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EXU1.DE vs. EUNY.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXU1.DE vs. EUNY.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI World ex USA UCITS ETF 1D USD (EXU1.DE) and iShares Emerging Markets Dividend UCITS ETF (EUNY.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EXU1.DE achieves a 9.62% return, which is significantly lower than EUNY.DE's 11.46% return.


EXU1.DE

1D
0.17%
1M
1.45%
YTD
9.62%
6M
11.62%
1Y
20.30%
3Y*
5Y*
10Y*

EUNY.DE

1D
-0.55%
1M
-2.26%
YTD
11.46%
6M
11.18%
1Y
25.40%
3Y*
17.26%
5Y*
5.28%
10Y*
7.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXU1.DE vs. EUNY.DE - Yearly Performance Comparison


Correlation

The correlation between EXU1.DE and EUNY.DE is 0.60, 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

0.60

Correlation (All Time)
Calculated using the full available price history since Feb 17, 2025

0.63

The correlation between EXU1.DE and EUNY.DE has been stable across timeframes, ranging from 0.60 to 0.63 - a consistent structural relationship.

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Return for Risk

EXU1.DE vs. EUNY.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EXU1.DE
EXU1.DE Risk / Return Rank: 5151
Overall Rank
EXU1.DE Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
EXU1.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
EXU1.DE Omega Ratio Rank: 5151
Omega Ratio Rank
EXU1.DE Calmar Ratio Rank: 4949
Calmar Ratio Rank
EXU1.DE Martin Ratio Rank: 5454
Martin Ratio Rank

EUNY.DE
EUNY.DE Risk / Return Rank: 7474
Overall Rank
EUNY.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
EUNY.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
EUNY.DE Omega Ratio Rank: 6464
Omega Ratio Rank
EUNY.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
EUNY.DE Martin Ratio Rank: 8484
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EXU1.DE vs. EUNY.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World ex USA UCITS ETF 1D USD (EXU1.DE) and iShares Emerging Markets Dividend UCITS ETF (EUNY.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.


EXU1.DEEUNY.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.47

Sortino ratioReturn per unit of downside risk

-0.51

Omega ratioGain probability vs. loss probability

1.32

1.38

-0.07

Calmar ratioReturn relative to maximum drawdown

2.37

6.17

-3.81

Martin ratioReturn relative to average drawdown

9.10

16.86

-7.75

EXU1.DE vs. EUNY.DE - Sharpe Ratio Comparison

The current EXU1.DE Sharpe Ratio is 1.67, which is comparable to the EUNY.DE Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of EXU1.DE and EUNY.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EXU1.DEEUNY.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.67

2.13

-0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

1.07

0.22

+0.85

Drawdowns

EXU1.DE vs. EUNY.DE - Drawdown Comparison

The maximum EXU1.DE drawdown since its inception was -16.32%, smaller than the maximum EUNY.DE drawdown of -40.65%. Use the drawdown chart below to compare losses from any high point for EXU1.DE and EUNY.DE.


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Drawdown Indicators


EXU1.DEEUNY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.32%

-40.65%

+24.33%

Max Drawdown (1Y)

Largest decline over 1 year

-8.56%

-4.11%

-4.45%

Max Drawdown (3Y)

Largest decline over 3 years

-15.70%

Max Drawdown (5Y)

Largest decline over 5 years

-31.43%

Max Drawdown (10Y)

Largest decline over 10 years

-36.29%

Current Drawdown

Current decline from peak

-0.77%

-2.82%

+2.05%

Average Drawdown

Average peak-to-trough decline

-2.08%

-12.34%

+10.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.23%

1.51%

+0.72%

Volatility

EXU1.DE vs. EUNY.DE - Volatility Comparison

The current volatility for Xtrackers MSCI World ex USA UCITS ETF 1D USD (EXU1.DE) is 3.05%, while iShares Emerging Markets Dividend UCITS ETF (EUNY.DE) has a volatility of 4.52%. This indicates that EXU1.DE experiences smaller price fluctuations and is considered to be less risky than EUNY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXU1.DEEUNY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.05%

4.52%

-1.47%

Volatility (6M)

Calculated over the trailing 6-month period

9.90%

9.70%

+0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

12.15%

11.90%

+0.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.60%

15.58%

-0.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.60%

16.73%

-2.13%

EXU1.DE vs. EUNY.DE - Expense Ratio Comparison

EXU1.DE has a 0.15% expense ratio, which is lower than EUNY.DE's 0.65% expense ratio.


Dividends

EXU1.DE vs. EUNY.DE - Dividend Comparison

EXU1.DE's dividend yield for the trailing twelve months is around 2.15%, less than EUNY.DE's 5.32% yield.


PositionTTM20252024202320222021202020192018201720162015
EUNY.DE
iShares Emerging Markets Dividend UCITS ETF
5.32%5.82%7.72%8.04%9.56%6.35%5.09%5.57%5.65%4.09%4.35%6.37%
EXU1.DE
Xtrackers MSCI World ex USA UCITS ETF 1D USD
2.15%1.94%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EXU1.DE and EUNY.DE have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EXU1.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EXU1.DE is cheaper with a 0.15% expense ratio, compared with 0.65% for EUNY.DE.

EXU1.DE is categorized as Foreign Large Cap Equities, while EUNY.DE is Emerging Markets Equities. EXU1.DE tracks MSCI World ex USA, while EUNY.DE tracks Dow Jones Emerging Markets Select Dividend. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.15% for EXU1.DE and 0.65% for EUNY.DE.

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