4MMR.DE vs. EXUS.L
4MMR.DE (Global X Defence Tech UCITS ETF USD Accumulating) and EXUS.L (Xtrackers MSCI World ex USA UCITS ETF 1C USD) are both exchange-traded funds - 4MMR.DE is a Aerospace & Defense fund managed by Global X, while EXUS.L is a Foreign Large Cap Equities fund tracking the MSCI World ex USA Index. Over the past year, 4MMR.DE returned 3.66% vs 25.83% for EXUS.L. At a 0.29 correlation, their price movements are largely independent.
Performance
4MMR.DE vs. EXUS.L - Performance Comparison
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Different Trading Currencies
4MMR.DE is traded in EUR, while EXUS.L is traded in USD. To make them comparable, the EXUS.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, 4MMR.DE achieves a -4.78% return, which is significantly lower than EXUS.L's 13.00% return.
4MMR.DE
- 1D
- 0.00%
- 1M
- -3.19%
- 6M
- -19.19%
- YTD
- -4.78%
- 1Y
- 3.66%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EXUS.L
- 1D
- -0.05%
- 1M
- 1.08%
- 6M
- 8.12%
- YTD
- 13.00%
- 1Y
- 25.83%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
4MMR.DE vs. EXUS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
4MMR.DE Global X Defence Tech UCITS ETF USD Accumulating | -4.78% | 58.75% | 12.12% |
EXUS.L Xtrackers MSCI World ex USA UCITS ETF 1C USD | 13.00% | 16.32% | 1.59% |
Correlation
The correlation between 4MMR.DE and EXUS.L is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Sep 16, 2024 | 0.29 |
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Return for Risk
4MMR.DE vs. EXUS.L — Risk / Return Rank
4MMR.DE
EXUS.L
4MMR.DE vs. EXUS.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Defence Tech UCITS ETF USD Accumulating (4MMR.DE) and Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.L). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| 4MMR.DE | EXUS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.70 | ||
| Sortino ratioReturn per unit of downside risk | -2.33 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.35 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 0.15 | 2.96 | -2.81 |
| Martin ratioReturn relative to average drawdown | 0.36 | 11.71 | -11.36 |
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Drawdowns
4MMR.DE vs. EXUS.L - Drawdown Comparison
The maximum 4MMR.DE drawdown since its inception was -23.72%, which is greater than EXUS.L's maximum drawdown of -15.62%. Use the drawdown chart below to compare losses from any high point for 4MMR.DE and EXUS.L.
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Drawdown Indicators
| 4MMR.DE | EXUS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.72% | -15.62% | -8.10% |
Max Drawdown (1Y)Largest decline over 1 year | -23.72% | -8.68% | -15.04% |
Current DrawdownCurrent decline from peak | -21.23% | -0.86% | -20.37% |
Average DrawdownAverage peak-to-trough decline | -5.24% | -1.83% | -3.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.29% | 2.20% | +8.09% |
Volatility
4MMR.DE vs. EXUS.L - Volatility Comparison
Global X Defence Tech UCITS ETF USD Accumulating (4MMR.DE) has a higher volatility of 7.74% compared to Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.L) at 3.43%. This indicates that 4MMR.DE's price experiences larger fluctuations and is considered to be riskier than EXUS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 4MMR.DE | EXUS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.74% | 3.43% | +4.31% |
Volatility (6M)Calculated over the trailing 6-month period | 17.13% | 11.60% | +5.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.10% | 13.84% | +9.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.75% | 14.30% | +10.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.75% | 14.30% | +10.45% |
Dividends
4MMR.DE vs. EXUS.L - Dividend Comparison
Neither 4MMR.DE nor EXUS.L has paid dividends to shareholders.
Frequently Asked Questions
4MMR.DE and EXUS.L have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
4MMR.DE is categorized as Aerospace & Defense, while EXUS.L is Foreign Large Cap Equities. They also come from different issuers: Global X and Xtrackers.
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