XZMU.DE vs. 4UBI.DE
XZMU.DE (Xtrackers MSCI USA ESG UCITS ETF 1C) and 4UBI.DE (UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc) are both Large Cap Blend Equities funds - XZMU.DE tracks the MSCI USA Low Carbon SRI Leaders while 4UBI.DE tracks the MSCI USA SRI Low Carbon Select 5% Issuer Capped. Both are passively managed. Over the past 5 years, XZMU.DE returned 14.63%/yr vs 12.60%/yr for 4UBI.DE. Their correlation of 0.95 suggests significant overlap in exposure. XZMU.DE charges 0.15%/yr vs 0.19%/yr for 4UBI.DE.
Performance
XZMU.DE vs. 4UBI.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XZMU.DE achieves a 8.21% return, which is significantly lower than 4UBI.DE's 14.39% 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*
- —
4UBI.DE
- 1D
- -0.66%
- 1M
- 6.42%
- YTD
- 14.39%
- 6M
- 13.20%
- 1Y
- 23.80%
- 3Y*
- 16.69%
- 5Y*
- 12.60%
- 10Y*
- —
XZMU.DE vs. 4UBI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XZMU.DE Xtrackers MSCI USA ESG UCITS ETF 1C | 8.21% | 5.12% | 32.57% | 26.56% | -17.86% | 45.90% | 14.96% |
4UBI.DE UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc | 14.39% | -1.05% | 26.19% | 28.05% | -21.21% | 43.58% | 18.50% |
Correlation
The correlation between XZMU.DE and 4UBI.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 | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since May 7, 2020 | 0.95 |
The correlation between XZMU.DE and 4UBI.DE has been stable across timeframes, ranging from 0.87 to 0.95 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XZMU.DE vs. 4UBI.DE — Risk / Return Rank
XZMU.DE
4UBI.DE
XZMU.DE vs. 4UBI.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 UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc (4UBI.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 | 4UBI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.91 | ||
| Sortino ratioReturn per unit of downside risk | +0.99 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.29 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.16 | 1.17 | +0.99 |
| Martin ratioReturn relative to average drawdown | 7.62 | 2.16 | +5.46 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| XZMU.DE | 4UBI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.84 | 0.93 | +0.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | 0.65 | +0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.94 | 0.84 | +0.10 |
Drawdowns
XZMU.DE vs. 4UBI.DE - Drawdown Comparison
The maximum XZMU.DE drawdown since its inception was -33.82%, which is greater than 4UBI.DE's maximum drawdown of -24.63%. Use the drawdown chart below to compare losses from any high point for XZMU.DE and 4UBI.DE.
Loading charts...
Drawdown Indicators
| XZMU.DE | 4UBI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.82% | -24.63% | -9.19% |
Max Drawdown (1Y)Largest decline over 1 year | -10.82% | -20.21% | +9.39% |
Max Drawdown (3Y)Largest decline over 3 years | -24.76% | -24.63% | -0.13% |
Max Drawdown (5Y)Largest decline over 5 years | -24.76% | -24.63% | -0.13% |
Current DrawdownCurrent decline from peak | -0.48% | -2.14% | +1.66% |
Average DrawdownAverage peak-to-trough decline | -5.40% | -7.53% | +2.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 10.95% | -7.88% |
Volatility
XZMU.DE vs. 4UBI.DE - Volatility Comparison
The current volatility for Xtrackers MSCI USA ESG UCITS ETF 1C (XZMU.DE) is 3.08%, while UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) Acc (4UBI.DE) has a volatility of 3.91%. This indicates that XZMU.DE experiences smaller price fluctuations and is considered to be less risky than 4UBI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XZMU.DE | 4UBI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.08% | 3.91% | -0.83% |
Volatility (6M)Calculated over the trailing 6-month period | 8.87% | 9.67% | -0.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.73% | 25.41% | -12.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.23% | 19.14% | -2.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.89% | 18.82% | -0.93% |
XZMU.DE vs. 4UBI.DE - Expense Ratio Comparison
XZMU.DE has a 0.15% expense ratio, which is lower than 4UBI.DE's 0.19% 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. 4UBI.DE - Dividend Comparison
Neither XZMU.DE nor 4UBI.DE has paid dividends to shareholders.
Frequently Asked Questions
XZMU.DE and 4UBI.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, 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 0.19% for 4UBI.DE.
XZMU.DE tracks MSCI USA Low Carbon SRI Leaders, while 4UBI.DE tracks MSCI USA SRI Low Carbon Select 5% Issuer Capped. They also come from different issuers: Xtrackers and UBS. Their fees differ too: 0.15% for XZMU.DE and 0.19% for 4UBI.DE.
Find the right allocation for XZMU.DE and 4UBI.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer