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EXUS.L vs. IXUA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXUS.L vs. IXUA.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.L) and iShares MSCI World ex-USA UCITS ETF USD Acc (IXUA.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EXUS.L is traded in USD, while IXUA.DE is traded in EUR. To make them comparable, the IXUA.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with EXUS.L having a 8.61% return and IXUA.DE slightly lower at 8.29%.


EXUS.L

1D
-0.53%
1M
3.48%
YTD
8.61%
6M
11.84%
1Y
22.79%
3Y*
5Y*
10Y*

IXUA.DE

1D
-0.59%
1M
3.42%
YTD
8.29%
6M
11.69%
1Y
23.13%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXUS.L vs. IXUA.DE - Yearly Performance Comparison


Correlation

The correlation between EXUS.L and IXUA.DE is 0.90, 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

0.90

Correlation (All Time)
Calculated using the full available price history since Jan 31, 2025

0.89

The correlation between EXUS.L and IXUA.DE has been stable across timeframes, ranging from 0.89 to 0.90 - a consistent structural relationship.

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Return for Risk

EXUS.L vs. IXUA.DE — Risk / Return Rank

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

EXUS.L
EXUS.L Risk / Return Rank: 4444
Overall Rank
EXUS.L Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
EXUS.L Sortino Ratio Rank: 4646
Sortino Ratio Rank
EXUS.L Omega Ratio Rank: 4444
Omega Ratio Rank
EXUS.L Calmar Ratio Rank: 4242
Calmar Ratio Rank
EXUS.L Martin Ratio Rank: 4646
Martin Ratio Rank

IXUA.DE
IXUA.DE Risk / Return Rank: 5050
Overall Rank
IXUA.DE Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
IXUA.DE Sortino Ratio Rank: 5151
Sortino Ratio Rank
IXUA.DE Omega Ratio Rank: 5050
Omega Ratio Rank
IXUA.DE Calmar Ratio Rank: 4949
Calmar Ratio Rank
IXUA.DE Martin Ratio Rank: 5454
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.L vs. IXUA.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.L) and iShares MSCI World ex-USA UCITS ETF USD Acc (IXUA.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.LIXUA.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

-0.06

Omega ratioGain probability vs. loss probability

1.29

1.29

-0.01

Calmar ratioReturn relative to maximum drawdown

2.10

2.18

-0.08

Martin ratioReturn relative to average drawdown

7.76

8.02

-0.27

EXUS.L vs. IXUA.DE - Sharpe Ratio Comparison

The current EXUS.L Sharpe Ratio is 1.54, which is comparable to the IXUA.DE Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of EXUS.L and IXUA.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.LIXUA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.54

1.62

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

1.18

1.56

-0.38

Drawdowns

EXUS.L vs. IXUA.DE - Drawdown Comparison

The maximum EXUS.L drawdown since its inception was -12.85%, smaller than the maximum IXUA.DE drawdown of -14.24%. Use the drawdown chart below to compare losses from any high point for EXUS.L and IXUA.DE.


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Drawdown Indicators


EXUS.LIXUA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-12.85%

-14.24%

+1.39%

Max Drawdown (1Y)

Largest decline over 1 year

-10.74%

-10.57%

-0.17%

Current Drawdown

Current decline from peak

-0.92%

-1.26%

+0.34%

Average Drawdown

Average peak-to-trough decline

-2.36%

-1.76%

-0.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.93%

2.88%

+0.05%

Volatility

EXUS.L vs. IXUA.DE - Volatility Comparison

Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.L) and iShares MSCI World ex-USA UCITS ETF USD Acc (IXUA.DE) have volatilities of 4.34% and 4.49%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXUS.LIXUA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.34%

4.49%

-0.15%

Volatility (6M)

Calculated over the trailing 6-month period

12.23%

11.60%

+0.63%

Volatility (1Y)

Calculated over the trailing 1-year period

14.64%

14.20%

+0.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.30%

16.75%

-1.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.30%

16.75%

-1.45%

EXUS.L vs. IXUA.DE - Expense Ratio Comparison

Both EXUS.L and IXUA.DE have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

EXUS.L vs. IXUA.DE - Dividend Comparison

Neither EXUS.L nor IXUA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.90, EXUS.L and IXUA.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.

Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

EXUS.L and IXUA.DE have the same expense ratio: 0.15% per year.

EXUS.L tracks MSCI World ex USA index, while IXUA.DE tracks MSCI World ex USA. They also come from different issuers: Xtrackers and iShares.

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