EXUS.DE vs. XDEW.DE
EXUS.DE (Xtrackers MSCI World ex USA UCITS ETF 1C USD) and XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) are both exchange-traded funds - EXUS.DE is a Global Equities fund tracking the MSCI World ex USA index, while XDEW.DE is a S&P 500 fund tracking the S&P 500 Equal Weight Index. Both are passively managed. Over the past year, EXUS.DE returned 22.41% vs 20.08% for XDEW.DE. A 0.64 correlation means they provide meaningful diversification when combined. EXUS.DE charges 0.15%/yr vs 0.20%/yr for XDEW.DE.
Performance
EXUS.DE vs. XDEW.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 lower than XDEW.DE's 11.42% return.
EXUS.DE
- 1D
- 1.99%
- 1M
- 3.82%
- YTD
- 10.45%
- 6M
- 12.24%
- 1Y
- 22.41%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XDEW.DE
- 1D
- 1.44%
- 1M
- 5.26%
- YTD
- 11.42%
- 6M
- 11.62%
- 1Y
- 20.08%
- 3Y*
- 11.73%
- 5Y*
- 9.29%
- 10Y*
- 11.46%
EXUS.DE vs. XDEW.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% |
XDEW.DE Xtrackers S&P 500 Equal Weight UCITS ETF 1C | 11.42% | -0.46% | 11.77% |
Correlation
The correlation between EXUS.DE and XDEW.DE is 0.64, 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 | 0.64 |
Correlation (All Time) Calculated using the full available price history since Mar 14, 2024 | 0.64 |
The correlation between EXUS.DE and XDEW.DE has been stable across timeframes, ranging from 0.64 to 0.64 - a consistent structural relationship.
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Return for Risk
EXUS.DE vs. XDEW.DE — Risk / Return Rank
EXUS.DE
XDEW.DE
EXUS.DE vs. XDEW.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 Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.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 | XDEW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.13 | ||
| Sortino ratioReturn per unit of downside risk | -0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.33 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.51 | 3.92 | -1.41 |
| Martin ratioReturn relative to average drawdown | 9.96 | 11.96 | -2.00 |
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Drawdowns
EXUS.DE vs. XDEW.DE - Drawdown Comparison
The maximum EXUS.DE drawdown since its inception was -16.21%, smaller than the maximum XDEW.DE drawdown of -38.79%. Use the drawdown chart below to compare losses from any high point for EXUS.DE and XDEW.DE.
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Drawdown Indicators
| EXUS.DE | XDEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.21% | -38.79% | +22.58% |
Max Drawdown (1Y)Largest decline over 1 year | -8.67% | -5.06% | -3.61% |
Max Drawdown (3Y)Largest decline over 3 years | — | -22.70% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.70% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.79% | — |
Current DrawdownCurrent decline from peak | -0.03% | 0.00% | -0.03% |
Average DrawdownAverage peak-to-trough decline | -1.78% | -5.37% | +3.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.19% | 1.66% | +0.53% |
Volatility
EXUS.DE vs. XDEW.DE - Volatility Comparison
Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE) has a higher volatility of 3.68% compared to Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) at 2.32%. This indicates that EXUS.DE's price experiences larger fluctuations and is considered to be riskier than XDEW.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 | XDEW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.68% | 2.32% | +1.36% |
Volatility (6M)Calculated over the trailing 6-month period | 10.41% | 6.82% | +3.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.66% | 10.80% | +1.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.46% | 14.90% | -1.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.46% | 16.84% | -3.38% |
EXUS.DE vs. XDEW.DE - Expense Ratio Comparison
EXUS.DE has a 0.15% expense ratio, which is lower than XDEW.DE's 0.20% 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. XDEW.DE - Dividend Comparison
Neither EXUS.DE nor XDEW.DE has paid dividends to shareholders.
Frequently Asked Questions
EXUS.DE and XDEW.DE have a correlation of 0.64, 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 0.20% for XDEW.DE.
EXUS.DE is categorized as Global Equities, while XDEW.DE is S&P 500. EXUS.DE tracks MSCI World ex USA index, while XDEW.DE tracks S&P 500 Equal Weight Index. Their fees differ too: 0.15% for EXUS.DE and 0.20% for XDEW.DE.
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