XZMD.DE vs. SGAS.DE
XZMD.DE (Xtrackers MSCI USA ESG UCITS ETF 1D) and SGAS.DE (iShares MSCI USA ESG Screened UCITS ETF USD (Acc)) are both Large Cap Blend Equities funds - XZMD.DE tracks the Russell 1000 TR USD while SGAS.DE tracks the MSCI USA ESG Screened. Both are passively managed. Over the past 3 years, XZMD.DE returned 18.73%/yr vs 20.20%/yr for SGAS.DE. With a 0.97 correlation, they move nearly in lockstep. XZMD.DE charges 0.15%/yr vs 0.07%/yr for SGAS.DE.
Performance
XZMD.DE vs. SGAS.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 SGAS.DE's 11.26% return.
XZMD.DE
- 1D
- 0.72%
- 1M
- 5.36%
- YTD
- 8.27%
- 6M
- 9.20%
- 1Y
- 23.50%
- 3Y*
- 18.73%
- 5Y*
- —
- 10Y*
- —
SGAS.DE
- 1D
- -0.42%
- 1M
- 4.83%
- YTD
- 11.26%
- 6M
- 10.63%
- 1Y
- 26.08%
- 3Y*
- 20.20%
- 5Y*
- 15.10%
- 10Y*
- —
XZMD.DE vs. SGAS.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% |
SGAS.DE iShares MSCI USA ESG Screened UCITS ETF USD (Acc) | 11.26% | 5.13% | 33.97% | 26.37% | -9.88% |
Correlation
The correlation between XZMD.DE and SGAS.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 SGAS.DE has been stable across timeframes, ranging from 0.94 to 0.97 - a consistent structural relationship.
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Return for Risk
XZMD.DE vs. SGAS.DE — Risk / Return Rank
XZMD.DE
SGAS.DE
XZMD.DE vs. SGAS.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 ESG Screened UCITS ETF USD (Acc) (SGAS.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 | SGAS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.26 | ||
| Sortino ratioReturn per unit of downside risk | -0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.38 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.18 | 3.08 | -0.90 |
| Martin ratioReturn relative to average drawdown | 7.70 | 10.78 | -3.07 |
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 | SGAS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.84 | 2.11 | -0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.93 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.88 | 0.92 | -0.05 |
Drawdowns
XZMD.DE vs. SGAS.DE - Drawdown Comparison
The maximum XZMD.DE drawdown since its inception was -24.74%, smaller than the maximum SGAS.DE drawdown of -33.55%. Use the drawdown chart below to compare losses from any high point for XZMD.DE and SGAS.DE.
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Drawdown Indicators
| XZMD.DE | SGAS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.74% | -33.55% | +8.81% |
Max Drawdown (1Y)Largest decline over 1 year | -10.73% | -8.51% | -2.22% |
Max Drawdown (3Y)Largest decline over 3 years | -24.74% | -24.66% | -0.08% |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.66% | — |
Current DrawdownCurrent decline from peak | -0.34% | -0.42% | +0.08% |
Average DrawdownAverage peak-to-trough decline | -5.23% | -4.83% | -0.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 2.44% | +0.60% |
Volatility
XZMD.DE vs. SGAS.DE - Volatility Comparison
Xtrackers MSCI USA ESG UCITS ETF 1D (XZMD.DE) and iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (SGAS.DE) have volatilities of 3.09% and 3.03%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XZMD.DE | SGAS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.09% | 3.03% | +0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 8.68% | 8.33% | +0.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.69% | 12.53% | +0.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.03% | 16.02% | +0.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.03% | 17.61% | -1.58% |
XZMD.DE vs. SGAS.DE - Expense Ratio Comparison
XZMD.DE has a 0.15% expense ratio, which is higher than SGAS.DE's 0.07% 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. SGAS.DE - Dividend Comparison
XZMD.DE's dividend yield for the trailing twelve months is around 0.68%, while SGAS.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
SGAS.DE iShares MSCI USA ESG Screened UCITS ETF USD (Acc) | 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
With a correlation of 0.94, XZMD.DE and SGAS.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, SGAS.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SGAS.DE is cheaper with a 0.07% expense ratio, compared with 0.15% for XZMD.DE.
XZMD.DE tracks Russell 1000 TR USD, while SGAS.DE tracks MSCI USA ESG Screened. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.15% for XZMD.DE and 0.07% for SGAS.DE.
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