XZMU.DE vs. XZMD.DE
Compare and contrast key facts about Xtrackers MSCI USA ESG UCITS ETF 1C (XZMU.DE) and Xtrackers MSCI USA ESG UCITS ETF 1D (XZMD.DE).
XZMU.DE and XZMD.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. XZMD.DE is a passively managed fund by Xtrackers that tracks the performance of the Russell 1000 TR USD. It was launched on Apr 20, 2022. Both XZMU.DE and XZMD.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 XZMD.DE.
Key characteristics
| XZMU.DE | XZMD.DE | |
|---|---|---|
| YTD Return | 29.97% | 29.08% |
| 1Y Return | 39.27% | 38.04% |
| Sharpe Ratio | 2.84 | 2.74 |
| Sortino Ratio | 3.83 | 3.71 |
| Omega Ratio | 1.56 | 1.54 |
| Calmar Ratio | 4.01 | 3.90 |
| Martin Ratio | 15.73 | 15.00 |
| Ulcer Index | 2.41% | 2.45% |
| Daily Std Dev | 13.27% | 13.34% |
| Max Drawdown | -33.82% | -16.44% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between XZMU.DE and XZMD.DE is 1.00, 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. XZMD.DE - Performance Comparison
The year-to-date returns for both stocks are quite close, with XZMU.DE having a 29.97% return and XZMD.DE slightly lower at 29.08%. 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. XZMD.DE - Expense Ratio Comparison
Both XZMU.DE and XZMD.DE 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%.
Risk-Adjusted Performance
XZMU.DE vs. XZMD.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 ESG UCITS ETF 1D (XZMD.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. XZMD.DE - Dividend Comparison
Neither XZMU.DE nor XZMD.DE has paid dividends to shareholders.
Drawdowns
XZMU.DE vs. XZMD.DE - Drawdown Comparison
The maximum XZMU.DE drawdown since its inception was -33.82%, which is greater than XZMD.DE's maximum drawdown of -16.44%. Use the drawdown chart below to compare losses from any high point for XZMU.DE and XZMD.DE. For additional features, visit the drawdowns tool.
Volatility
XZMU.DE vs. XZMD.DE - Volatility Comparison
Xtrackers MSCI USA ESG UCITS ETF 1C (XZMU.DE) and Xtrackers MSCI USA ESG UCITS ETF 1D (XZMD.DE) have volatilities of 3.86% and 3.94%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.