EXUS.DE vs. EXV8.DE
EXUS.DE (Xtrackers MSCI World ex USA UCITS ETF 1C USD) and EXV8.DE (iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE)) are both exchange-traded funds - EXUS.DE is a Global Equities fund tracking the MSCI World ex USA index, while EXV8.DE is a Industrials Equities fund tracking the STOXX® Europe 600 Construction & Materials. Both are passively managed. Over the past year, EXUS.DE returned 20.32% vs 6.66% for EXV8.DE. A 0.77 correlation means they provide meaningful diversification when combined. EXUS.DE charges 0.15%/yr vs 0.46%/yr for EXV8.DE.
Performance
EXUS.DE vs. EXV8.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXUS.DE achieves a 9.64% return, which is significantly higher than EXV8.DE's 1.00% return.
EXUS.DE
- 1D
- 0.19%
- 1M
- 2.59%
- YTD
- 9.64%
- 6M
- 11.77%
- 1Y
- 20.32%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EXV8.DE
- 1D
- 0.17%
- 1M
- -2.48%
- YTD
- 1.00%
- 6M
- 2.33%
- 1Y
- 6.66%
- 3Y*
- 15.58%
- 5Y*
- 9.70%
- 10Y*
- 10.37%
EXUS.DE vs. EXV8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
EXUS.DE Xtrackers MSCI World ex USA UCITS ETF 1C USD | 9.64% | 17.80% | 5.15% |
EXV8.DE iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE) | 1.00% | 25.00% | 0.84% |
Correlation
The correlation between EXUS.DE and EXV8.DE is 0.77, 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 | 0.77 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2024 | 0.77 |
The correlation between EXUS.DE and EXV8.DE has been stable across timeframes, ranging from 0.77 to 0.77 - a consistent structural relationship.
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Return for Risk
EXUS.DE vs. EXV8.DE — Risk / Return Rank
EXUS.DE
EXV8.DE
EXUS.DE vs. EXV8.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 iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE) (EXV8.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 | EXV8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.24 | ||
| Sortino ratioReturn per unit of downside risk | +1.66 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.08 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 2.30 | 0.49 | +1.81 |
| Martin ratioReturn relative to average drawdown | 9.01 | 1.50 | +7.50 |
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 | EXV8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.62 | 0.38 | +1.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.49 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.51 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.10 | 0.44 | +0.66 |
Drawdowns
EXUS.DE vs. EXV8.DE - Drawdown Comparison
The maximum EXUS.DE drawdown since its inception was -16.21%, smaller than the maximum EXV8.DE drawdown of -66.09%. Use the drawdown chart below to compare losses from any high point for EXUS.DE and EXV8.DE.
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Drawdown Indicators
| EXUS.DE | EXV8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.21% | -66.09% | +49.88% |
Max Drawdown (1Y)Largest decline over 1 year | -8.68% | -15.30% | +6.62% |
Max Drawdown (3Y)Largest decline over 3 years | — | -16.83% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.23% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.81% | — |
Current DrawdownCurrent decline from peak | -0.76% | -6.66% | +5.90% |
Average DrawdownAverage peak-to-trough decline | -1.78% | -15.00% | +13.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.23% | 5.00% | -2.77% |
Volatility
EXUS.DE vs. EXV8.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE) is 3.28%, while iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE) (EXV8.DE) has a volatility of 6.24%. This indicates that EXUS.DE experiences smaller price fluctuations and is considered to be less risky than EXV8.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 | EXV8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.28% | 6.24% | -2.96% |
Volatility (6M)Calculated over the trailing 6-month period | 10.06% | 16.12% | -6.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.37% | 19.72% | -7.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.39% | 19.47% | -6.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.39% | 20.26% | -6.87% |
EXUS.DE vs. EXV8.DE - Expense Ratio Comparison
EXUS.DE has a 0.15% expense ratio, which is lower than EXV8.DE's 0.46% expense ratio.
Dividends
EXUS.DE vs. EXV8.DE - Dividend Comparison
EXUS.DE has not paid dividends to shareholders, while EXV8.DE's dividend yield for the trailing twelve months is around 1.39%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
EXV8.DE iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE) | 1.39% | 1.39% | 1.69% | 1.59% | 1.78% | 1.34% | 0.53% | 1.55% | 1.66% | 2.87% | 2.80% | 2.79% |
Frequently Asked Questions
EXUS.DE and EXV8.DE have a correlation of 0.77, 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 0.46% for EXV8.DE.
EXUS.DE is categorized as Global Equities, while EXV8.DE is Industrials Equities. EXUS.DE tracks MSCI World ex USA index, while EXV8.DE tracks STOXX® Europe 600 Construction & Materials. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.15% for EXUS.DE and 0.46% for EXV8.DE.
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