EXUS.DE vs. AMZN
EXUS.DE (Xtrackers MSCI World ex USA UCITS ETF 1C USD) is Global Equities fund tracking the MSCI World ex USA index, while AMZN (Amazon.com, Inc) is a stock. Over the past year, EXUS.DE returned 20.32% vs 13.93% for AMZN. At a 0.25 correlation, their price movements are largely independent.
Performance
EXUS.DE vs. AMZN - Performance Comparison
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Different Trading Currencies
EXUS.DE is traded in EUR, while AMZN is traded in USD. To make them comparable, the AMZN values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, EXUS.DE achieves a 9.64% return, which is significantly higher than AMZN's 8.68% return.
EXUS.DE
- 1D
- 0.19%
- 1M
- 2.59%
- YTD
- 9.64%
- 6M
- 11.77%
- 1Y
- 20.32%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AMZN
- 1D
- 0.00%
- 1M
- -7.70%
- YTD
- 8.68%
- 6M
- 9.53%
- 1Y
- 13.93%
- 3Y*
- 22.99%
- 5Y*
- 9.65%
- 10Y*
- 20.94%
EXUS.DE vs. AMZN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
EXUS.DE Xtrackers MSCI World ex USA UCITS ETF 1C USD | 9.64% | 17.80% | 5.15% |
AMZN Amazon.com, Inc | 8.20% | -7.28% | 29.04% |
Correlation
The correlation between EXUS.DE and AMZN is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2024 | 0.25 |
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Return for Risk
EXUS.DE vs. AMZN — Risk / Return Rank
EXUS.DE
AMZN
EXUS.DE vs. AMZN - 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 Amazon.com, Inc (AMZN). 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.
| EXUS.DE | AMZN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.16 | ||
| Sortino ratioReturn per unit of downside risk | +1.54 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.11 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 2.30 | 0.58 | +1.72 |
| Martin ratioReturn relative to average drawdown | 9.01 | 1.41 | +7.60 |
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
| EXUS.DE | AMZN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.62 | 0.46 | +1.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.27 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.64 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.10 | 0.70 | +0.40 |
Drawdowns
EXUS.DE vs. AMZN - Drawdown Comparison
The maximum EXUS.DE drawdown since its inception was -16.21%, smaller than the maximum AMZN drawdown of -60.20%. Use the drawdown chart below to compare losses from any high point for EXUS.DE and AMZN.
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Drawdown Indicators
| EXUS.DE | AMZN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.21% | -60.20% | +43.99% |
Max Drawdown (1Y)Largest decline over 1 year | -8.68% | -24.04% | +15.36% |
Max Drawdown (3Y)Largest decline over 3 years | — | -37.68% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -52.70% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -52.70% | — |
Current DrawdownCurrent decline from peak | -0.76% | -9.19% | +8.43% |
Average DrawdownAverage peak-to-trough decline | -1.78% | -12.39% | +10.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.23% | 9.88% | -7.65% |
Volatility
EXUS.DE vs. AMZN - Volatility Comparison
The current volatility for Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE) is 3.28%, while Amazon.com, Inc (AMZN) has a volatility of 7.10%. This indicates that EXUS.DE experiences smaller price fluctuations and is considered to be less risky than AMZN 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 | AMZN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.28% | 7.10% | -3.82% |
Volatility (6M)Calculated over the trailing 6-month period | 10.06% | 19.92% | -9.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.37% | 30.39% | -18.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.39% | 35.35% | -21.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.39% | 32.75% | -19.36% |
Dividends
EXUS.DE vs. AMZN - Dividend Comparison
Neither EXUS.DE nor AMZN has paid dividends to shareholders.
Frequently Asked Questions
EXUS.DE and AMZN have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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