XZMD.L vs. XDUS.L
Compare and contrast key facts about Xtrackers MSCI USA ESG UCITS ETF 1D (XZMD.L) and Xtrackers MSCI USA UCITS ETF 1C (XDUS.L).
XZMD.L and XDUS.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. XDUS.L is a passively managed fund by Xtrackers that tracks the performance of the Russell 1000 TR USD. It was launched on May 9, 2014. Both XZMD.L and XDUS.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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XZMD.L or XDUS.L.
Key characteristics
| XZMD.L | XDUS.L | |
|---|---|---|
| YTD Return | 27.36% | 23.31% |
| 1Y Return | 49.04% | 30.98% |
| Sharpe Ratio | 2.66 | 2.71 |
| Sortino Ratio | 3.70 | 3.84 |
| Omega Ratio | 1.50 | 1.53 |
| Calmar Ratio | 4.80 | 4.68 |
| Martin Ratio | 20.06 | 19.01 |
| Ulcer Index | 2.92% | 1.61% |
| Daily Std Dev | 21.41% | 11.25% |
| Max Drawdown | -17.41% | -25.82% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between XZMD.L and XDUS.L is 0.61, 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.
Performance
XZMD.L vs. XDUS.L - Performance Comparison
In the year-to-date period, XZMD.L achieves a 27.36% return, which is significantly higher than XDUS.L's 23.31% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XZMD.L vs. XDUS.L - Expense Ratio Comparison
XZMD.L has a 0.15% expense ratio, which is higher than XDUS.L'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%.
Risk-Adjusted Performance
XZMD.L vs. XDUS.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA ESG UCITS ETF 1D (XZMD.L) and Xtrackers MSCI USA UCITS ETF 1C (XDUS.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.
Dividends
XZMD.L vs. XDUS.L - Dividend Comparison
XZMD.L's dividend yield for the trailing twelve months is around 0.92%, while XDUS.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
XZMD.L Xtrackers MSCI USA ESG UCITS ETF 1D | 0.92% | 0.95% | 0.54% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XDUS.L Xtrackers MSCI USA UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.23% |
Drawdowns
XZMD.L vs. XDUS.L - Drawdown Comparison
The maximum XZMD.L drawdown since its inception was -17.41%, smaller than the maximum XDUS.L drawdown of -25.82%. Use the drawdown chart below to compare losses from any high point for XZMD.L and XDUS.L. For additional features, visit the drawdowns tool.
Volatility
XZMD.L vs. XDUS.L - Volatility Comparison
Xtrackers MSCI USA ESG UCITS ETF 1D (XZMD.L) has a higher volatility of 3.94% compared to Xtrackers MSCI USA UCITS ETF 1C (XDUS.L) at 3.29%. This indicates that XZMD.L's price experiences larger fluctuations and is considered to be riskier than XDUS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.