XZMU.DE vs. VUAA.DE
XZMU.DE (Xtrackers MSCI USA ESG UCITS ETF 1C) and VUAA.DE (Vanguard S&P 500 UCITS USD Acc ETF) are both exchange-traded funds - XZMU.DE is a Large Cap Blend Equities fund tracking the MSCI USA Low Carbon SRI Leaders, while VUAA.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, XZMU.DE returned 14.63%/yr vs 14.77%/yr for VUAA.DE. With a 0.97 correlation, they move nearly in lockstep. XZMU.DE charges 0.15%/yr vs 0.07%/yr for VUAA.DE.
Performance
XZMU.DE vs. VUAA.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 VUAA.DE's 11.41% 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*
- —
VUAA.DE
- 1D
- -0.12%
- 1M
- 5.23%
- YTD
- 11.41%
- 6M
- 11.44%
- 1Y
- 25.64%
- 3Y*
- 18.87%
- 5Y*
- 14.77%
- 10Y*
- —
XZMU.DE vs. VUAA.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% | 3.11% |
VUAA.DE Vanguard S&P 500 UCITS USD Acc ETF | 11.41% | 4.68% | 32.33% | 22.52% | -14.29% | 40.76% | 3.17% |
Correlation
The correlation between XZMU.DE and VUAA.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 Feb 5, 2020 | 0.97 |
The correlation between XZMU.DE and VUAA.DE has been stable across timeframes, ranging from 0.94 to 0.97 - 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. VUAA.DE — Risk / Return Rank
XZMU.DE
VUAA.DE
XZMU.DE vs. VUAA.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 Vanguard S&P 500 UCITS USD Acc ETF (VUAA.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 | VUAA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.37 | ||
| Sortino ratioReturn per unit of downside risk | -0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.41 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.16 | 3.56 | -1.41 |
| Martin ratioReturn relative to average drawdown | 7.62 | 12.74 | -5.12 |
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 | VUAA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.84 | 2.20 | -0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | 0.97 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.94 | 0.81 | +0.12 |
Drawdowns
XZMU.DE vs. VUAA.DE - Drawdown Comparison
The maximum XZMU.DE drawdown since its inception was -33.82%, roughly equal to the maximum VUAA.DE drawdown of -33.67%. Use the drawdown chart below to compare losses from any high point for XZMU.DE and VUAA.DE.
Loading charts...
Drawdown Indicators
| XZMU.DE | VUAA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.82% | -33.67% | -0.15% |
Max Drawdown (1Y)Largest decline over 1 year | -10.82% | -7.16% | -3.66% |
Max Drawdown (3Y)Largest decline over 3 years | -24.76% | -23.33% | -1.43% |
Max Drawdown (5Y)Largest decline over 5 years | -24.76% | -23.33% | -1.43% |
Current DrawdownCurrent decline from peak | -0.48% | -0.45% | -0.03% |
Average DrawdownAverage peak-to-trough decline | -5.40% | -5.07% | -0.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 2.01% | +1.06% |
Volatility
XZMU.DE vs. VUAA.DE - Volatility Comparison
Xtrackers MSCI USA ESG UCITS ETF 1C (XZMU.DE) has a higher volatility of 3.08% compared to Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) at 2.65%. This indicates that XZMU.DE's price experiences larger fluctuations and is considered to be riskier than VUAA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XZMU.DE | VUAA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.08% | 2.65% | +0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 8.87% | 7.61% | +1.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.73% | 11.58% | +1.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.23% | 15.12% | +1.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.89% | 17.59% | +0.30% |
XZMU.DE vs. VUAA.DE - Expense Ratio Comparison
XZMU.DE has a 0.15% expense ratio, which is higher than VUAA.DE's 0.07% 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. VUAA.DE - Dividend Comparison
Neither XZMU.DE nor VUAA.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.94, XZMU.DE and VUAA.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, VUAA.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VUAA.DE is cheaper with a 0.07% expense ratio, compared with 0.15% for XZMU.DE.
XZMU.DE is categorized as Large Cap Blend Equities, while VUAA.DE is S&P 500. XZMU.DE tracks MSCI USA Low Carbon SRI Leaders, while VUAA.DE tracks S&P 500 Index. They also come from different issuers: Xtrackers and Vanguard. Their fees differ too: 0.15% for XZMU.DE and 0.07% for VUAA.DE.
Find the right allocation for XZMU.DE and VUAA.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