EXUS.DE vs. DXSA.DE
EXUS.DE (Xtrackers MSCI World ex USA UCITS ETF 1C USD) and DXSA.DE (Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D) are both exchange-traded funds - EXUS.DE is a Global Equities fund tracking the MSCI World ex USA index, while DXSA.DE is a Europe Equities fund tracking the EURO STOXX® Quality Dividend 50. Both are passively managed. Over the past year, EXUS.DE returned 20.32% vs 18.96% for DXSA.DE. A 0.70 correlation means they provide meaningful diversification when combined. EXUS.DE charges 0.15%/yr vs 0.30%/yr for DXSA.DE.
Performance
EXUS.DE vs. DXSA.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with EXUS.DE having a 9.64% return and DXSA.DE slightly lower at 9.28%.
EXUS.DE
- 1D
- 0.19%
- 1M
- 2.59%
- YTD
- 9.64%
- 6M
- 11.77%
- 1Y
- 20.32%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DXSA.DE
- 1D
- 0.23%
- 1M
- 2.38%
- YTD
- 9.28%
- 6M
- 11.59%
- 1Y
- 18.96%
- 3Y*
- 19.44%
- 5Y*
- 12.02%
- 10Y*
- 9.19%
EXUS.DE vs. DXSA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
EXUS.DE Xtrackers MSCI World ex USA UCITS ETF 1C USD | 9.64% | 17.80% | 4.15% |
DXSA.DE Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D | 9.28% | 33.40% | 3.92% |
Correlation
The correlation between EXUS.DE and DXSA.DE is 0.71, 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 | 0.71 |
Correlation (All Time) Calculated using the full available price history since Mar 14, 2024 | 0.70 |
The correlation between EXUS.DE and DXSA.DE has been stable across timeframes, ranging from 0.70 to 0.71 - a consistent structural relationship.
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Return for Risk
EXUS.DE vs. DXSA.DE — Risk / Return Rank
EXUS.DE
DXSA.DE
EXUS.DE vs. DXSA.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 Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D (DXSA.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.
| EXUS.DE | DXSA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.25 | ||
| Sortino ratioReturn per unit of downside risk | -0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.34 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.30 | 2.59 | -0.29 |
| Martin ratioReturn relative to average drawdown | 9.01 | 8.70 | +0.31 |
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 | DXSA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.62 | 1.87 | -0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.85 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.59 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.10 | 0.16 | +0.94 |
Drawdowns
EXUS.DE vs. DXSA.DE - Drawdown Comparison
The maximum EXUS.DE drawdown since its inception was -16.21%, smaller than the maximum DXSA.DE drawdown of -71.31%. Use the drawdown chart below to compare losses from any high point for EXUS.DE and DXSA.DE.
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Drawdown Indicators
| EXUS.DE | DXSA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.21% | -71.31% | +55.10% |
Max Drawdown (1Y)Largest decline over 1 year | -8.68% | -7.57% | -1.11% |
Max Drawdown (3Y)Largest decline over 3 years | — | -15.08% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.14% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.15% | — |
Current DrawdownCurrent decline from peak | -0.76% | -0.96% | +0.20% |
Average DrawdownAverage peak-to-trough decline | -1.78% | -23.06% | +21.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.23% | 2.26% | -0.03% |
Volatility
EXUS.DE vs. DXSA.DE - Volatility Comparison
Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE) has a higher volatility of 3.28% compared to Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D (DXSA.DE) at 2.73%. This indicates that EXUS.DE's price experiences larger fluctuations and is considered to be riskier than DXSA.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 | DXSA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.28% | 2.73% | +0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 10.06% | 8.39% | +1.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.37% | 10.51% | +1.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.39% | 14.03% | -0.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.39% | 15.60% | -2.21% |
EXUS.DE vs. DXSA.DE - Expense Ratio Comparison
EXUS.DE has a 0.15% expense ratio, which is lower than DXSA.DE's 0.30% expense ratio.
Dividends
EXUS.DE vs. DXSA.DE - Dividend Comparison
EXUS.DE has not paid dividends to shareholders, while DXSA.DE's dividend yield for the trailing twelve months is around 4.51%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DXSA.DE Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D | 4.51% | 4.96% | 5.39% | 4.32% | 4.62% | 5.73% | 5.96% | 2.34% | 4.64% | 3.00% | 2.93% | 0.14% |
EXUS.DE Xtrackers MSCI World ex USA UCITS ETF 1C USD | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EXUS.DE and DXSA.DE have a correlation of 0.71, 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 0.30% for DXSA.DE.
EXUS.DE is categorized as Global Equities, while DXSA.DE is Europe Equities. EXUS.DE tracks MSCI World ex USA index, while DXSA.DE tracks EURO STOXX® Quality Dividend 50. Their fees differ too: 0.15% for EXUS.DE and 0.30% for DXSA.DE.
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