XZMU.DE vs. FUSR.DE
XZMU.DE (Xtrackers MSCI USA ESG UCITS ETF 1C) and FUSR.DE (Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc) are both Large Cap Blend Equities funds - XZMU.DE tracks the MSCI USA Low Carbon SRI Leaders while FUSR.DE tracks the Fidelity Sustainable Research Enhanced US Equity. Both are passively managed. Over the past 5 years, XZMU.DE returned 14.63%/yr vs 14.75%/yr for FUSR.DE. With a 0.95 correlation, they move nearly in lockstep. XZMU.DE charges 0.15%/yr vs 0.30%/yr for FUSR.DE.
Performance
XZMU.DE vs. FUSR.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 FUSR.DE's 10.99% return.
XZMU.DE
- 1D
- 0.69%
- 1M
- 5.33%
- YTD
- 8.21%
- 6M
- 9.17%
- 1Y
- 23.46%
- 3Y*
- 18.71%
- 5Y*
- 14.63%
- 10Y*
- —
FUSR.DE
- 1D
- 0.07%
- 1M
- 4.38%
- YTD
- 10.99%
- 6M
- 10.70%
- 1Y
- 26.84%
- 3Y*
- 19.47%
- 5Y*
- 14.75%
- 10Y*
- —
XZMU.DE vs. FUSR.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% | 10.09% |
FUSR.DE Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc | 10.99% | 5.18% | 33.40% | 24.94% | -16.94% | 38.09% | 12.94% |
Correlation
The correlation between XZMU.DE and FUSR.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 Jun 4, 2020 | 0.95 |
The correlation between XZMU.DE and FUSR.DE has been stable across timeframes, ranging from 0.87 to 0.95 - a consistent structural relationship.
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Return for Risk
XZMU.DE vs. FUSR.DE — Risk / Return Rank
XZMU.DE
FUSR.DE
XZMU.DE vs. FUSR.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 Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc (FUSR.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 | FUSR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.27 | ||
| Sortino ratioReturn per unit of downside risk | -0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.38 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.16 | 3.40 | -1.25 |
| Martin ratioReturn relative to average drawdown | 7.62 | 12.17 | -4.55 |
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 | FUSR.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.84 | 2.11 | -0.27 |
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 | 1.03 | -0.09 |
Drawdowns
XZMU.DE vs. FUSR.DE - Drawdown Comparison
The maximum XZMU.DE drawdown since its inception was -33.82%, which is greater than FUSR.DE's maximum drawdown of -24.29%. Use the drawdown chart below to compare losses from any high point for XZMU.DE and FUSR.DE.
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Drawdown Indicators
| XZMU.DE | FUSR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.82% | -24.29% | -9.53% |
Max Drawdown (1Y)Largest decline over 1 year | -10.82% | -7.85% | -2.97% |
Max Drawdown (3Y)Largest decline over 3 years | -24.76% | -24.29% | -0.47% |
Max Drawdown (5Y)Largest decline over 5 years | -24.76% | -24.29% | -0.47% |
Current DrawdownCurrent decline from peak | -0.48% | -0.25% | -0.23% |
Average DrawdownAverage peak-to-trough decline | -5.40% | -4.40% | -1.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 2.20% | +0.87% |
Volatility
XZMU.DE vs. FUSR.DE - Volatility Comparison
Xtrackers MSCI USA ESG UCITS ETF 1C (XZMU.DE) has a higher volatility of 3.08% compared to Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc (FUSR.DE) at 2.62%. This indicates that XZMU.DE's price experiences larger fluctuations and is considered to be riskier than FUSR.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 | FUSR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.08% | 2.62% | +0.46% |
Volatility (6M)Calculated over the trailing 6-month period | 8.87% | 8.39% | +0.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.73% | 12.69% | +0.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.23% | 15.84% | +0.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.89% | 15.99% | +1.90% |
XZMU.DE vs. FUSR.DE - Expense Ratio Comparison
XZMU.DE has a 0.15% expense ratio, which is lower than FUSR.DE's 0.30% expense ratio.
Dividends
XZMU.DE vs. FUSR.DE - Dividend Comparison
Neither XZMU.DE nor FUSR.DE has paid dividends to shareholders.
Frequently Asked Questions
XZMU.DE and FUSR.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 0.30% for FUSR.DE.
XZMU.DE tracks MSCI USA Low Carbon SRI Leaders, while FUSR.DE tracks Fidelity Sustainable Research Enhanced US Equity. They also come from different issuers: Xtrackers and Fidelity. Their fees differ too: 0.15% for XZMU.DE and 0.30% for FUSR.DE.
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