EXUS.DE vs. AME6.DE
EXUS.DE (Xtrackers MSCI World ex USA UCITS ETF 1C USD) and AME6.DE (Amundi STOXX Europe 600 ESG UCITS ETF EUR) are both exchange-traded funds - EXUS.DE is a Global Equities fund tracking the MSCI World ex USA index, while AME6.DE is a Europe Equities fund tracking the STOXX® Europe 600 ESG+. Both are passively managed. Over the past year, EXUS.DE returned 22.41% vs 17.97% for AME6.DE. Their correlation of 0.90 suggests significant overlap in exposure. EXUS.DE charges 0.15%/yr vs 0.18%/yr for AME6.DE.
Performance
EXUS.DE vs. AME6.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXUS.DE achieves a 10.45% return, which is significantly higher than AME6.DE's 7.70% return.
EXUS.DE
- 1D
- 1.99%
- 1M
- 2.26%
- YTD
- 10.45%
- 6M
- 12.24%
- 1Y
- 22.41%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AME6.DE
- 1D
- 2.09%
- 1M
- 2.97%
- YTD
- 7.70%
- 6M
- 10.59%
- 1Y
- 17.97%
- 3Y*
- 13.10%
- 5Y*
- 9.13%
- 10Y*
- —
EXUS.DE vs. AME6.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
EXUS.DE Xtrackers MSCI World ex USA UCITS ETF 1C USD | 10.45% | 17.80% | 4.15% |
AME6.DE Amundi STOXX Europe 600 ESG UCITS ETF EUR | 7.70% | 19.36% | 1.68% |
Correlation
The correlation between EXUS.DE and AME6.DE is 0.91, 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 | 0.91 |
Correlation (All Time) Calculated using the full available price history since Mar 14, 2024 | 0.90 |
The correlation between EXUS.DE and AME6.DE has been stable across timeframes, ranging from 0.90 to 0.91 - a consistent structural relationship.
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Return for Risk
EXUS.DE vs. AME6.DE — Risk / Return Rank
EXUS.DE
AME6.DE
EXUS.DE vs. AME6.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE) and Amundi STOXX Europe 600 ESG UCITS ETF EUR (AME6.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EXUS.DE | AME6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.53 | ||
| Sortino ratioReturn per unit of downside risk | +0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.23 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.51 | 1.54 | +0.97 |
| Martin ratioReturn relative to average drawdown | 9.96 | 5.84 | +4.12 |
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Drawdowns
EXUS.DE vs. AME6.DE - Drawdown Comparison
The maximum EXUS.DE drawdown since its inception was -16.21%, smaller than the maximum AME6.DE drawdown of -35.62%. Use the drawdown chart below to compare losses from any high point for EXUS.DE and AME6.DE.
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Drawdown Indicators
| EXUS.DE | AME6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.21% | -35.62% | +19.41% |
Max Drawdown (1Y)Largest decline over 1 year | -8.67% | -10.82% | +2.15% |
Max Drawdown (3Y)Largest decline over 3 years | — | -16.22% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.84% | — |
Current DrawdownCurrent decline from peak | -0.03% | -0.32% | +0.29% |
Average DrawdownAverage peak-to-trough decline | -1.78% | -5.00% | +3.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.19% | 2.86% | -0.67% |
Volatility
EXUS.DE vs. AME6.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE) is 3.68%, while Amundi STOXX Europe 600 ESG UCITS ETF EUR (AME6.DE) has a volatility of 4.64%. This indicates that EXUS.DE experiences smaller price fluctuations and is considered to be less risky than AME6.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EXUS.DE | AME6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.68% | 4.64% | -0.96% |
Volatility (6M)Calculated over the trailing 6-month period | 10.41% | 11.72% | -1.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.66% | 13.97% | -1.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.46% | 14.60% | -1.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.46% | 15.95% | -2.49% |
EXUS.DE vs. AME6.DE - Expense Ratio Comparison
EXUS.DE has a 0.15% expense ratio, which is lower than AME6.DE's 0.18% 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
EXUS.DE vs. AME6.DE - Dividend Comparison
Neither EXUS.DE nor AME6.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.91, EXUS.DE and AME6.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, 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 0.18% for AME6.DE.
EXUS.DE is categorized as Global Equities, while AME6.DE is Europe Equities. EXUS.DE tracks MSCI World ex USA index, while AME6.DE tracks STOXX® Europe 600 ESG+. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.15% for EXUS.DE and 0.18% for AME6.DE.
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