DBXD.DE vs. EXUS.DE
DBXD.DE (Xtrackers DAX UCITS ETF 1C) and EXUS.DE (Xtrackers MSCI World ex USA UCITS ETF 1C USD) are both exchange-traded funds - DBXD.DE is a Europe Equities fund tracking the DAX®, while EXUS.DE is a Global Equities fund tracking the MSCI World ex USA index. Both are passively managed. Over the past year, DBXD.DE returned 2.06% vs 20.06% for EXUS.DE. Their correlation of 0.83 suggests significant overlap in exposure. DBXD.DE charges 0.09%/yr vs 0.15%/yr for EXUS.DE.
Performance
DBXD.DE vs. EXUS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DBXD.DE achieves a 1.35% return, which is significantly lower than EXUS.DE's 9.64% return.
DBXD.DE
- 1D
- 0.50%
- 1M
- -0.04%
- YTD
- 1.35%
- 6M
- 3.40%
- 1Y
- 2.06%
- 3Y*
- 15.51%
- 5Y*
- 9.16%
- 10Y*
- 8.92%
EXUS.DE
- 1D
- 0.19%
- 1M
- 1.53%
- YTD
- 9.64%
- 6M
- 11.66%
- 1Y
- 20.06%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DBXD.DE vs. EXUS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
DBXD.DE Xtrackers DAX UCITS ETF 1C | 1.35% | 22.65% | 10.45% |
EXUS.DE Xtrackers MSCI World ex USA UCITS ETF 1C USD | 9.64% | 17.80% | 5.15% |
Correlation
The correlation between DBXD.DE and EXUS.DE is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2024 | 0.83 |
The correlation between DBXD.DE and EXUS.DE has been stable across timeframes, ranging from 0.82 to 0.83 - a consistent structural relationship.
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Return for Risk
DBXD.DE vs. EXUS.DE — Risk / Return Rank
DBXD.DE
EXUS.DE
DBXD.DE vs. EXUS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers DAX UCITS ETF 1C (DBXD.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.
| DBXD.DE | EXUS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.47 | ||
| Sortino ratioReturn per unit of downside risk | -2.04 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.31 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 0.19 | 2.30 | -2.12 |
| Martin ratioReturn relative to average drawdown | 0.58 | 9.01 | -8.43 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DBXD.DE | EXUS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.14 | 1.62 | -1.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 1.10 | -0.79 |
Drawdowns
DBXD.DE vs. EXUS.DE - Drawdown Comparison
The maximum DBXD.DE drawdown since its inception was -54.98%, 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 DBXD.DE and EXUS.DE.
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Drawdown Indicators
| DBXD.DE | EXUS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.98% | -16.21% | -38.77% |
Max Drawdown (1Y)Largest decline over 1 year | -12.28% | -8.68% | -3.60% |
Max Drawdown (3Y)Largest decline over 3 years | -15.92% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -26.70% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -38.83% | — | — |
Current DrawdownCurrent decline from peak | -2.23% | -0.76% | -1.47% |
Average DrawdownAverage peak-to-trough decline | -11.34% | -1.78% | -9.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.97% | 2.23% | +1.74% |
Volatility
DBXD.DE vs. EXUS.DE - Volatility Comparison
Xtrackers DAX UCITS ETF 1C (DBXD.DE) has a higher volatility of 5.10% compared to Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE) at 3.28%. This indicates that DBXD.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.
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Volatility by Period
| DBXD.DE | EXUS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.10% | 3.28% | +1.82% |
Volatility (6M)Calculated over the trailing 6-month period | 12.95% | 10.06% | +2.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.13% | 12.37% | +3.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.16% | 13.39% | +3.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.35% | 13.39% | +4.96% |
DBXD.DE vs. EXUS.DE - Expense Ratio Comparison
DBXD.DE has a 0.09% 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
DBXD.DE vs. EXUS.DE - Dividend Comparison
Neither DBXD.DE nor EXUS.DE has paid dividends to shareholders.
Frequently Asked Questions
DBXD.DE and EXUS.DE have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DBXD.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DBXD.DE is cheaper with a 0.09% expense ratio, compared with 0.15% for EXUS.DE.
DBXD.DE is categorized as Europe Equities, while EXUS.DE is Global Equities. DBXD.DE tracks DAX®, while EXUS.DE tracks MSCI World ex USA index. Their fees differ too: 0.09% for DBXD.DE and 0.15% for EXUS.DE.
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