EXUS.DE vs. MWOL.DE
EXUS.DE (Xtrackers MSCI World ex USA UCITS ETF 1C USD) and MWOL.DE (Amundi Prime Global UCITS ETF Dist) are both Global Equities funds - EXUS.DE tracks the MSCI World ex USA index while MWOL.DE tracks the Solactive GBS Developed Markets Large & Mid Cap USD Index Net TR. Both are passively managed. Over the past year, EXUS.DE returned 20.10% vs 24.25% for MWOL.DE. A 0.77 correlation means they provide meaningful diversification when combined. EXUS.DE charges 0.15%/yr vs 0.05%/yr for MWOL.DE.
Performance
EXUS.DE vs. MWOL.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 lower than MWOL.DE's 10.87% return.
EXUS.DE
- 1D
- 0.19%
- 1M
- 3.48%
- YTD
- 9.64%
- 6M
- 11.67%
- 1Y
- 20.10%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MWOL.DE
- 1D
- -0.04%
- 1M
- 4.83%
- YTD
- 10.87%
- 6M
- 11.46%
- 1Y
- 24.25%
- 3Y*
- 17.01%
- 5Y*
- 11.86%
- 10Y*
- —
EXUS.DE vs. MWOL.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% |
MWOL.DE Amundi Prime Global UCITS ETF Dist | 10.87% | 8.53% | 16.13% |
Correlation
The correlation between EXUS.DE and MWOL.DE is 0.79, 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 | 0.79 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2024 | 0.77 |
The correlation between EXUS.DE and MWOL.DE has been stable across timeframes, ranging from 0.77 to 0.79 - a consistent structural relationship.
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Return for Risk
EXUS.DE vs. MWOL.DE — Risk / Return Rank
EXUS.DE
MWOL.DE
EXUS.DE vs. MWOL.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 Prime Global UCITS ETF Dist (MWOL.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 | MWOL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.55 | ||
| Sortino ratioReturn per unit of downside risk | -0.67 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.40 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.30 | 3.67 | -1.36 |
| Martin ratioReturn relative to average drawdown | 9.01 | 14.63 | -5.62 |
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 | MWOL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.62 | 2.17 | -0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.83 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.10 | 0.77 | +0.33 |
Drawdowns
EXUS.DE vs. MWOL.DE - Drawdown Comparison
The maximum EXUS.DE drawdown since its inception was -16.21%, smaller than the maximum MWOL.DE drawdown of -33.56%. Use the drawdown chart below to compare losses from any high point for EXUS.DE and MWOL.DE.
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Drawdown Indicators
| EXUS.DE | MWOL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.21% | -33.56% | +17.35% |
Max Drawdown (1Y)Largest decline over 1 year | -8.68% | -6.58% | -2.10% |
Max Drawdown (3Y)Largest decline over 3 years | — | -21.64% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.64% | — |
Current DrawdownCurrent decline from peak | -0.76% | -0.37% | -0.39% |
Average DrawdownAverage peak-to-trough decline | -1.78% | -4.89% | +3.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.23% | 1.65% | +0.58% |
Volatility
EXUS.DE vs. MWOL.DE - Volatility Comparison
Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE) has a higher volatility of 3.28% compared to Amundi Prime Global UCITS ETF Dist (MWOL.DE) at 2.63%. This indicates that EXUS.DE's price experiences larger fluctuations and is considered to be riskier than MWOL.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 | MWOL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.28% | 2.63% | +0.65% |
Volatility (6M)Calculated over the trailing 6-month period | 10.06% | 7.71% | +2.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.37% | 11.12% | +1.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.39% | 14.20% | -0.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.39% | 16.46% | -3.07% |
EXUS.DE vs. MWOL.DE - Expense Ratio Comparison
EXUS.DE has a 0.15% expense ratio, which is higher than MWOL.DE's 0.05% expense ratio. However, 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. MWOL.DE - Dividend Comparison
EXUS.DE has not paid dividends to shareholders, while MWOL.DE's dividend yield for the trailing twelve months is around 1.19%.
| Position | TTM | 2025 |
|---|---|---|
EXUS.DE Xtrackers MSCI World ex USA UCITS ETF 1C USD | 0.00% | 0.00% |
MWOL.DE Amundi Prime Global UCITS ETF Dist | 1.19% | 1.67% |
Frequently Asked Questions
EXUS.DE and MWOL.DE have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, MWOL.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MWOL.DE is cheaper with a 0.05% expense ratio, compared with 0.15% for EXUS.DE.
EXUS.DE tracks MSCI World ex USA index, while MWOL.DE tracks Solactive GBS Developed Markets Large & Mid Cap USD Index Net TR. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.15% for EXUS.DE and 0.05% for MWOL.DE.
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