XZMU.DE vs. BBUS.DE
XZMU.DE (Xtrackers MSCI USA ESG UCITS ETF 1C) and BBUS.DE (JPMorgan BetaBuilders US Equity UCITS ETF (Acc)) are both Large Cap Blend Equities funds - XZMU.DE tracks the MSCI USA Low Carbon SRI Leaders while BBUS.DE tracks the Morningstar US Target Market Exposure. Both are passively managed. Over the past 5 years, XZMU.DE returned 14.63%/yr vs 14.33%/yr for BBUS.DE. With a 0.97 correlation, they move nearly in lockstep. XZMU.DE charges 0.15%/yr vs 0.05%/yr for BBUS.DE.
Performance
XZMU.DE vs. BBUS.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 BBUS.DE's 11.12% 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*
- —
BBUS.DE
- 1D
- -0.05%
- 1M
- 4.40%
- YTD
- 11.12%
- 6M
- 10.48%
- 1Y
- 25.00%
- 3Y*
- 18.93%
- 5Y*
- 14.33%
- 10Y*
- —
XZMU.DE vs. BBUS.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% | 16.19% |
BBUS.DE JPMorgan BetaBuilders US Equity UCITS ETF (Acc) | 11.12% | 4.72% | 32.23% | 23.40% | -15.59% | 38.84% | 9.02% | 14.07% |
Correlation
The correlation between XZMU.DE and BBUS.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 (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Apr 11, 2019 | 0.97 |
The correlation between XZMU.DE and BBUS.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. BBUS.DE — Risk / Return Rank
XZMU.DE
BBUS.DE
XZMU.DE vs. BBUS.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 JPMorgan BetaBuilders US Equity UCITS ETF (Acc) (BBUS.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 | BBUS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.31 | ||
| Sortino ratioReturn per unit of downside risk | -0.40 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.40 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.16 | 3.38 | -1.22 |
| Martin ratioReturn relative to average drawdown | 7.62 | 11.81 | -4.19 |
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 | BBUS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.84 | 2.14 | -0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | 0.92 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.94 | 0.88 | +0.05 |
Drawdowns
XZMU.DE vs. BBUS.DE - Drawdown Comparison
The maximum XZMU.DE drawdown since its inception was -33.82%, roughly equal to the maximum BBUS.DE drawdown of -34.09%. Use the drawdown chart below to compare losses from any high point for XZMU.DE and BBUS.DE.
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Drawdown Indicators
| XZMU.DE | BBUS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.82% | -34.09% | +0.27% |
Max Drawdown (1Y)Largest decline over 1 year | -10.82% | -7.38% | -3.44% |
Max Drawdown (3Y)Largest decline over 3 years | -24.76% | -23.46% | -1.30% |
Max Drawdown (5Y)Largest decline over 5 years | -24.76% | -23.46% | -1.30% |
Current DrawdownCurrent decline from peak | -0.48% | -0.37% | -0.11% |
Average DrawdownAverage peak-to-trough decline | -5.40% | -4.79% | -0.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 2.12% | +0.95% |
Volatility
XZMU.DE vs. BBUS.DE - Volatility Comparison
Xtrackers MSCI USA ESG UCITS ETF 1C (XZMU.DE) has a higher volatility of 3.08% compared to JPMorgan BetaBuilders US Equity UCITS ETF (Acc) (BBUS.DE) at 2.68%. This indicates that XZMU.DE's price experiences larger fluctuations and is considered to be riskier than BBUS.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 | BBUS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.08% | 2.68% | +0.40% |
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% | 11.64% | +1.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.23% | 15.34% | +0.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.89% | 17.18% | +0.71% |
XZMU.DE vs. BBUS.DE - Expense Ratio Comparison
XZMU.DE has a 0.15% expense ratio, which is higher than BBUS.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. BBUS.DE - Dividend Comparison
Neither XZMU.DE nor BBUS.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.94, XZMU.DE and BBUS.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, BBUS.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
BBUS.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 BBUS.DE tracks Morningstar US Target Market Exposure. They also come from different issuers: Xtrackers and JPMorgan. Their fees differ too: 0.15% for XZMU.DE and 0.05% for BBUS.DE.
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