XZMU.DE vs. 5ESG.DE
Compare and contrast key facts about Xtrackers MSCI USA ESG UCITS ETF 1C (XZMU.DE) and UBS ETF (IE) S&P 500 ESG UCITS ETF (hedged to GBP) A-dis (5ESG.DE).
XZMU.DE and 5ESG.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XZMU.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI USA Low Carbon SRI Leaders. It was launched on May 8, 2018. 5ESG.DE is a passively managed fund by Invesco that tracks the performance of the Russell 1000 TR USD. It was launched on Mar 10, 2020. Both XZMU.DE and 5ESG.DE 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: XZMU.DE or 5ESG.DE.
Key characteristics
| XZMU.DE | 5ESG.DE | |
|---|---|---|
| YTD Return | 29.97% | 28.39% |
| 1Y Return | 39.27% | 35.60% |
| 3Y Return (Ann) | 11.32% | 12.71% |
| Sharpe Ratio | 2.84 | 2.89 |
| Sortino Ratio | 3.83 | 3.93 |
| Omega Ratio | 1.56 | 1.60 |
| Calmar Ratio | 4.01 | 3.85 |
| Martin Ratio | 15.73 | 16.32 |
| Ulcer Index | 2.41% | 2.11% |
| Daily Std Dev | 13.27% | 11.83% |
| Max Drawdown | -33.82% | -16.73% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between XZMU.DE and 5ESG.DE is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
XZMU.DE vs. 5ESG.DE - Performance Comparison
In the year-to-date period, XZMU.DE achieves a 29.97% return, which is significantly higher than 5ESG.DE's 28.39% 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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XZMU.DE vs. 5ESG.DE - Expense Ratio Comparison
XZMU.DE has a 0.15% expense ratio, which is lower than 5ESG.DE's 0.17% 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%.
Risk-Adjusted Performance
XZMU.DE vs. 5ESG.DE - Risk-Adjusted Performance 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) S&P 500 ESG UCITS ETF (hedged to GBP) A-dis (5ESG.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.
Dividends
XZMU.DE vs. 5ESG.DE - Dividend Comparison
Neither XZMU.DE nor 5ESG.DE has paid dividends to shareholders.
Drawdowns
XZMU.DE vs. 5ESG.DE - Drawdown Comparison
The maximum XZMU.DE drawdown since its inception was -33.82%, which is greater than 5ESG.DE's maximum drawdown of -16.73%. Use the drawdown chart below to compare losses from any high point for XZMU.DE and 5ESG.DE. For additional features, visit the drawdowns tool.
Volatility
XZMU.DE vs. 5ESG.DE - Volatility Comparison
Xtrackers MSCI USA ESG UCITS ETF 1C (XZMU.DE) has a higher volatility of 3.86% compared to UBS ETF (IE) S&P 500 ESG UCITS ETF (hedged to GBP) A-dis (5ESG.DE) at 3.48%. This indicates that XZMU.DE's price experiences larger fluctuations and is considered to be riskier than 5ESG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.