield for the trailing twelve months is around 0.68%, less than 36B6.DE's 0.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
36B6.DE iShares MSCI USA SRI UCITS ETF USD Dist | 0.85% | 0.97% | 1.10% | 1.27% | 1.40% | 0.91% | 1.05% | 1.17% |
XZMD.DE Xtrackers MSCI USA ESG UCITS ETF 1D | 0.68% | 0.81% | 0.91% | 0.97% | 0.58% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XZMD.DE and 36B6.DE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XZMD.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XZMD.DE is cheaper with a 0.15% expense ratio, compared with 0.20% for 36B6.DE.
XZMD.DE tracks Russell 1000 TR USD, while 36B6.DE tracks MSCI USA SRI Select Reduced Fossil Fuels. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.15% for XZMD.DE and 0.20% for 36B6.DE.
Find the right allocation for XZMD.DE and 36B6.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer