DXSG.DE vs. EXUS.DE
DXSG.DE (Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C) and EXUS.DE (Xtrackers MSCI World ex USA UCITS ETF 1C USD) are both exchange-traded funds - DXSG.DE is a Communications Equities fund tracking the MSCI Europe Communication Services 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, DXSG.DE returned -9.16% vs 20.06% for EXUS.DE. At a 0.38 correlation, their price movements are largely independent. DXSG.DE charges 0.17%/yr vs 0.15%/yr for EXUS.DE.
Performance
DXSG.DE vs. EXUS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DXSG.DE achieves a 5.28% return, which is significantly lower than EXUS.DE's 9.64% return.
DXSG.DE
- 1D
- -0.08%
- 1M
- 3.12%
- YTD
- 5.28%
- 6M
- 6.42%
- 1Y
- -9.16%
- 3Y*
- 9.90%
- 5Y*
- 5.78%
- 10Y*
- 1.87%
EXUS.DE
- 1D
- 0.19%
- 1M
- 1.53%
- YTD
- 9.64%
- 6M
- 11.66%
- 1Y
- 20.06%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DXSG.DE vs. EXUS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
DXSG.DE Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C | 5.28% | 4.40% | 16.33% |
EXUS.DE Xtrackers MSCI World ex USA UCITS ETF 1C USD | 9.64% | 17.80% | 5.15% |
Correlation
The correlation between DXSG.DE and EXUS.DE is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2024 | 0.38 |
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Return for Risk
DXSG.DE vs. EXUS.DE — Risk / Return Rank
DXSG.DE
EXUS.DE
DXSG.DE vs. EXUS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C (DXSG.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.
| DXSG.DE | EXUS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.18 | ||
| Sortino ratioReturn per unit of downside risk | -3.07 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.31 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | -0.48 | 2.30 | -2.79 |
| Martin ratioReturn relative to average drawdown | -0.91 | 9.01 | -9.92 |
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
| DXSG.DE | EXUS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.57 | 1.62 | -2.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.12 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 1.10 | -0.93 |
Drawdowns
DXSG.DE vs. EXUS.DE - Drawdown Comparison
The maximum DXSG.DE drawdown since its inception was -47.38%, 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 DXSG.DE and EXUS.DE.
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Drawdown Indicators
| DXSG.DE | EXUS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.38% | -16.21% | -31.17% |
Max Drawdown (1Y)Largest decline over 1 year | -16.98% | -8.68% | -8.30% |
Max Drawdown (3Y)Largest decline over 3 years | -17.28% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -20.23% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -37.33% | — | — |
Current DrawdownCurrent decline from peak | -9.16% | -0.76% | -8.40% |
Average DrawdownAverage peak-to-trough decline | -19.89% | -1.78% | -18.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.89% | 2.23% | +6.66% |
Volatility
DXSG.DE vs. EXUS.DE - Volatility Comparison
Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C (DXSG.DE) has a higher volatility of 5.43% compared to Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE) at 3.28%. This indicates that DXSG.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
| DXSG.DE | EXUS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.43% | 3.28% | +2.15% |
Volatility (6M)Calculated over the trailing 6-month period | 12.35% | 10.06% | +2.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.82% | 12.37% | +2.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.73% | 13.39% | +0.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.88% | 13.39% | +2.49% |
DXSG.DE vs. EXUS.DE - Expense Ratio Comparison
DXSG.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
DXSG.DE vs. EXUS.DE - Dividend Comparison
Neither DXSG.DE nor EXUS.DE has paid dividends to shareholders.
Frequently Asked Questions
DXSG.DE and EXUS.DE have a correlation of 0.31, 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 DXSG.DE.
DXSG.DE is categorized as Communications Equities, while EXUS.DE is Global Equities. DXSG.DE tracks MSCI Europe Communication Services ESG Screened 20-35, while EXUS.DE tracks MSCI World ex USA index. Their fees differ too: 0.17% for DXSG.DE and 0.15% for EXUS.DE.
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