XZMU.DE vs. 2B7K.DE
XZMU.DE (Xtrackers MSCI USA ESG UCITS ETF 1C) and 2B7K.DE (iShares MSCI World SRI UCITS ETF EUR (Acc)) are both Large Cap Blend Equities funds - XZMU.DE tracks the MSCI USA Low Carbon SRI Leaders while 2B7K.DE tracks the MSCI World SRI Select Reduced Fossil Fuels. Both are passively managed. Over the past 5 years, XZMU.DE returned 14.63%/yr vs 10.50%/yr for 2B7K.DE. Their correlation of 0.93 suggests significant overlap in exposure. XZMU.DE charges 0.15%/yr vs 0.20%/yr for 2B7K.DE.
Performance
XZMU.DE vs. 2B7K.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XZMU.DE achieves a 8.21% return, which is significantly lower than 2B7K.DE's 10.83% return.
XZMU.DE
- 1D
- 0.69%
- 1M
- 3.83%
- YTD
- 8.21%
- 6M
- 8.42%
- 1Y
- 23.33%
- 3Y*
- 18.71%
- 5Y*
- 14.63%
- 10Y*
- —
2B7K.DE
- 1D
- 0.18%
- 1M
- 3.92%
- YTD
- 10.83%
- 6M
- 11.24%
- 1Y
- 18.74%
- 3Y*
- 12.93%
- 5Y*
- 10.50%
- 10Y*
- —
XZMU.DE vs. 2B7K.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
XZMU.DE Xtrackers MSCI USA ESG UCITS ETF 1C | 8.21% | 5.12% | 32.57% | 26.56% | -17.86% | 45.90% | 9.13% | 21.17% |
2B7K.DE iShares MSCI World SRI UCITS ETF EUR (Acc) | 10.83% | 2.85% | 17.54% | 20.90% | -16.94% | 36.69% | 9.65% | 19.70% |
Correlation
The correlation between XZMU.DE and 2B7K.DE is 0.86, 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 | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2019 | 0.93 |
The correlation between XZMU.DE and 2B7K.DE has been stable across timeframes, ranging from 0.86 to 0.93 - a consistent structural relationship.
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Return for Risk
XZMU.DE vs. 2B7K.DE — Risk / Return Rank
XZMU.DE
2B7K.DE
XZMU.DE vs. 2B7K.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA ESG UCITS ETF 1C (XZMU.DE) and iShares MSCI World SRI UCITS ETF EUR (Acc) (2B7K.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.
| XZMU.DE | 2B7K.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.35 | ||
| Sortino ratioReturn per unit of downside risk | +0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.27 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.16 | 2.37 | -0.21 |
| Martin ratioReturn relative to average drawdown | 7.62 | 8.64 | -1.02 |
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
| XZMU.DE | 2B7K.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.84 | 1.48 | +0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | 0.71 | +0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.94 | 0.79 | +0.15 |
Drawdowns
XZMU.DE vs. 2B7K.DE - Drawdown Comparison
The maximum XZMU.DE drawdown since its inception was -33.82%, which is greater than 2B7K.DE's maximum drawdown of -31.65%. Use the drawdown chart below to compare losses from any high point for XZMU.DE and 2B7K.DE.
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Drawdown Indicators
| XZMU.DE | 2B7K.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.82% | -31.65% | -2.17% |
Max Drawdown (1Y)Largest decline over 1 year | -10.82% | -7.81% | -3.01% |
Max Drawdown (3Y)Largest decline over 3 years | -24.76% | -21.29% | -3.47% |
Max Drawdown (5Y)Largest decline over 5 years | -24.76% | -21.29% | -3.47% |
Current DrawdownCurrent decline from peak | -0.48% | 0.00% | -0.48% |
Average DrawdownAverage peak-to-trough decline | -5.40% | -5.16% | -0.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 2.15% | +0.92% |
Volatility
XZMU.DE vs. 2B7K.DE - Volatility Comparison
The current volatility for Xtrackers MSCI USA ESG UCITS ETF 1C (XZMU.DE) is 3.08%, while iShares MSCI World SRI UCITS ETF EUR (Acc) (2B7K.DE) has a volatility of 3.69%. This indicates that XZMU.DE experiences smaller price fluctuations and is considered to be less risky than 2B7K.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XZMU.DE | 2B7K.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.08% | 3.69% | -0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 8.87% | 9.21% | -0.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.73% | 12.48% | +0.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.23% | 14.60% | +1.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.89% | 16.18% | +1.71% |
XZMU.DE vs. 2B7K.DE - Expense Ratio Comparison
XZMU.DE has a 0.15% expense ratio, which is lower than 2B7K.DE's 0.20% 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
XZMU.DE vs. 2B7K.DE - Dividend Comparison
Neither XZMU.DE nor 2B7K.DE has paid dividends to shareholders.
Frequently Asked Questions
XZMU.DE and 2B7K.DE have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XZMU.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XZMU.DE is cheaper with a 0.15% expense ratio, compared with 0.20% for 2B7K.DE.
XZMU.DE tracks MSCI USA Low Carbon SRI Leaders, while 2B7K.DE tracks MSCI World SRI Select Reduced Fossil Fuels. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.15% for XZMU.DE and 0.20% for 2B7K.DE.
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