PortfoliosLab logoPortfoliosLab logo
XZMU.DE vs. MTUM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XZMU.DE vs. MTUM - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI USA ESG UCITS ETF 1C (XZMU.DE) and iShares MSCI USA Momentum Factor ETF (MTUM). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

XZMU.DE is traded in EUR, while MTUM is traded in USD. To make them comparable, the MTUM values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, XZMU.DE achieves a 8.21% return, which is significantly lower than MTUM's 24.95% 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*

MTUM

1D
-5.20%
1M
4.46%
YTD
24.95%
6M
22.95%
1Y
32.62%
3Y*
28.49%
5Y*
14.80%
10Y*
16.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XZMU.DE vs. MTUM - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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%
MTUM
iShares MSCI USA Momentum Factor ETF
24.95%7.65%41.66%5.87%-13.20%21.84%19.16%30.13%-2.32%

Correlation

The correlation between XZMU.DE and MTUM is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.48

Correlation (3Y)
Calculated over the trailing 3-year period

0.52

Correlation (5Y)
Calculated over the trailing 5-year period

0.48

Correlation (All Time)
Calculated using the full available price history since Nov 21, 2018

0.49

The correlation between XZMU.DE and MTUM has been stable across timeframes, ranging from 0.48 to 0.52 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

XZMU.DE vs. MTUM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XZMU.DE
XZMU.DE Risk / Return Rank: 5151
Overall Rank
XZMU.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
XZMU.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
XZMU.DE Omega Ratio Rank: 5454
Omega Ratio Rank
XZMU.DE Calmar Ratio Rank: 4444
Calmar Ratio Rank
XZMU.DE Martin Ratio Rank: 4747
Martin Ratio Rank

MTUM
MTUM Risk / Return Rank: 5454
Overall Rank
MTUM Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
MTUM Sortino Ratio Rank: 4747
Sortino Ratio Rank
MTUM Omega Ratio Rank: 5151
Omega Ratio Rank
MTUM Calmar Ratio Rank: 6060
Calmar Ratio Rank
MTUM Martin Ratio Rank: 6464
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XZMU.DE vs. MTUM - 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 iShares MSCI USA Momentum Factor ETF (MTUM). 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.DEMTUMDifference
Sharpe ratioReturn per unit of total volatility

+0.15

Sortino ratioReturn per unit of downside risk

+0.29

Omega ratioGain probability vs. loss probability

1.33

1.31

+0.02

Calmar ratioReturn relative to maximum drawdown

2.16

3.44

-1.28

Martin ratioReturn relative to average drawdown

7.62

11.66

-4.04

XZMU.DE vs. MTUM - Sharpe Ratio Comparison

The current XZMU.DE Sharpe Ratio is 1.84, which is comparable to the MTUM Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of XZMU.DE and MTUM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


XZMU.DEMTUMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.84

1.69

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

0.72

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

0.83

+0.11

Drawdowns

XZMU.DE vs. MTUM - Drawdown Comparison

The maximum XZMU.DE drawdown since its inception was -33.82%, roughly equal to the maximum MTUM drawdown of -33.58%. Use the drawdown chart below to compare losses from any high point for XZMU.DE and MTUM.


Loading charts...

Drawdown Indicators


XZMU.DEMTUMDifference

Max Drawdown

Largest peak-to-trough decline

-33.82%

-33.58%

-0.24%

Max Drawdown (1Y)

Largest decline over 1 year

-10.82%

-9.54%

-1.28%

Max Drawdown (3Y)

Largest decline over 3 years

-24.76%

-24.93%

+0.17%

Max Drawdown (5Y)

Largest decline over 5 years

-24.76%

-25.86%

+1.10%

Max Drawdown (10Y)

Largest decline over 10 years

-33.58%

Current Drawdown

Current decline from peak

-0.48%

-6.36%

+5.88%

Average Drawdown

Average peak-to-trough decline

-5.40%

-5.82%

+0.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

2.80%

+0.27%

Volatility

XZMU.DE vs. MTUM - Volatility Comparison

The current volatility for Xtrackers MSCI USA ESG UCITS ETF 1C (XZMU.DE) is 3.08%, while iShares MSCI USA Momentum Factor ETF (MTUM) has a volatility of 8.98%. This indicates that XZMU.DE experiences smaller price fluctuations and is considered to be less risky than MTUM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XZMU.DEMTUMDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.08%

8.98%

-5.90%

Volatility (6M)

Calculated over the trailing 6-month period

8.87%

16.50%

-7.63%

Volatility (1Y)

Calculated over the trailing 1-year period

12.73%

19.46%

-6.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.23%

20.67%

-4.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.89%

21.52%

-3.63%

XZMU.DE vs. MTUM - Expense Ratio Comparison

Both XZMU.DE and MTUM have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

XZMU.DE vs. MTUM - Dividend Comparison

XZMU.DE has not paid dividends to shareholders, while MTUM's dividend yield for the trailing twelve months is around 0.64%.


PositionTTM20252024202320222021202020192018201720162015
MTUM
iShares MSCI USA Momentum Factor ETF
0.64%0.91%0.75%1.35%1.80%0.55%0.83%1.48%1.27%1.02%1.43%1.12%
XZMU.DE
Xtrackers MSCI USA ESG UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XZMU.DE and MTUM have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

XZMU.DE and MTUM have the same expense ratio: 0.15% per year.

XZMU.DE is categorized as Large Cap Blend Equities, while MTUM is Momentum. XZMU.DE tracks MSCI USA Low Carbon SRI Leaders, while MTUM tracks MSCI USA Momentum SR Variant Index. They also come from different issuers: Xtrackers and iShares.

Portfolio Optimizer

Find the right allocation for XZMU.DE and MTUM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer