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EXUS.DE vs. MWRE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXUS.DE vs. MWRE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE) and Amundi Core MSCI World UCITS ETF Accumulating (MWRE.DE). The values are adjusted to include any dividend payments, if applicable.

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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 MWRE.DE's 10.85% return.


EXUS.DE

1D
0.19%
1M
3.48%
YTD
9.64%
6M
11.67%
1Y
20.10%
3Y*
5Y*
10Y*

MWRE.DE

1D
-0.02%
1M
4.85%
YTD
10.85%
6M
11.38%
1Y
23.79%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXUS.DE vs. MWRE.DE - Yearly Performance Comparison


2026 (YTD)20252024
EXUS.DE
Xtrackers MSCI World ex USA UCITS ETF 1C USD
9.64%17.80%0.98%
MWRE.DE
Amundi Core MSCI World UCITS ETF Accumulating
10.85%7.94%6.30%

Correlation

The correlation between EXUS.DE and MWRE.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 Nov 5, 2024

0.78

The correlation between EXUS.DE and MWRE.DE has been stable across timeframes, ranging from 0.78 to 0.79 - a consistent structural relationship.

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Return for Risk

EXUS.DE vs. MWRE.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EXUS.DE
EXUS.DE Risk / Return Rank: 4949
Overall Rank
EXUS.DE Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
EXUS.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
EXUS.DE Omega Ratio Rank: 5050
Omega Ratio Rank
EXUS.DE Calmar Ratio Rank: 4747
Calmar Ratio Rank
EXUS.DE Martin Ratio Rank: 5454
Martin Ratio Rank

MWRE.DE
MWRE.DE Risk / Return Rank: 6969
Overall Rank
MWRE.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
MWRE.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
MWRE.DE Omega Ratio Rank: 6868
Omega Ratio Rank
MWRE.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
MWRE.DE Martin Ratio Rank: 7676
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EXUS.DE vs. MWRE.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 Core MSCI World UCITS ETF Accumulating (MWRE.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.DEMWRE.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.50

Sortino ratioReturn per unit of downside risk

-0.59

Omega ratioGain probability vs. loss probability

1.31

1.40

-0.09

Calmar ratioReturn relative to maximum drawdown

2.30

3.63

-1.32

Martin ratioReturn relative to average drawdown

9.01

14.47

-5.46

EXUS.DE vs. MWRE.DE - Sharpe Ratio Comparison

The current EXUS.DE Sharpe Ratio is 1.62, which is comparable to the MWRE.DE Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of EXUS.DE and MWRE.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EXUS.DEMWRE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.62

2.12

-0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

1.10

1.08

+0.02

Drawdowns

EXUS.DE vs. MWRE.DE - Drawdown Comparison

The maximum EXUS.DE drawdown since its inception was -16.21%, smaller than the maximum MWRE.DE drawdown of -21.68%. Use the drawdown chart below to compare losses from any high point for EXUS.DE and MWRE.DE.


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Drawdown Indicators


EXUS.DEMWRE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.21%

-21.68%

+5.47%

Max Drawdown (1Y)

Largest decline over 1 year

-8.68%

-6.53%

-2.15%

Current Drawdown

Current decline from peak

-0.76%

-0.33%

-0.43%

Average Drawdown

Average peak-to-trough decline

-1.78%

-3.68%

+1.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.23%

1.64%

+0.59%

Volatility

EXUS.DE vs. MWRE.DE - Volatility Comparison

Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE) has a higher volatility of 3.28% compared to Amundi Core MSCI World UCITS ETF Accumulating (MWRE.DE) at 2.56%. This indicates that EXUS.DE's price experiences larger fluctuations and is considered to be riskier than MWRE.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.DEMWRE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.28%

2.56%

+0.72%

Volatility (6M)

Calculated over the trailing 6-month period

10.06%

7.79%

+2.27%

Volatility (1Y)

Calculated over the trailing 1-year period

12.37%

11.18%

+1.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.39%

15.25%

-1.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.39%

15.25%

-1.86%

EXUS.DE vs. MWRE.DE - Expense Ratio Comparison

EXUS.DE has a 0.15% expense ratio, which is higher than MWRE.DE's 0.12% 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. MWRE.DE - Dividend Comparison

Neither EXUS.DE nor MWRE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


EXUS.DE and MWRE.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, MWRE.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MWRE.DE is cheaper with a 0.12% expense ratio, compared with 0.15% for EXUS.DE.

EXUS.DE tracks MSCI World ex USA index, while MWRE.DE tracks MSCI World. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.15% for EXUS.DE and 0.12% for MWRE.DE.

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