DBX9.DE vs. EXUS.DE
DBX9.DE (Xtrackers FTSE China 50 UCITS ETF 1C) and EXUS.DE (Xtrackers MSCI World ex USA UCITS ETF 1C USD) are both exchange-traded funds - DBX9.DE is a China Equities fund tracking the FTSE China 50, while EXUS.DE is a Global Equities fund tracking the MSCI World ex USA index. Both are passively managed. Over the past year, DBX9.DE returned 32.77% vs 20.10% for EXUS.DE. At a 0.31 correlation, their price movements are largely independent. DBX9.DE charges 0.60%/yr vs 0.15%/yr for EXUS.DE.
Performance
DBX9.DE vs. EXUS.DE - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both stocks are quite close, with DBX9.DE having a 9.85% return and EXUS.DE slightly lower at 9.64%.
DBX9.DE
- 1D
- -0.73%
- 1M
- 1.75%
- YTD
- 9.85%
- 6M
- 13.25%
- 1Y
- 32.77%
- 3Y*
- 13.37%
- 5Y*
- 0.17%
- 10Y*
- 3.94%
EXUS.DE
- 1D
- 0.19%
- 1M
- 3.48%
- YTD
- 9.64%
- 6M
- 11.67%
- 1Y
- 20.10%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DBX9.DE vs. EXUS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
DBX9.DE Xtrackers FTSE China 50 UCITS ETF 1C | 9.85% | 10.01% | 33.67% |
EXUS.DE Xtrackers MSCI World ex USA UCITS ETF 1C USD | 9.64% | 17.80% | 5.15% |
Correlation
The correlation between DBX9.DE and EXUS.DE is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2024 | 0.31 |
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
DBX9.DE vs. EXUS.DE — Risk / Return Rank
DBX9.DE
EXUS.DE
DBX9.DE vs. EXUS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers FTSE China 50 UCITS ETF 1C (DBX9.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.
| DBX9.DE | EXUS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.38 | ||
| Sortino ratioReturn per unit of downside risk | -0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.31 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.90 | 2.30 | -0.41 |
| Martin ratioReturn relative to average drawdown | 3.67 | 9.01 | -5.34 |
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
| DBX9.DE | EXUS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 1.62 | -0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.15 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | 1.10 | -1.02 |
Drawdowns
DBX9.DE vs. EXUS.DE - Drawdown Comparison
The maximum DBX9.DE drawdown since its inception was -66.51%, 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 DBX9.DE and EXUS.DE.
Loading charts...
Drawdown Indicators
| DBX9.DE | EXUS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.51% | -16.21% | -50.30% |
Max Drawdown (1Y)Largest decline over 1 year | -17.20% | -8.68% | -8.52% |
Max Drawdown (3Y)Largest decline over 3 years | -27.83% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -47.59% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -53.98% | — | — |
Current DrawdownCurrent decline from peak | -14.62% | -0.76% | -13.86% |
Average DrawdownAverage peak-to-trough decline | -29.50% | -1.78% | -27.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.91% | 2.23% | +6.68% |
Volatility
DBX9.DE vs. EXUS.DE - Volatility Comparison
Xtrackers FTSE China 50 UCITS ETF 1C (DBX9.DE) has a higher volatility of 5.29% compared to Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE) at 3.28%. This indicates that DBX9.DE's price experiences larger fluctuations and is considered to be riskier than EXUS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DBX9.DE | EXUS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.29% | 3.28% | +2.01% |
Volatility (6M)Calculated over the trailing 6-month period | 10.45% | 10.06% | +0.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.35% | 12.37% | +13.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.75% | 13.39% | +15.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.42% | 13.39% | +12.03% |
DBX9.DE vs. EXUS.DE - Expense Ratio Comparison
DBX9.DE has a 0.60% expense ratio, which is higher than EXUS.DE's 0.15% expense ratio.
Dividends
DBX9.DE vs. EXUS.DE - Dividend Comparison
Neither DBX9.DE nor EXUS.DE has paid dividends to shareholders.
Frequently Asked Questions
DBX9.DE and EXUS.DE have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EXUS.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXUS.DE is cheaper with a 0.15% expense ratio, compared with 0.60% for DBX9.DE.
DBX9.DE is categorized as China Equities, while EXUS.DE is Global Equities. DBX9.DE tracks FTSE China 50, while EXUS.DE tracks MSCI World ex USA index. Their fees differ too: 0.60% for DBX9.DE and 0.15% for EXUS.DE.
Find the right allocation for DBX9.DE and EXUS.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