EXUS.DE vs. VWCG.DE
EXUS.DE (Xtrackers MSCI World ex USA UCITS ETF 1C USD) and VWCG.DE (Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating) are both exchange-traded funds - EXUS.DE is a Global Equities fund tracking the MSCI World ex USA index, while VWCG.DE is a Europe Equities fund tracking the FTSE Developed Europe. Both are passively managed. Over the past year, EXUS.DE returned 22.41% vs 19.41% for VWCG.DE. Their correlation of 0.91 suggests significant overlap in exposure. EXUS.DE charges 0.15%/yr vs 0.10%/yr for VWCG.DE.
Performance
EXUS.DE vs. VWCG.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 VWCG.DE's 8.96% return.
EXUS.DE
- 1D
- 1.99%
- 1M
- 3.82%
- YTD
- 10.45%
- 6M
- 12.24%
- 1Y
- 22.41%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VWCG.DE
- 1D
- 1.89%
- 1M
- 5.02%
- YTD
- 8.96%
- 6M
- 11.76%
- 1Y
- 19.41%
- 3Y*
- 14.33%
- 5Y*
- 10.01%
- 10Y*
- —
EXUS.DE vs. VWCG.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% |
VWCG.DE Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating | 8.96% | 20.44% | 2.82% |
Correlation
The correlation between EXUS.DE and VWCG.DE is 0.93, 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 | 0.93 |
Correlation (All Time) Calculated using the full available price history since Mar 14, 2024 | 0.91 |
The correlation between EXUS.DE and VWCG.DE has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.
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Return for Risk
EXUS.DE vs. VWCG.DE — Risk / Return Rank
EXUS.DE
VWCG.DE
EXUS.DE vs. VWCG.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 Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VWCG.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 | VWCG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.32 | ||
| Sortino ratioReturn per unit of downside risk | +0.46 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.26 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.51 | 1.91 | +0.60 |
| Martin ratioReturn relative to average drawdown | 9.96 | 7.33 | +2.64 |
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Drawdowns
EXUS.DE vs. VWCG.DE - Drawdown Comparison
The maximum EXUS.DE drawdown since its inception was -16.21%, smaller than the maximum VWCG.DE drawdown of -35.70%. Use the drawdown chart below to compare losses from any high point for EXUS.DE and VWCG.DE.
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Drawdown Indicators
| EXUS.DE | VWCG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.21% | -35.70% | +19.49% |
Max Drawdown (1Y)Largest decline over 1 year | -8.67% | -9.58% | +0.91% |
Max Drawdown (3Y)Largest decline over 3 years | — | -16.07% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.09% | — |
Current DrawdownCurrent decline from peak | -0.03% | -0.03% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -1.78% | -4.98% | +3.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.19% | 2.51% | -0.32% |
Volatility
EXUS.DE vs. VWCG.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE) is 3.68%, while Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VWCG.DE) has a volatility of 4.24%. This indicates that EXUS.DE experiences smaller price fluctuations and is considered to be less risky than VWCG.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 | VWCG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.68% | 4.24% | -0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 10.41% | 10.80% | -0.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.66% | 13.05% | -0.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.46% | 14.31% | -0.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.46% | 16.85% | -3.39% |
EXUS.DE vs. VWCG.DE - Expense Ratio Comparison
EXUS.DE has a 0.15% expense ratio, which is higher than VWCG.DE's 0.10% 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. VWCG.DE - Dividend Comparison
Neither EXUS.DE nor VWCG.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.93, EXUS.DE and VWCG.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, VWCG.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VWCG.DE is cheaper with a 0.10% expense ratio, compared with 0.15% for EXUS.DE.
EXUS.DE is categorized as Global Equities, while VWCG.DE is Europe Equities. EXUS.DE tracks MSCI World ex USA index, while VWCG.DE tracks FTSE Developed Europe. They also come from different issuers: Xtrackers and Vanguard. Their fees differ too: 0.15% for EXUS.DE and 0.10% for VWCG.DE.
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