XZMU.DE vs. XD9U.DE
Compare and contrast key facts about Xtrackers MSCI USA ESG UCITS ETF 1C (XZMU.DE) and Xtrackers MSCI USA UCITS ETF 1C (XD9U.DE).
XZMU.DE and XD9U.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XZMU.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI USA Low Carbon SRI Leaders. It was launched on May 8, 2018. XD9U.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI USA. It was launched on May 9, 2014. Both XZMU.DE and XD9U.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XZMU.DE or XD9U.DE.
Key characteristics
| XZMU.DE | XD9U.DE | |
|---|---|---|
| YTD Return | 31.67% | 30.25% |
| 1Y Return | 40.72% | 38.58% |
| 3Y Return (Ann) | 11.95% | 11.91% |
| 5Y Return (Ann) | 17.95% | 16.16% |
| Sharpe Ratio | 2.89 | 3.04 |
| Sortino Ratio | 3.89 | 4.13 |
| Omega Ratio | 1.57 | 1.63 |
| Calmar Ratio | 4.09 | 4.41 |
| Martin Ratio | 16.02 | 19.56 |
| Ulcer Index | 2.41% | 1.88% |
| Daily Std Dev | 13.31% | 12.02% |
| Max Drawdown | -33.82% | -34.11% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between XZMU.DE and XD9U.DE is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
XZMU.DE vs. XD9U.DE - Performance Comparison
The year-to-date returns for both stocks are quite close, with XZMU.DE having a 31.67% return and XD9U.DE slightly lower at 30.25%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XZMU.DE vs. XD9U.DE - Expense Ratio Comparison
XZMU.DE has a 0.15% expense ratio, which is higher than XD9U.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%.
Risk-Adjusted Performance
XZMU.DE vs. XD9U.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA ESG UCITS ETF 1C (XZMU.DE) and Xtrackers MSCI USA UCITS ETF 1C (XD9U.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.
Dividends
XZMU.DE vs. XD9U.DE - Dividend Comparison
Neither XZMU.DE nor XD9U.DE has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XD9U.DE Xtrackers MSCI USA UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.23% |
Drawdowns
XZMU.DE vs. XD9U.DE - Drawdown Comparison
The maximum XZMU.DE drawdown since its inception was -33.82%, roughly equal to the maximum XD9U.DE drawdown of -34.11%. Use the drawdown chart below to compare losses from any high point for XZMU.DE and XD9U.DE. For additional features, visit the drawdowns tool.
Volatility
XZMU.DE vs. XD9U.DE - Volatility Comparison
Xtrackers MSCI USA ESG UCITS ETF 1C (XZMU.DE) has a higher volatility of 3.87% compared to Xtrackers MSCI USA UCITS ETF 1C (XD9U.DE) at 3.54%. This indicates that XZMU.DE's price experiences larger fluctuations and is considered to be riskier than XD9U.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.