XZMU.DE vs. 6PSE.DE
XZMU.DE (Xtrackers MSCI USA ESG UCITS ETF 1C) and 6PSE.DE (Invesco MSCI USA UCITS ETF Dist) are both Large Cap Blend Equities funds - XZMU.DE tracks the MSCI USA Low Carbon SRI Leaders while 6PSE.DE tracks the MSCI USA. Both are passively managed. Over the past 3 years, XZMU.DE returned 18.71%/yr vs 19.18%/yr for 6PSE.DE. With a 0.97 correlation, they move nearly in lockstep. XZMU.DE charges 0.15%/yr vs 0.05%/yr for 6PSE.DE.
Performance
XZMU.DE vs. 6PSE.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 6PSE.DE's 11.33% 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*
- —
6PSE.DE
- 1D
- -0.18%
- 1M
- 4.51%
- YTD
- 11.33%
- 6M
- 10.72%
- 1Y
- 25.24%
- 3Y*
- 19.18%
- 5Y*
- —
- 10Y*
- —
XZMU.DE vs. 6PSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XZMU.DE Xtrackers MSCI USA ESG UCITS ETF 1C | 8.21% | 5.12% | 32.57% | 26.56% | -7.93% |
6PSE.DE Invesco MSCI USA UCITS ETF Dist | 11.33% | 4.78% | 32.52% | 23.62% | -6.58% |
Correlation
The correlation between XZMU.DE and 6PSE.DE is 0.94, 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 | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Feb 21, 2022 | 0.97 |
The correlation between XZMU.DE and 6PSE.DE has been stable across timeframes, ranging from 0.94 to 0.97 - a consistent structural relationship.
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Return for Risk
XZMU.DE vs. 6PSE.DE — Risk / Return Rank
XZMU.DE
6PSE.DE
XZMU.DE vs. 6PSE.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 Invesco MSCI USA UCITS ETF Dist (6PSE.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 | 6PSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.32 | ||
| Sortino ratioReturn per unit of downside risk | -0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.40 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.16 | 3.44 | -1.28 |
| Martin ratioReturn relative to average drawdown | 7.62 | 11.99 | -4.37 |
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 | 6PSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.84 | 2.15 | -0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.94 | 0.93 | +0.01 |
Drawdowns
XZMU.DE vs. 6PSE.DE - Drawdown Comparison
The maximum XZMU.DE drawdown since its inception was -33.82%, which is greater than 6PSE.DE's maximum drawdown of -23.70%. Use the drawdown chart below to compare losses from any high point for XZMU.DE and 6PSE.DE.
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Drawdown Indicators
| XZMU.DE | 6PSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.82% | -23.70% | -10.12% |
Max Drawdown (1Y)Largest decline over 1 year | -10.82% | -7.31% | -3.51% |
Max Drawdown (3Y)Largest decline over 3 years | -24.76% | -23.70% | -1.06% |
Max Drawdown (5Y)Largest decline over 5 years | -24.76% | — | — |
Current DrawdownCurrent decline from peak | -0.48% | -0.41% | -0.07% |
Average DrawdownAverage peak-to-trough decline | -5.40% | -4.83% | -0.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 2.10% | +0.97% |
Volatility
XZMU.DE vs. 6PSE.DE - Volatility Comparison
Xtrackers MSCI USA ESG UCITS ETF 1C (XZMU.DE) has a higher volatility of 3.08% compared to Invesco MSCI USA UCITS ETF Dist (6PSE.DE) at 2.73%. This indicates that XZMU.DE's price experiences larger fluctuations and is considered to be riskier than 6PSE.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 | 6PSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.08% | 2.73% | +0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 8.87% | 7.68% | +1.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.73% | 11.65% | +1.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.23% | 15.41% | +0.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.89% | 15.41% | +2.48% |
XZMU.DE vs. 6PSE.DE - Expense Ratio Comparison
XZMU.DE has a 0.15% expense ratio, which is higher than 6PSE.DE's 0.05% 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%.
Dividends
XZMU.DE vs. 6PSE.DE - Dividend Comparison
XZMU.DE has not paid dividends to shareholders, while 6PSE.DE's dividend yield for the trailing twelve months is around 1.05%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
6PSE.DE Invesco MSCI USA UCITS ETF Dist | 1.05% | 1.16% | 1.26% | 1.51% | 1.69% |
XZMU.DE Xtrackers MSCI USA ESG UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.94, XZMU.DE and 6PSE.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, 6PSE.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
6PSE.DE is cheaper with a 0.05% expense ratio, compared with 0.15% for XZMU.DE.
XZMU.DE tracks MSCI USA Low Carbon SRI Leaders, while 6PSE.DE tracks MSCI USA. They also come from different issuers: Xtrackers and Invesco. Their fees differ too: 0.15% for XZMU.DE and 0.05% for 6PSE.DE.
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