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DGRO vs. EXUS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DGRO vs. EXUS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core Dividend Growth ETF (DGRO) and Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

DGRO is traded in USD, while EXUS.DE is traded in EUR. To make them comparable, the EXUS.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with DGRO having a 8.47% return and EXUS.DE slightly lower at 8.36%.


DGRO

1D
-0.29%
1M
2.67%
YTD
8.47%
6M
9.27%
1Y
21.90%
3Y*
16.63%
5Y*
10.64%
10Y*
13.26%

EXUS.DE

1D
0.30%
1M
1.07%
YTD
8.36%
6M
11.34%
1Y
22.63%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DGRO vs. EXUS.DE - Yearly Performance Comparison


2026 (YTD)20252024
DGRO
iShares Core Dividend Growth ETF
8.47%15.69%10.21%
EXUS.DE
Xtrackers MSCI World ex USA UCITS ETF 1C USD
8.36%32.99%0.55%

Correlation

The correlation between DGRO and EXUS.DE is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.57

Correlation (All Time)
Calculated using the full available price history since Mar 15, 2024

0.46

The correlation between DGRO and EXUS.DE shifts across timeframes, from 0.46 (all time) to 0.57 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

DGRO vs. EXUS.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DGRO
DGRO Risk / Return Rank: 7878
Overall Rank
DGRO Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
DGRO Sortino Ratio Rank: 8484
Sortino Ratio Rank
DGRO Omega Ratio Rank: 7878
Omega Ratio Rank
DGRO Calmar Ratio Rank: 7474
Calmar Ratio Rank
DGRO Martin Ratio Rank: 7676
Martin Ratio Rank

EXUS.DE
EXUS.DE Risk / Return Rank: 4949
Overall Rank
EXUS.DE Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
EXUS.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
EXUS.DE Omega Ratio Rank: 5050
Omega Ratio Rank
EXUS.DE Calmar Ratio Rank: 4747
Calmar Ratio Rank
EXUS.DE Martin Ratio Rank: 5454
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DGRO vs. EXUS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Dividend Growth ETF (DGRO) 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.


DGROEXUS.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.77

Sortino ratioReturn per unit of downside risk

+1.11

Omega ratioGain probability vs. loss probability

1.42

1.28

+0.14

Calmar ratioReturn relative to maximum drawdown

3.40

2.05

+1.35

Martin ratioReturn relative to average drawdown

13.12

7.60

+5.53

DGRO vs. EXUS.DE - Sharpe Ratio Comparison

The current DGRO Sharpe Ratio is 2.32, which is higher than the EXUS.DE Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of DGRO and EXUS.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


DGROEXUS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.32

1.55

+0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

1.20

-0.44

Drawdowns

DGRO vs. EXUS.DE - Drawdown Comparison

The maximum DGRO drawdown since its inception was -35.10%, which is greater than EXUS.DE's maximum drawdown of -13.99%. Use the drawdown chart below to compare losses from any high point for DGRO and EXUS.DE.


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Drawdown Indicators


DGROEXUS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.10%

-13.99%

-21.11%

Max Drawdown (1Y)

Largest decline over 1 year

-6.47%

-10.74%

+4.27%

Max Drawdown (3Y)

Largest decline over 3 years

-14.03%

Max Drawdown (5Y)

Largest decline over 5 years

-19.31%

Max Drawdown (10Y)

Largest decline over 10 years

-35.10%

Current Drawdown

Current decline from peak

-1.07%

-1.03%

-0.04%

Average Drawdown

Average peak-to-trough decline

-3.44%

-2.33%

-1.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.67%

2.91%

-1.24%

Volatility

DGRO vs. EXUS.DE - Volatility Comparison

The current volatility for iShares Core Dividend Growth ETF (DGRO) is 2.32%, while Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE) has a volatility of 3.86%. This indicates that DGRO 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


DGROEXUS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.32%

3.86%

-1.54%

Volatility (6M)

Calculated over the trailing 6-month period

6.95%

11.66%

-4.71%

Volatility (1Y)

Calculated over the trailing 1-year period

9.52%

14.23%

-4.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.82%

15.09%

-1.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.63%

15.09%

+1.54%

DGRO vs. EXUS.DE - Expense Ratio Comparison

DGRO has a 0.08% 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

DGRO vs. EXUS.DE - Dividend Comparison

DGRO's dividend yield for the trailing twelve months is around 1.96%, while EXUS.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
DGRO
iShares Core Dividend Growth ETF
1.96%2.09%2.26%2.45%2.34%1.93%2.30%2.21%2.44%2.03%2.27%2.52%
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%0.00%0.00%

Frequently Asked Questions


DGRO and EXUS.DE have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DGRO is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DGRO is cheaper with a 0.08% expense ratio, compared with 0.15% for EXUS.DE.

DGRO is categorized as Large Cap Growth Equities, while EXUS.DE is Global Equities. DGRO tracks Morningstar US Dividend Growth Index, while EXUS.DE tracks MSCI World ex USA index. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.08% for DGRO and 0.15% for EXUS.DE.

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