DXSA.DE vs. EXUS.DE
DXSA.DE (Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D) and EXUS.DE (Xtrackers MSCI World ex USA UCITS ETF 1C USD) are both exchange-traded funds - DXSA.DE is a Europe Equities fund tracking the EURO STOXX® Quality Dividend 50, while EXUS.DE is a Global Equities fund tracking the MSCI World ex USA index. Both are passively managed. Over the past year, DXSA.DE returned 19.71% vs 20.10% for EXUS.DE. A 0.70 correlation means they provide meaningful diversification when combined. DXSA.DE charges 0.30%/yr vs 0.15%/yr for EXUS.DE.
Performance
DXSA.DE vs. EXUS.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with DXSA.DE having a 9.28% return and EXUS.DE slightly higher at 9.64%.
DXSA.DE
- 1D
- 0.23%
- 1M
- 3.23%
- YTD
- 9.28%
- 6M
- 11.44%
- 1Y
- 19.71%
- 3Y*
- 19.44%
- 5Y*
- 12.02%
- 10Y*
- 9.19%
EXUS.DE
- 1D
- 0.19%
- 1M
- 3.48%
- YTD
- 9.64%
- 6M
- 11.67%
- 1Y
- 20.10%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DXSA.DE vs. EXUS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
DXSA.DE Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D | 9.28% | 33.40% | 4.46% |
EXUS.DE Xtrackers MSCI World ex USA UCITS ETF 1C USD | 9.64% | 17.80% | 5.15% |
Correlation
The correlation between DXSA.DE and EXUS.DE is 0.71, 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 | 0.71 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2024 | 0.70 |
The correlation between DXSA.DE and EXUS.DE has been stable across timeframes, ranging from 0.70 to 0.71 - a consistent structural relationship.
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Return for Risk
DXSA.DE vs. EXUS.DE — Risk / Return Rank
DXSA.DE
EXUS.DE
DXSA.DE vs. EXUS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D (DXSA.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.
| DXSA.DE | EXUS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.25 | ||
| Sortino ratioReturn per unit of downside risk | +0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.31 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.59 | 2.30 | +0.29 |
| Martin ratioReturn relative to average drawdown | 8.70 | 9.01 | -0.31 |
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
| DXSA.DE | EXUS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.87 | 1.62 | +0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 1.10 | -0.94 |
Drawdowns
DXSA.DE vs. EXUS.DE - Drawdown Comparison
The maximum DXSA.DE drawdown since its inception was -71.31%, 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 DXSA.DE and EXUS.DE.
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Drawdown Indicators
| DXSA.DE | EXUS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.31% | -16.21% | -55.10% |
Max Drawdown (1Y)Largest decline over 1 year | -7.57% | -8.68% | +1.11% |
Max Drawdown (3Y)Largest decline over 3 years | -15.08% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -23.14% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -36.15% | — | — |
Current DrawdownCurrent decline from peak | -0.96% | -0.76% | -0.20% |
Average DrawdownAverage peak-to-trough decline | -23.06% | -1.78% | -21.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.26% | 2.23% | +0.03% |
Volatility
DXSA.DE vs. EXUS.DE - Volatility Comparison
The current volatility for Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D (DXSA.DE) is 2.73%, while Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE) has a volatility of 3.28%. This indicates that DXSA.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
| DXSA.DE | EXUS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.73% | 3.28% | -0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 8.39% | 10.06% | -1.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.51% | 12.37% | -1.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.03% | 13.39% | +0.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.60% | 13.39% | +2.21% |
DXSA.DE vs. EXUS.DE - Expense Ratio Comparison
DXSA.DE has a 0.30% expense ratio, which is higher than EXUS.DE's 0.15% expense ratio.
Dividends
DXSA.DE vs. EXUS.DE - Dividend Comparison
DXSA.DE's dividend yield for the trailing twelve months is around 4.51%, while EXUS.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DXSA.DE Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D | 4.51% | 4.96% | 5.39% | 4.32% | 4.62% | 5.73% | 5.96% | 2.34% | 4.64% | 3.00% | 2.93% | 0.14% |
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
DXSA.DE and EXUS.DE have a correlation of 0.71, 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 0.30% for DXSA.DE.
DXSA.DE is categorized as Europe Equities, while EXUS.DE is Global Equities. DXSA.DE tracks EURO STOXX® Quality Dividend 50, while EXUS.DE tracks MSCI World ex USA index. Their fees differ too: 0.30% for DXSA.DE and 0.15% for EXUS.DE.
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