XZMD.DE vs. FLXU.DE
XZMD.DE (Xtrackers MSCI USA ESG UCITS ETF 1D) and FLXU.DE (Franklin U.S. Equity UCITS ETF) are both Large Cap Blend Equities funds tracking the Russell 1000 TR USD, from Xtrackers and Franklin Templeton respectively. Both are passively managed. Over the past 3 years, XZMD.DE returned 18.73%/yr vs 15.56%/yr for FLXU.DE. Their correlation of 0.83 suggests significant overlap in exposure. XZMD.DE charges 0.15%/yr vs 0.25%/yr for FLXU.DE.
Performance
XZMD.DE vs. FLXU.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XZMD.DE achieves a 8.27% return, which is significantly lower than FLXU.DE's 12.87% return.
XZMD.DE
- 1D
- 0.72%
- 1M
- 5.36%
- YTD
- 8.27%
- 6M
- 9.20%
- 1Y
- 23.50%
- 3Y*
- 18.73%
- 5Y*
- —
- 10Y*
- —
FLXU.DE
- 1D
- -0.15%
- 1M
- 4.95%
- YTD
- 12.87%
- 6M
- 12.95%
- 1Y
- 27.17%
- 3Y*
- 15.56%
- 5Y*
- 13.12%
- 10Y*
- —
XZMD.DE vs. FLXU.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% |
FLXU.DE Franklin U.S. Equity UCITS ETF | 12.87% | 8.49% | 16.79% | 11.05% | -1.94% |
Correlation
The correlation between XZMD.DE and FLXU.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 | 0.80 |
Correlation (All Time) Calculated using the full available price history since Apr 27, 2022 | 0.83 |
The correlation between XZMD.DE and FLXU.DE has been stable across timeframes, ranging from 0.80 to 0.87 - a consistent structural relationship.
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Return for Risk
XZMD.DE vs. FLXU.DE — Risk / Return Rank
XZMD.DE
FLXU.DE
XZMD.DE vs. FLXU.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 Franklin U.S. Equity UCITS ETF (FLXU.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 | FLXU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.39 | ||
| Sortino ratioReturn per unit of downside risk | -0.63 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.41 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.18 | 4.70 | -2.52 |
| Martin ratioReturn relative to average drawdown | 7.70 | 17.09 | -9.38 |
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
| XZMD.DE | FLXU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.84 | 2.23 | -0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.94 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.88 | 0.90 | -0.02 |
Drawdowns
XZMD.DE vs. FLXU.DE - Drawdown Comparison
The maximum XZMD.DE drawdown since its inception was -24.74%, smaller than the maximum FLXU.DE drawdown of -32.92%. Use the drawdown chart below to compare losses from any high point for XZMD.DE and FLXU.DE.
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Drawdown Indicators
| XZMD.DE | FLXU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.74% | -32.92% | +8.18% |
Max Drawdown (1Y)Largest decline over 1 year | -10.73% | -5.76% | -4.97% |
Max Drawdown (3Y)Largest decline over 3 years | -24.74% | -23.04% | -1.70% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.04% | — |
Current DrawdownCurrent decline from peak | -0.34% | -0.15% | -0.19% |
Average DrawdownAverage peak-to-trough decline | -5.23% | -3.92% | -1.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 1.59% | +1.45% |
Volatility
XZMD.DE vs. FLXU.DE - Volatility Comparison
The current volatility for Xtrackers MSCI USA ESG UCITS ETF 1D (XZMD.DE) is 3.09%, while Franklin U.S. Equity UCITS ETF (FLXU.DE) has a volatility of 3.43%. This indicates that XZMD.DE experiences smaller price fluctuations and is considered to be less risky than FLXU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XZMD.DE | FLXU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.09% | 3.43% | -0.34% |
Volatility (6M)Calculated over the trailing 6-month period | 8.68% | 8.59% | +0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.69% | 12.12% | +0.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.03% | 13.86% | +2.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.03% | 15.48% | +0.55% |
XZMD.DE vs. FLXU.DE - Expense Ratio Comparison
XZMD.DE has a 0.15% expense ratio, which is lower than FLXU.DE'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%.
Dividends
XZMD.DE vs. FLXU.DE - Dividend Comparison
XZMD.DE's dividend yield for the trailing twelve months is around 0.68%, while FLXU.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
FLXU.DE Franklin U.S. Equity UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XZMD.DE Xtrackers MSCI USA ESG UCITS ETF 1D | 0.68% | 0.81% | 0.91% | 0.97% | 0.58% |
Frequently Asked Questions
XZMD.DE and FLXU.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 0.25% for FLXU.DE.
Both ETFs track Russell 1000 TR USD. They also come from different issuers: Xtrackers and Franklin Templeton. Their fees differ too: 0.15% for XZMD.DE and 0.25% for FLXU.DE.
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