XZMD.DE vs. 6PSE.DE
XZMD.DE (Xtrackers MSCI USA ESG UCITS ETF 1D) and 6PSE.DE (Invesco MSCI USA UCITS ETF Dist) are both Large Cap Blend Equities funds - XZMD.DE tracks the Russell 1000 TR USD while 6PSE.DE tracks the MSCI USA. Both are passively managed. Over the past 3 years, XZMD.DE returned 18.73%/yr vs 19.18%/yr for 6PSE.DE. With a 0.97 correlation, they move nearly in lockstep. XZMD.DE charges 0.15%/yr vs 0.05%/yr for 6PSE.DE.
Performance
XZMD.DE vs. 6PSE.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 6PSE.DE's 11.33% return.
XZMD.DE
- 1D
- 0.72%
- 1M
- 5.36%
- YTD
- 8.27%
- 6M
- 9.20%
- 1Y
- 23.50%
- 3Y*
- 18.73%
- 5Y*
- —
- 10Y*
- —
6PSE.DE
- 1D
- -0.18%
- 1M
- 5.37%
- YTD
- 11.33%
- 6M
- 11.30%
- 1Y
- 25.21%
- 3Y*
- 19.18%
- 5Y*
- —
- 10Y*
- —
XZMD.DE vs. 6PSE.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% |
6PSE.DE Invesco MSCI USA UCITS ETF Dist | 11.33% | 4.78% | 32.52% | 23.62% | -9.04% |
Correlation
The correlation between XZMD.DE and 6PSE.DE is 0.94, 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 | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Apr 27, 2022 | 0.97 |
The correlation between XZMD.DE and 6PSE.DE has been stable across timeframes, ranging from 0.94 to 0.97 - 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. 6PSE.DE — Risk / Return Rank
XZMD.DE
6PSE.DE
XZMD.DE vs. 6PSE.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 Invesco MSCI USA UCITS ETF Dist (6PSE.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 | 6PSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.31 | ||
| Sortino ratioReturn per unit of downside risk | -0.40 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.40 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.18 | 3.44 | -1.26 |
| Martin ratioReturn relative to average drawdown | 7.70 | 11.99 | -4.29 |
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 | 6PSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.84 | 2.15 | -0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.88 | 0.93 | -0.05 |
Drawdowns
XZMD.DE vs. 6PSE.DE - Drawdown Comparison
The maximum XZMD.DE drawdown since its inception was -24.74%, roughly equal to the maximum 6PSE.DE drawdown of -23.70%. Use the drawdown chart below to compare losses from any high point for XZMD.DE and 6PSE.DE.
Loading charts...
Drawdown Indicators
| XZMD.DE | 6PSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.74% | -23.70% | -1.04% |
Max Drawdown (1Y)Largest decline over 1 year | -10.73% | -7.31% | -3.42% |
Max Drawdown (3Y)Largest decline over 3 years | -24.74% | -23.70% | -1.04% |
Current DrawdownCurrent decline from peak | -0.34% | -0.41% | +0.07% |
Average DrawdownAverage peak-to-trough decline | -5.23% | -4.83% | -0.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 2.10% | +0.94% |
Volatility
XZMD.DE vs. 6PSE.DE - Volatility Comparison
Xtrackers MSCI USA ESG UCITS ETF 1D (XZMD.DE) has a higher volatility of 3.09% compared to Invesco MSCI USA UCITS ETF Dist (6PSE.DE) at 2.73%. This indicates that XZMD.DE's price experiences larger fluctuations and is considered to be riskier than 6PSE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XZMD.DE | 6PSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.09% | 2.73% | +0.36% |
Volatility (6M)Calculated over the trailing 6-month period | 8.68% | 7.68% | +1.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.69% | 11.65% | +1.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.03% | 15.41% | +0.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.03% | 15.41% | +0.62% |
XZMD.DE vs. 6PSE.DE - Expense Ratio Comparison
XZMD.DE has a 0.15% expense ratio, which is higher than 6PSE.DE's 0.05% expense ratio. However, 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. 6PSE.DE - Dividend Comparison
XZMD.DE's dividend yield for the trailing twelve months is around 0.68%, less than 6PSE.DE's 1.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
6PSE.DE Invesco MSCI USA UCITS ETF Dist | 1.05% | 1.16% | 1.26% | 1.51% | 1.69% |
XZMD.DE Xtrackers MSCI USA ESG UCITS ETF 1D | 0.68% | 0.81% | 0.91% | 0.97% | 0.58% |
Frequently Asked Questions
With a correlation of 0.94, XZMD.DE and 6PSE.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, 6PSE.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
6PSE.DE is cheaper with a 0.05% expense ratio, compared with 0.15% for XZMD.DE.
XZMD.DE tracks Russell 1000 TR USD, while 6PSE.DE tracks MSCI USA. They also come from different issuers: Xtrackers and Invesco. Their fees differ too: 0.15% for XZMD.DE and 0.05% for 6PSE.DE.
Find the right allocation for XZMD.DE and 6PSE.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