EXUS.DE vs. XSX6.DE
EXUS.DE (Xtrackers MSCI World ex USA UCITS ETF 1C USD) and XSX6.DE (Xtrackers STOXX Europe 600 UCITS ETF) are both exchange-traded funds - EXUS.DE is a Global Equities fund tracking the MSCI World ex USA index, while XSX6.DE is a Europe Equities fund tracking the STOXX® Europe 600. Both are passively managed. Over the past year, EXUS.DE returned 20.10% vs 16.44% for XSX6.DE. Their correlation of 0.92 suggests significant overlap in exposure. EXUS.DE charges 0.15%/yr vs 0.20%/yr for XSX6.DE.
Performance
EXUS.DE vs. XSX6.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 higher than XSX6.DE's 7.40% return.
EXUS.DE
- 1D
- 0.19%
- 1M
- 3.48%
- YTD
- 9.64%
- 6M
- 11.67%
- 1Y
- 20.10%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XSX6.DE
- 1D
- 0.59%
- 1M
- 3.14%
- YTD
- 7.40%
- 6M
- 9.99%
- 1Y
- 16.44%
- 3Y*
- 13.95%
- 5Y*
- 9.70%
- 10Y*
- 9.14%
EXUS.DE vs. XSX6.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% |
XSX6.DE Xtrackers STOXX Europe 600 UCITS ETF | 7.40% | 20.91% | 2.01% |
Correlation
The correlation between EXUS.DE and XSX6.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 15, 2024 | 0.92 |
The correlation between EXUS.DE and XSX6.DE has been stable across timeframes, ranging from 0.92 to 0.93 - a consistent structural relationship.
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Return for Risk
EXUS.DE vs. XSX6.DE — Risk / Return Rank
EXUS.DE
XSX6.DE
EXUS.DE vs. XSX6.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 STOXX Europe 600 UCITS ETF (XSX6.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 | XSX6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.35 | ||
| Sortino ratioReturn per unit of downside risk | +0.50 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.24 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.30 | 1.73 | +0.57 |
| Martin ratioReturn relative to average drawdown | 9.01 | 6.55 | +2.46 |
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 | XSX6.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.62 | 1.26 | +0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.66 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.58 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.10 | 0.59 | +0.51 |
Drawdowns
EXUS.DE vs. XSX6.DE - Drawdown Comparison
The maximum EXUS.DE drawdown since its inception was -16.21%, smaller than the maximum XSX6.DE drawdown of -36.05%. Use the drawdown chart below to compare losses from any high point for EXUS.DE and XSX6.DE.
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Drawdown Indicators
| EXUS.DE | XSX6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.21% | -36.05% | +19.84% |
Max Drawdown (1Y)Largest decline over 1 year | -8.68% | -9.46% | +0.78% |
Max Drawdown (3Y)Largest decline over 3 years | — | -16.37% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.84% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.05% | — |
Current DrawdownCurrent decline from peak | -0.76% | -1.56% | +0.80% |
Average DrawdownAverage peak-to-trough decline | -1.78% | -5.27% | +3.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.23% | 2.50% | -0.27% |
Volatility
EXUS.DE vs. XSX6.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE) is 3.28%, while Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) has a volatility of 4.26%. This indicates that EXUS.DE experiences smaller price fluctuations and is considered to be less risky than XSX6.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 | XSX6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.28% | 4.26% | -0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 10.06% | 10.73% | -0.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.37% | 12.95% | -0.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.39% | 14.44% | -1.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.39% | 15.61% | -2.22% |
EXUS.DE vs. XSX6.DE - Expense Ratio Comparison
EXUS.DE has a 0.15% expense ratio, which is lower than XSX6.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. XSX6.DE - Dividend Comparison
Neither EXUS.DE nor XSX6.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.93, EXUS.DE and XSX6.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, 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 XSX6.DE.
EXUS.DE is categorized as Global Equities, while XSX6.DE is Europe Equities. EXUS.DE tracks MSCI World ex USA index, while XSX6.DE tracks STOXX® Europe 600. Their fees differ too: 0.15% for EXUS.DE and 0.20% for XSX6.DE.
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