EXU1.DE vs. XSX6.DE
EXU1.DE (Xtrackers MSCI World ex USA UCITS ETF 1D USD) and XSX6.DE (Xtrackers STOXX Europe 600 UCITS ETF) are both exchange-traded funds - EXU1.DE is a Foreign Large Cap Equities fund tracking the MSCI World ex USA, while XSX6.DE is a Europe Equities fund tracking the STOXX® Europe 600. Both are passively managed. Over the past year, EXU1.DE returned 20.30% vs 16.19% for XSX6.DE. Their correlation of 0.94 suggests significant overlap in exposure. EXU1.DE charges 0.15%/yr vs 0.20%/yr for XSX6.DE.
Performance
EXU1.DE vs. XSX6.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXU1.DE achieves a 9.62% return, which is significantly higher than XSX6.DE's 7.40% return.
EXU1.DE
- 1D
- 0.17%
- 1M
- 1.45%
- YTD
- 9.62%
- 6M
- 11.62%
- 1Y
- 20.30%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XSX6.DE
- 1D
- 0.59%
- 1M
- 0.87%
- YTD
- 7.40%
- 6M
- 10.04%
- 1Y
- 16.19%
- 3Y*
- 13.95%
- 5Y*
- 9.70%
- 10Y*
- 9.14%
EXU1.DE vs. XSX6.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
EXU1.DE Xtrackers MSCI World ex USA UCITS ETF 1D USD | 9.62% | 10.16% |
XSX6.DE Xtrackers STOXX Europe 600 UCITS ETF | 7.40% | 10.29% |
Correlation
The correlation between EXU1.DE and XSX6.DE is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Feb 17, 2025 | 0.94 |
The correlation between EXU1.DE and XSX6.DE has been stable across timeframes, ranging from 0.93 to 0.94 - a consistent structural relationship.
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Return for Risk
EXU1.DE vs. XSX6.DE — Risk / Return Rank
EXU1.DE
XSX6.DE
EXU1.DE vs. XSX6.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 Xtrackers STOXX Europe 600 UCITS ETF (XSX6.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.DE | XSX6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.40 | ||
| Sortino ratioReturn per unit of downside risk | +0.60 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.24 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.37 | 1.73 | +0.64 |
| Martin ratioReturn relative to average drawdown | 9.10 | 6.55 | +2.55 |
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
| EXU1.DE | XSX6.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.67 | 1.26 | +0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.66 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.58 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.07 | 0.59 | +0.47 |
Drawdowns
EXU1.DE vs. XSX6.DE - Drawdown Comparison
The maximum EXU1.DE drawdown since its inception was -16.32%, smaller than the maximum XSX6.DE drawdown of -36.05%. Use the drawdown chart below to compare losses from any high point for EXU1.DE and XSX6.DE.
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Drawdown Indicators
| EXU1.DE | XSX6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.32% | -36.05% | +19.73% |
Max Drawdown (1Y)Largest decline over 1 year | -8.56% | -9.46% | +0.90% |
Max Drawdown (3Y)Largest decline over 3 years | — | -16.37% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.84% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.05% | — |
Current DrawdownCurrent decline from peak | -0.77% | -1.56% | +0.79% |
Average DrawdownAverage peak-to-trough decline | -2.08% | -5.27% | +3.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.23% | 2.50% | -0.27% |
Volatility
EXU1.DE vs. XSX6.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World ex USA UCITS ETF 1D USD (EXU1.DE) is 3.05%, while Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) has a volatility of 4.26%. This indicates that EXU1.DE experiences smaller price fluctuations and is considered to be less risky than XSX6.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.DE | XSX6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.05% | 4.26% | -1.21% |
Volatility (6M)Calculated over the trailing 6-month period | 9.90% | 10.73% | -0.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.15% | 12.95% | -0.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.60% | 14.44% | +0.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.60% | 15.61% | -1.01% |
EXU1.DE vs. XSX6.DE - Expense Ratio Comparison
EXU1.DE has a 0.15% expense ratio, which is lower than XSX6.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
EXU1.DE vs. XSX6.DE - Dividend Comparison
EXU1.DE's dividend yield for the trailing twelve months is around 2.15%, while XSX6.DE has not paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
EXU1.DE Xtrackers MSCI World ex USA UCITS ETF 1D USD | 2.15% | 1.94% |
XSX6.DE Xtrackers STOXX Europe 600 UCITS ETF | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.93, EXU1.DE and XSX6.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
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 0.20% for XSX6.DE.
EXU1.DE is categorized as Foreign Large Cap Equities, while XSX6.DE is Europe Equities. EXU1.DE tracks MSCI World ex USA, while XSX6.DE tracks STOXX® Europe 600. Their fees differ too: 0.15% for EXU1.DE and 0.20% for XSX6.DE.
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