XZMD.L vs. FRUE.L
Compare and contrast key facts about Xtrackers MSCI USA ESG UCITS ETF 1D (XZMD.L) and Franklin LibertyQ U.S. Equity UCITS ETF (FRUE.L).
XZMD.L and FRUE.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XZMD.L is a passively managed fund by Xtrackers that tracks the performance of the Russell 1000 TR USD. It was launched on Apr 20, 2022. FRUE.L is a passively managed fund by Franklin Templeton that tracks the performance of the Russell 1000 TR USD. It was launched on Sep 6, 2017. Both XZMD.L and FRUE.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
XZMD.L vs. FRUE.L - Performance Comparison
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XZMD.L vs. FRUE.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XZMD.L Xtrackers MSCI USA ESG UCITS ETF 1D | -5.97% | 15.91% | 26.20% | 29.82% | -9.60% |
FRUE.L Franklin LibertyQ U.S. Equity UCITS ETF | -1.66% | 21.39% | 10.18% | 15.31% | -1.15% |
Returns By Period
In the year-to-date period, XZMD.L achieves a -5.97% return, which is significantly lower than FRUE.L's -1.66% return.
XZMD.L
- 1D
- 2.87%
- 1M
- -4.26%
- YTD
- -5.97%
- 6M
- -0.33%
- 1Y
- 20.34%
- 3Y*
- 19.38%
- 5Y*
- —
- 10Y*
- —
FRUE.L
- 1D
- 2.86%
- 1M
- -3.19%
- YTD
- -1.66%
- 6M
- 0.79%
- 1Y
- 22.18%
- 3Y*
- 13.80%
- 5Y*
- 10.31%
- 10Y*
- —
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XZMD.L vs. FRUE.L - Expense Ratio Comparison
XZMD.L has a 0.15% expense ratio, which is lower than FRUE.L'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%.
Return for Risk
XZMD.L vs. FRUE.L — Risk / Return Rank
XZMD.L
FRUE.L
XZMD.L vs. FRUE.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA ESG UCITS ETF 1D (XZMD.L) and Franklin LibertyQ U.S. Equity UCITS ETF (FRUE.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.
| XZMD.L | FRUE.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.02 | 1.34 | +0.69 |
Sortino ratioReturn per unit of downside risk | 2.88 | 1.92 | +0.96 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.28 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.29 | 2.49 | -1.20 |
Martin ratioReturn relative to average drawdown | 4.73 | 10.63 | -5.90 |
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.L | FRUE.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.02 | 1.34 | +0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.72 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.11 | 0.77 | +0.34 |
Correlation
The correlation between XZMD.L and FRUE.L is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
XZMD.L vs. FRUE.L - Dividend Comparison
XZMD.L's dividend yield for the trailing twelve months is around 0.76%, while FRUE.L has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XZMD.L Xtrackers MSCI USA ESG UCITS ETF 1D | 0.76% | 0.79% | 0.95% | 0.95% | 0.54% |
FRUE.L Franklin LibertyQ U.S. Equity UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
XZMD.L vs. FRUE.L - Drawdown Comparison
The maximum XZMD.L drawdown since its inception was -20.62%, smaller than the maximum FRUE.L drawdown of -33.46%. Use the drawdown chart below to compare losses from any high point for XZMD.L and FRUE.L.
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Drawdown Indicators
| XZMD.L | FRUE.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.62% | -33.46% | +12.84% |
Max Drawdown (1Y)Largest decline over 1 year | -11.61% | -12.21% | +0.60% |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.23% | — |
Current DrawdownCurrent decline from peak | -8.24% | -4.81% | -3.43% |
Average DrawdownAverage peak-to-trough decline | -5.05% | -3.86% | -1.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.60% | 2.02% | +3.58% |
Volatility
XZMD.L vs. FRUE.L - Volatility Comparison
Xtrackers MSCI USA ESG UCITS ETF 1D (XZMD.L) and Franklin LibertyQ U.S. Equity UCITS ETF (FRUE.L) have volatilities of 5.17% and 5.43%, 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.L | FRUE.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.17% | 5.43% | -0.26% |
Volatility (6M)Calculated over the trailing 6-month period | — | 9.58% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 23.60% | 16.56% | +7.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.81% | 14.31% | +9.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.81% | 15.75% | +8.06% |