EXUS.DE vs. SPYQ.DE
EXUS.DE (Xtrackers MSCI World ex USA UCITS ETF 1C USD) and SPYQ.DE (SPDR MSCI Europe Industrials UCITS ETF) are both exchange-traded funds - EXUS.DE is a Global Equities fund tracking the MSCI World ex USA index, while SPYQ.DE is a Industrials Equities fund tracking the MSCI Europe Industrials 20/35 Capped. Both are passively managed. Over the past year, EXUS.DE returned 22.41% vs 16.59% for SPYQ.DE. Their correlation of 0.84 suggests significant overlap in exposure. EXUS.DE charges 0.15%/yr vs 0.18%/yr for SPYQ.DE.
Performance
EXUS.DE vs. SPYQ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXUS.DE achieves a 10.45% return, which is significantly higher than SPYQ.DE's 7.91% return.
EXUS.DE
- 1D
- 1.99%
- 1M
- 2.26%
- YTD
- 10.45%
- 6M
- 12.24%
- 1Y
- 22.41%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SPYQ.DE
- 1D
- 1.99%
- 1M
- 0.10%
- YTD
- 7.91%
- 6M
- 9.26%
- 1Y
- 16.59%
- 3Y*
- 18.36%
- 5Y*
- 12.57%
- 10Y*
- 13.12%
EXUS.DE vs. SPYQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
EXUS.DE Xtrackers MSCI World ex USA UCITS ETF 1C USD | 10.45% | 17.80% | 4.15% |
SPYQ.DE SPDR MSCI Europe Industrials UCITS ETF | 7.91% | 25.52% | 5.77% |
Correlation
The correlation between EXUS.DE and SPYQ.DE is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Mar 14, 2024 | 0.84 |
The correlation between EXUS.DE and SPYQ.DE has been stable across timeframes, ranging from 0.84 to 0.84 - a consistent structural relationship.
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Return for Risk
EXUS.DE vs. SPYQ.DE — Risk / Return Rank
EXUS.DE
SPYQ.DE
EXUS.DE vs. SPYQ.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 SPDR MSCI Europe Industrials UCITS ETF (SPYQ.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EXUS.DE | SPYQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.93 | ||
| Sortino ratioReturn per unit of downside risk | +1.23 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.15 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.51 | 1.20 | +1.31 |
| Martin ratioReturn relative to average drawdown | 9.96 | 4.36 | +5.61 |
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Drawdowns
EXUS.DE vs. SPYQ.DE - Drawdown Comparison
The maximum EXUS.DE drawdown since its inception was -16.21%, smaller than the maximum SPYQ.DE drawdown of -41.44%. Use the drawdown chart below to compare losses from any high point for EXUS.DE and SPYQ.DE.
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Drawdown Indicators
| EXUS.DE | SPYQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.21% | -41.44% | +25.23% |
Max Drawdown (1Y)Largest decline over 1 year | -8.67% | -13.15% | +4.48% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.37% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.20% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.44% | — |
Current DrawdownCurrent decline from peak | -0.03% | -3.52% | +3.49% |
Average DrawdownAverage peak-to-trough decline | -1.78% | -6.49% | +4.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.19% | 3.63% | -1.44% |
Volatility
EXUS.DE vs. SPYQ.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE) is 3.68%, while SPDR MSCI Europe Industrials UCITS ETF (SPYQ.DE) has a volatility of 6.20%. This indicates that EXUS.DE experiences smaller price fluctuations and is considered to be less risky than SPYQ.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 | SPYQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.68% | 6.20% | -2.52% |
Volatility (6M)Calculated over the trailing 6-month period | 10.41% | 16.72% | -6.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.66% | 19.93% | -7.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.46% | 18.92% | -5.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.46% | 19.61% | -6.15% |
EXUS.DE vs. SPYQ.DE - Expense Ratio Comparison
EXUS.DE has a 0.15% expense ratio, which is lower than SPYQ.DE's 0.18% expense ratio. Despite the difference, 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. SPYQ.DE - Dividend Comparison
Neither EXUS.DE nor SPYQ.DE has paid dividends to shareholders.
Frequently Asked Questions
EXUS.DE and SPYQ.DE have a correlation of 0.84, 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 0.18% for SPYQ.DE.
EXUS.DE is categorized as Global Equities, while SPYQ.DE is Industrials Equities. EXUS.DE tracks MSCI World ex USA index, while SPYQ.DE tracks MSCI Europe Industrials 20/35 Capped. They also come from different issuers: Xtrackers and State Street. Their fees differ too: 0.15% for EXUS.DE and 0.18% for SPYQ.DE.
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