DXSE.DE vs. EXUS.DE
DXSE.DE (Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C) and EXUS.DE (Xtrackers MSCI World ex USA UCITS ETF 1C USD) are both exchange-traded funds - DXSE.DE is a Health & Biotech Equities fund tracking the MSCI Europe Health Care ESG Screened 20-35, while EXUS.DE is a Global Equities fund tracking the MSCI World ex USA index. Both are passively managed. Over the past year, DXSE.DE returned 4.80% vs 20.06% for EXUS.DE. At a 0.49 correlation, their price movements are largely independent. DXSE.DE charges 0.17%/yr vs 0.15%/yr for EXUS.DE.
Performance
DXSE.DE vs. EXUS.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DXSE.DE achieves a -1.95% return, which is significantly lower than EXUS.DE's 9.64% return.
DXSE.DE
- 1D
- 2.90%
- 1M
- 1.98%
- YTD
- -1.95%
- 6M
- -0.40%
- 1Y
- 4.80%
- 3Y*
- 2.51%
- 5Y*
- 5.38%
- 10Y*
- 6.10%
EXUS.DE
- 1D
- 0.19%
- 1M
- 1.53%
- YTD
- 9.64%
- 6M
- 11.66%
- 1Y
- 20.06%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DXSE.DE vs. EXUS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
DXSE.DE Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C | -1.95% | 4.97% | -5.12% |
EXUS.DE Xtrackers MSCI World ex USA UCITS ETF 1C USD | 9.64% | 17.80% | 5.15% |
Correlation
The correlation between DXSE.DE and EXUS.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2024 | 0.49 |
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
DXSE.DE vs. EXUS.DE — Risk / Return Rank
DXSE.DE
EXUS.DE
DXSE.DE vs. EXUS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C (DXSE.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.
| DXSE.DE | EXUS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.35 | ||
| Sortino ratioReturn per unit of downside risk | -1.83 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.31 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 0.38 | 2.30 | -1.93 |
| Martin ratioReturn relative to average drawdown | 0.82 | 9.01 | -8.18 |
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
| DXSE.DE | EXUS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.27 | 1.62 | -1.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 1.10 | -0.66 |
Drawdowns
DXSE.DE vs. EXUS.DE - Drawdown Comparison
The maximum DXSE.DE drawdown since its inception was -34.30%, 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 DXSE.DE and EXUS.DE.
Loading charts...
Drawdown Indicators
| DXSE.DE | EXUS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.30% | -16.21% | -18.09% |
Max Drawdown (1Y)Largest decline over 1 year | -12.67% | -8.68% | -3.99% |
Max Drawdown (3Y)Largest decline over 3 years | -28.10% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -28.10% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -28.10% | — | — |
Current DrawdownCurrent decline from peak | -13.88% | -0.76% | -13.12% |
Average DrawdownAverage peak-to-trough decline | -8.34% | -1.78% | -6.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.81% | 2.23% | +3.58% |
Volatility
DXSE.DE vs. EXUS.DE - Volatility Comparison
Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C (DXSE.DE) has a higher volatility of 5.82% compared to Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE) at 3.28%. This indicates that DXSE.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
| DXSE.DE | EXUS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.82% | 3.28% | +2.54% |
Volatility (6M)Calculated over the trailing 6-month period | 11.95% | 10.06% | +1.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.63% | 12.37% | +5.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.48% | 13.39% | +3.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.04% | 13.39% | +2.65% |
DXSE.DE vs. EXUS.DE - Expense Ratio Comparison
DXSE.DE has a 0.17% expense ratio, which is higher than EXUS.DE's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
DXSE.DE vs. EXUS.DE - Dividend Comparison
Neither DXSE.DE nor EXUS.DE has paid dividends to shareholders.
Frequently Asked Questions
DXSE.DE and EXUS.DE have a correlation of 0.48, 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 0.17% for DXSE.DE.
DXSE.DE is categorized as Health & Biotech Equities, while EXUS.DE is Global Equities. DXSE.DE tracks MSCI Europe Health Care ESG Screened 20-35, while EXUS.DE tracks MSCI World ex USA index. Their fees differ too: 0.17% for DXSE.DE and 0.15% for EXUS.DE.
Find the right allocation for DXSE.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