XZMU.DE vs. USUE.DE
XZMU.DE (Xtrackers MSCI USA ESG UCITS ETF 1C) and USUE.DE (UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) Acc) are both Large Cap Blend Equities funds - XZMU.DE tracks the MSCI USA Low Carbon SRI Leaders while USUE.DE tracks the MSCI USA Select Factor Mix. Both are passively managed. Over the past 5 years, XZMU.DE returned 14.63%/yr vs 11.49%/yr for USUE.DE. Their correlation of 0.86 suggests significant overlap in exposure. XZMU.DE charges 0.15%/yr vs 0.25%/yr for USUE.DE.
Performance
XZMU.DE vs. USUE.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XZMU.DE achieves a 8.21% return, which is significantly lower than USUE.DE's 13.01% 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*
- —
USUE.DE
- 1D
- 0.29%
- 1M
- 4.91%
- YTD
- 13.01%
- 6M
- 13.36%
- 1Y
- 21.52%
- 3Y*
- 15.86%
- 5Y*
- 11.49%
- 10Y*
- —
XZMU.DE vs. USUE.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% | 1.94% |
USUE.DE UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) Acc | 13.01% | 1.00% | 25.07% | 12.96% | -8.63% | 35.62% | -1.09% |
Correlation
The correlation between XZMU.DE and USUE.DE is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Feb 10, 2020 | 0.86 |
Over the past year, the correlation between XZMU.DE and USUE.DE has dropped to 0.66 - well below their long-term average of 0.86, suggesting their price drivers have been diverging.
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. USUE.DE — Risk / Return Rank
XZMU.DE
USUE.DE
XZMU.DE vs. USUE.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 UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) Acc (USUE.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 | USUE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.33 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.16 | 4.41 | -2.25 |
| Martin ratioReturn relative to average drawdown | 7.62 | 14.20 | -6.58 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| XZMU.DE | USUE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.84 | 1.89 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | 0.79 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.94 | 0.65 | +0.29 |
Drawdowns
XZMU.DE vs. USUE.DE - Drawdown Comparison
The maximum XZMU.DE drawdown since its inception was -33.82%, roughly equal to the maximum USUE.DE drawdown of -35.36%. Use the drawdown chart below to compare losses from any high point for XZMU.DE and USUE.DE.
Loading charts...
Drawdown Indicators
| XZMU.DE | USUE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.82% | -35.36% | +1.54% |
Max Drawdown (1Y)Largest decline over 1 year | -10.82% | -4.86% | -5.96% |
Max Drawdown (3Y)Largest decline over 3 years | -24.76% | -20.79% | -3.97% |
Max Drawdown (5Y)Largest decline over 5 years | -24.76% | -20.79% | -3.97% |
Current DrawdownCurrent decline from peak | -0.48% | 0.00% | -0.48% |
Average DrawdownAverage peak-to-trough decline | -5.40% | -5.53% | +0.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 1.51% | +1.56% |
Volatility
XZMU.DE vs. USUE.DE - Volatility Comparison
Xtrackers MSCI USA ESG UCITS ETF 1C (XZMU.DE) has a higher volatility of 3.08% compared to UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) Acc (USUE.DE) at 2.84%. This indicates that XZMU.DE's price experiences larger fluctuations and is considered to be riskier than USUE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XZMU.DE | USUE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.08% | 2.84% | +0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 8.87% | 7.98% | +0.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.73% | 11.34% | +1.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.23% | 14.42% | +1.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.89% | 17.33% | +0.56% |
XZMU.DE vs. USUE.DE - Expense Ratio Comparison
XZMU.DE has a 0.15% expense ratio, which is lower than USUE.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. USUE.DE - Dividend Comparison
Neither XZMU.DE nor USUE.DE has paid dividends to shareholders.
Frequently Asked Questions
XZMU.DE and USUE.DE have a correlation of 0.66, 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 USUE.DE.
XZMU.DE tracks MSCI USA Low Carbon SRI Leaders, while USUE.DE tracks MSCI USA Select Factor Mix. They also come from different issuers: Xtrackers and UBS. Their fees differ too: 0.15% for XZMU.DE and 0.25% for USUE.DE.
Find the right allocation for XZMU.DE and USUE.DE
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