DXSK.DE vs. EXUS.DE
DXSK.DE (Xtrackers MSCI Europe Consumer Staples ESG Screened UCITS ETF 1C) and EXUS.DE (Xtrackers MSCI World ex USA UCITS ETF 1C USD) are both exchange-traded funds - DXSK.DE is a Consumer Staples Equities fund tracking the MSCI Europe Consumer Staples 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, DXSK.DE returned -8.43% vs 20.06% for EXUS.DE. A 0.51 correlation means they provide meaningful diversification when combined. DXSK.DE charges 0.17%/yr vs 0.15%/yr for EXUS.DE.
Performance
DXSK.DE vs. EXUS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DXSK.DE achieves a -1.77% return, which is significantly lower than EXUS.DE's 9.64% return.
DXSK.DE
- 1D
- -0.60%
- 1M
- -3.00%
- YTD
- -1.77%
- 6M
- -1.94%
- 1Y
- -8.43%
- 3Y*
- -5.20%
- 5Y*
- -2.86%
- 10Y*
- 1.68%
EXUS.DE
- 1D
- 0.19%
- 1M
- 1.53%
- YTD
- 9.64%
- 6M
- 11.66%
- 1Y
- 20.06%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DXSK.DE vs. EXUS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
DXSK.DE Xtrackers MSCI Europe Consumer Staples ESG Screened UCITS ETF 1C | -1.77% | -1.90% | -8.63% |
EXUS.DE Xtrackers MSCI World ex USA UCITS ETF 1C USD | 9.64% | 17.80% | 5.15% |
Correlation
The correlation between DXSK.DE and EXUS.DE is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2024 | 0.51 |
The correlation between DXSK.DE and EXUS.DE has been stable across timeframes, ranging from 0.44 to 0.51 - a consistent structural relationship.
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Return for Risk
DXSK.DE vs. EXUS.DE — Risk / Return Rank
DXSK.DE
EXUS.DE
DXSK.DE vs. EXUS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Consumer Staples ESG Screened UCITS ETF 1C (DXSK.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.
| DXSK.DE | EXUS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.23 | ||
| Sortino ratioReturn per unit of downside risk | -3.15 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.31 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | -0.55 | 2.30 | -2.86 |
| Martin ratioReturn relative to average drawdown | -1.17 | 9.01 | -10.17 |
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
| DXSK.DE | EXUS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.61 | 1.62 | -2.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.20 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.12 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 1.10 | -0.72 |
Drawdowns
DXSK.DE vs. EXUS.DE - Drawdown Comparison
The maximum DXSK.DE drawdown since its inception was -39.67%, 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 DXSK.DE and EXUS.DE.
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Drawdown Indicators
| DXSK.DE | EXUS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.67% | -16.21% | -23.46% |
Max Drawdown (1Y)Largest decline over 1 year | -16.96% | -8.68% | -8.28% |
Max Drawdown (3Y)Largest decline over 3 years | -19.53% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -24.50% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -29.70% | — | — |
Current DrawdownCurrent decline from peak | -21.72% | -0.76% | -20.96% |
Average DrawdownAverage peak-to-trough decline | -7.96% | -1.78% | -6.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.08% | 2.23% | +5.85% |
Volatility
DXSK.DE vs. EXUS.DE - Volatility Comparison
Xtrackers MSCI Europe Consumer Staples ESG Screened UCITS ETF 1C (DXSK.DE) has a higher volatility of 5.14% compared to Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE) at 3.28%. This indicates that DXSK.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
| DXSK.DE | EXUS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.14% | 3.28% | +1.86% |
Volatility (6M)Calculated over the trailing 6-month period | 12.61% | 10.06% | +2.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.55% | 12.37% | +3.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.81% | 13.39% | +0.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.39% | 13.39% | +1.00% |
DXSK.DE vs. EXUS.DE - Expense Ratio Comparison
DXSK.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
DXSK.DE vs. EXUS.DE - Dividend Comparison
Neither DXSK.DE nor EXUS.DE has paid dividends to shareholders.
Frequently Asked Questions
DXSK.DE and EXUS.DE have a correlation of 0.44, 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 DXSK.DE.
DXSK.DE is categorized as Consumer Staples Equities, while EXUS.DE is Global Equities. DXSK.DE tracks MSCI Europe Consumer Staples ESG Screened 20-35, while EXUS.DE tracks MSCI World ex USA index. Their fees differ too: 0.17% for DXSK.DE and 0.15% for EXUS.DE.
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