D5BE.DE vs. EXUS.DE
D5BE.DE (Xtrackers II US Treasuries 1-3 UCITS ETF (Dist)) and EXUS.DE (Xtrackers MSCI World ex USA UCITS ETF 1C USD) are both exchange-traded funds - D5BE.DE is a Government Bonds fund tracking the iBoxx USD Treasuries 1-3 Index, while EXUS.DE is a Global Equities fund tracking the MSCI World ex USA index. Both are passively managed. Over the past year, D5BE.DE returned 6.13% vs 25.65% for EXUS.DE. At a correlation of -0.10, they often move in opposite directions. D5BE.DE charges 0.06%/yr vs 0.15%/yr for EXUS.DE.
Performance
D5BE.DE vs. EXUS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, D5BE.DE achieves a 3.59% return, which is significantly lower than EXUS.DE's 13.41% return.
D5BE.DE
- 1D
- 0.08%
- 1M
- 1.73%
- 6M
- 3.42%
- YTD
- 3.59%
- 1Y
- 6.13%
- 3Y*
- 2.70%
- 5Y*
- 2.64%
- 10Y*
- 1.45%
EXUS.DE
- 1D
- 0.66%
- 1M
- 3.63%
- 6M
- 13.12%
- YTD
- 13.41%
- 1Y
- 25.65%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
D5BE.DE vs. EXUS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
D5BE.DE Xtrackers II US Treasuries 1-3 UCITS ETF (Dist) | 3.59% | -6.60% | 8.71% |
EXUS.DE Xtrackers MSCI World ex USA UCITS ETF 1C USD | 13.41% | 17.80% | 4.15% |
Correlation
The correlation between D5BE.DE and EXUS.DE is -0.16, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.16 |
Correlation (All Time) Calculated using the full available price history since Mar 14, 2024 | -0.10 |
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Return for Risk
D5BE.DE vs. EXUS.DE — Risk / Return Rank
D5BE.DE
EXUS.DE
D5BE.DE vs. EXUS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers II US Treasuries 1-3 UCITS ETF (Dist) (D5BE.DE) and Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.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.
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.
| D5BE.DE | EXUS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.92 | ||
| Sortino ratioReturn per unit of downside risk | -1.27 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.38 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.74 | 2.94 | -1.21 |
| Martin ratioReturn relative to average drawdown | 4.31 | 11.77 | -7.46 |
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Drawdowns
D5BE.DE vs. EXUS.DE - Drawdown Comparison
The maximum D5BE.DE drawdown since its inception was -20.28%, which is greater than EXUS.DE's maximum drawdown of -16.21%. Use the drawdown chart below to compare losses from any high point for D5BE.DE and EXUS.DE.
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Drawdown Indicators
| D5BE.DE | EXUS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.28% | -16.21% | -4.07% |
Max Drawdown (1Y)Largest decline over 1 year | -3.52% | -8.67% | +5.15% |
Max Drawdown (3Y)Largest decline over 3 years | -10.97% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -12.50% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -20.28% | — | — |
Current DrawdownCurrent decline from peak | -5.38% | 0.00% | -5.38% |
Average DrawdownAverage peak-to-trough decline | -5.10% | -1.75% | -3.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.42% | 2.17% | -0.75% |
Volatility
D5BE.DE vs. EXUS.DE - Volatility Comparison
The current volatility for Xtrackers II US Treasuries 1-3 UCITS ETF (Dist) (D5BE.DE) is 1.45%, while Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE) has a volatility of 3.18%. This indicates that D5BE.DE experiences smaller price fluctuations and is considered to be less risky than EXUS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| D5BE.DE | EXUS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.45% | 3.18% | -1.73% |
Volatility (6M)Calculated over the trailing 6-month period | 3.87% | 10.31% | -6.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.51% | 12.59% | -7.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.16% | 13.36% | -6.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.96% | 13.36% | -4.40% |
D5BE.DE vs. EXUS.DE - Expense Ratio Comparison
D5BE.DE has a 0.06% expense ratio, which is lower than EXUS.DE's 0.15% 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
D5BE.DE vs. EXUS.DE - Dividend Comparison
D5BE.DE's dividend yield for the trailing twelve months is around 2.76%, while EXUS.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
D5BE.DE Xtrackers II US Treasuries 1-3 UCITS ETF (Dist) | 2.76% | 2.89% | 2.24% | 1.84% | 1.00% | 2.74% | 2.66% | 1.16% | 0.93% | 0.78% |
EXUS.DE Xtrackers MSCI World ex USA UCITS ETF 1C USD | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
D5BE.DE and EXUS.DE have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, D5BE.DE is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.
D5BE.DE is cheaper with a 0.06% expense ratio, compared with 0.15% for EXUS.DE.
D5BE.DE is categorized as Government Bonds, while EXUS.DE is Global Equities. D5BE.DE tracks iBoxx USD Treasuries 1-3 Index, while EXUS.DE tracks MSCI World ex USA index. Their fees differ too: 0.06% for D5BE.DE and 0.15% for EXUS.DE.
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