XZMU.DE vs. FLXU.DE
XZMU.DE (Xtrackers MSCI USA ESG UCITS ETF 1C) and FLXU.DE (Franklin U.S. Equity UCITS ETF) are both Large Cap Blend Equities funds - XZMU.DE tracks the MSCI USA Low Carbon SRI Leaders while FLXU.DE tracks the Russell 1000 TR USD. Both are passively managed. Over the past 5 years, XZMU.DE returned 14.63%/yr vs 13.12%/yr for FLXU.DE. Their correlation of 0.88 suggests significant overlap in exposure. XZMU.DE charges 0.15%/yr vs 0.25%/yr for FLXU.DE.
Performance
XZMU.DE vs. FLXU.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 FLXU.DE's 12.87% 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*
- —
FLXU.DE
- 1D
- -0.15%
- 1M
- 4.09%
- YTD
- 12.87%
- 6M
- 12.35%
- 1Y
- 26.95%
- 3Y*
- 15.56%
- 5Y*
- 13.12%
- 10Y*
- —
XZMU.DE vs. FLXU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XZMU.DE Xtrackers MSCI USA ESG UCITS ETF 1C | 8.21% | 5.12% | 32.57% | 26.56% | -17.86% | 45.90% | 9.13% | 36.81% | -5.06% |
FLXU.DE Franklin U.S. Equity UCITS ETF | 12.87% | 8.49% | 16.79% | 11.05% | -3.81% | 38.42% | -0.68% | 31.79% | -5.57% |
Correlation
The correlation between XZMU.DE and FLXU.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 | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Nov 21, 2018 | 0.88 |
The correlation between XZMU.DE and FLXU.DE has been stable across timeframes, ranging from 0.80 to 0.88 - a consistent structural relationship.
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Return for Risk
XZMU.DE vs. FLXU.DE — Risk / Return Rank
XZMU.DE
FLXU.DE
XZMU.DE vs. FLXU.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 Franklin U.S. Equity UCITS ETF (FLXU.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 | FLXU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.40 | ||
| Sortino ratioReturn per unit of downside risk | -0.65 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.41 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.16 | 4.70 | -2.54 |
| Martin ratioReturn relative to average drawdown | 7.62 | 17.09 | -9.47 |
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 | FLXU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.84 | 2.23 | -0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | 0.94 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.94 | 0.90 | +0.04 |
Drawdowns
XZMU.DE vs. FLXU.DE - Drawdown Comparison
The maximum XZMU.DE drawdown since its inception was -33.82%, roughly equal to the maximum FLXU.DE drawdown of -32.92%. Use the drawdown chart below to compare losses from any high point for XZMU.DE and FLXU.DE.
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Drawdown Indicators
| XZMU.DE | FLXU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.82% | -32.92% | -0.90% |
Max Drawdown (1Y)Largest decline over 1 year | -10.82% | -5.76% | -5.06% |
Max Drawdown (3Y)Largest decline over 3 years | -24.76% | -23.04% | -1.72% |
Max Drawdown (5Y)Largest decline over 5 years | -24.76% | -23.04% | -1.72% |
Current DrawdownCurrent decline from peak | -0.48% | -0.15% | -0.33% |
Average DrawdownAverage peak-to-trough decline | -5.40% | -3.92% | -1.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 1.59% | +1.48% |
Volatility
XZMU.DE vs. FLXU.DE - Volatility Comparison
The current volatility for Xtrackers MSCI USA ESG UCITS ETF 1C (XZMU.DE) is 3.08%, while Franklin U.S. Equity UCITS ETF (FLXU.DE) has a volatility of 3.43%. This indicates that XZMU.DE experiences smaller price fluctuations and is considered to be less risky than FLXU.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 | FLXU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.08% | 3.43% | -0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 8.87% | 8.59% | +0.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.73% | 12.12% | +0.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.23% | 13.86% | +2.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.89% | 15.48% | +2.41% |
XZMU.DE vs. FLXU.DE - Expense Ratio Comparison
XZMU.DE has a 0.15% expense ratio, which is lower than FLXU.DE's 0.25% 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. FLXU.DE - Dividend Comparison
Neither XZMU.DE nor FLXU.DE has paid dividends to shareholders.
Frequently Asked Questions
XZMU.DE and FLXU.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 0.25% for FLXU.DE.
XZMU.DE tracks MSCI USA Low Carbon SRI Leaders, while FLXU.DE tracks Russell 1000 TR USD. They also come from different issuers: Xtrackers and Franklin Templeton. Their fees differ too: 0.15% for XZMU.DE and 0.25% for FLXU.DE.
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