DX2I.DE vs. EXUS.DE
DX2I.DE (Xtrackers MSCI Europe ESG Screened UCITS ETF 1C) and EXUS.DE (Xtrackers MSCI World ex USA UCITS ETF 1C USD) are both exchange-traded funds - DX2I.DE is a Europe Equities fund tracking the MSCI Europe Select ESG Screened, while EXUS.DE is a Global Equities fund tracking the MSCI World ex USA index. Both are passively managed. Over the past year, DX2I.DE returned 15.02% vs 20.06% for EXUS.DE. Their correlation of 0.90 suggests significant overlap in exposure. DX2I.DE charges 0.12%/yr vs 0.15%/yr for EXUS.DE.
Performance
DX2I.DE vs. EXUS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DX2I.DE achieves a 7.29% return, which is significantly lower than EXUS.DE's 9.64% return.
DX2I.DE
- 1D
- 0.65%
- 1M
- 1.40%
- YTD
- 7.29%
- 6M
- 9.75%
- 1Y
- 15.02%
- 3Y*
- 12.44%
- 5Y*
- 8.70%
- 10Y*
- 9.22%
EXUS.DE
- 1D
- 0.19%
- 1M
- 1.53%
- YTD
- 9.64%
- 6M
- 11.66%
- 1Y
- 20.06%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DX2I.DE vs. EXUS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
DX2I.DE Xtrackers MSCI Europe ESG Screened UCITS ETF 1C | 7.29% | 17.29% | 1.25% |
EXUS.DE Xtrackers MSCI World ex USA UCITS ETF 1C USD | 9.64% | 17.80% | 5.15% |
Correlation
The correlation between DX2I.DE and EXUS.DE is 0.90, 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 | 0.90 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2024 | 0.90 |
The correlation between DX2I.DE and EXUS.DE has been stable across timeframes, ranging from 0.90 to 0.90 - a consistent structural relationship.
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Return for Risk
DX2I.DE vs. EXUS.DE — Risk / Return Rank
DX2I.DE
EXUS.DE
DX2I.DE vs. EXUS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe ESG Screened UCITS ETF 1C (DX2I.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.
| DX2I.DE | EXUS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.47 | ||
| Sortino ratioReturn per unit of downside risk | -0.65 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.31 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.55 | 2.30 | -0.75 |
| Martin ratioReturn relative to average drawdown | 5.61 | 9.01 | -3.40 |
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
| DX2I.DE | EXUS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.15 | 1.62 | -0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 1.10 | -0.70 |
Drawdowns
DX2I.DE vs. EXUS.DE - Drawdown Comparison
The maximum DX2I.DE drawdown since its inception was -53.79%, 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 DX2I.DE and EXUS.DE.
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Drawdown Indicators
| DX2I.DE | EXUS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.79% | -16.21% | -37.58% |
Max Drawdown (1Y)Largest decline over 1 year | -9.57% | -8.68% | -0.89% |
Max Drawdown (3Y)Largest decline over 3 years | -16.75% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -20.87% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -37.93% | — | — |
Current DrawdownCurrent decline from peak | -1.37% | -0.76% | -0.61% |
Average DrawdownAverage peak-to-trough decline | -7.98% | -1.78% | -6.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.65% | 2.23% | +0.42% |
Volatility
DX2I.DE vs. EXUS.DE - Volatility Comparison
Xtrackers MSCI Europe ESG Screened UCITS ETF 1C (DX2I.DE) has a higher volatility of 4.21% compared to Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE) at 3.28%. This indicates that DX2I.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
| DX2I.DE | EXUS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.21% | 3.28% | +0.93% |
Volatility (6M)Calculated over the trailing 6-month period | 10.59% | 10.06% | +0.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.97% | 12.37% | +0.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.41% | 13.39% | +1.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.04% | 13.39% | +2.65% |
DX2I.DE vs. EXUS.DE - Expense Ratio Comparison
DX2I.DE has a 0.12% 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
DX2I.DE vs. EXUS.DE - Dividend Comparison
Neither DX2I.DE nor EXUS.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.90, DX2I.DE and EXUS.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, DX2I.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DX2I.DE is cheaper with a 0.12% expense ratio, compared with 0.15% for EXUS.DE.
DX2I.DE is categorized as Europe Equities, while EXUS.DE is Global Equities. DX2I.DE tracks MSCI Europe Select ESG Screened, while EXUS.DE tracks MSCI World ex USA index. Their fees differ too: 0.12% for DX2I.DE and 0.15% for EXUS.DE.
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