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EXUS.L vs. MWRD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXUS.L vs. MWRD.L - 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 Amundi Index MSCI World (MWRD.L). 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 MWRD.L is traded in GBp. To make them comparable, the MWRD.L values have been converted to USD using the latest available exchange rates.

Returns By Period


EXUS.L

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

MWRD.L

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXUS.L vs. MWRD.L - Yearly Performance Comparison


2026 (YTD)20252024
EXUS.L
Xtrackers MSCI World ex USA UCITS ETF 1C USD
8.61%31.98%1.23%
MWRD.L
Amundi Index MSCI World
0.00%0.00%0.00%

EXUS.L vs. MWRD.L - Sectors Allocation Comparison


Sectors
EXUS.L
MWRD.L

Financial Services

26.2%
14.7%

Industrials

18.6%
10.6%

Technology

10.1%
24.7%

Healthcare

9.2%
12.4%

Consumer Cyclical

7.1%
10.5%

Basic Materials

7.0%
3.8%

Consumer Defensive

6.4%
6.7%

Energy

5.9%
4.4%

Communication Services

4.0%
7.5%

Utilities

3.7%
2.4%

Real Estate

1.7%
2.4%

Financial Services

EXUS.L
26.2%
MWRD.L
14.7%

Industrials

EXUS.L
18.6%
MWRD.L
10.6%

Technology

EXUS.L
10.1%
MWRD.L
24.7%

Healthcare

EXUS.L
9.2%
MWRD.L
12.4%

Consumer Cyclical

EXUS.L
7.1%
MWRD.L
10.5%

Basic Materials

EXUS.L
7.0%
MWRD.L
3.8%

Consumer Defensive

EXUS.L
6.4%
MWRD.L
6.7%

Energy

EXUS.L
5.9%
MWRD.L
4.4%

Communication Services

EXUS.L
4.0%
MWRD.L
7.5%

Utilities

EXUS.L
3.7%
MWRD.L
2.4%

Real Estate

EXUS.L
1.7%
MWRD.L
2.4%

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Return for Risk

EXUS.L vs. MWRD.L — 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

MWRD.L
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. MWRD.L - 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 Amundi Index MSCI World (MWRD.L). 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.LMWRD.LDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.29

Calmar ratioReturn relative to maximum drawdown

2.10

Martin ratioReturn relative to average drawdown

7.76

EXUS.L vs. MWRD.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


EXUS.LMWRD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.54

Sharpe Ratio (All Time)

Calculated using the full available price history

1.18

Drawdowns

EXUS.L vs. MWRD.L - Drawdown Comparison


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Drawdown Indicators


EXUS.LMWRD.LDifference

Max Drawdown

Largest peak-to-trough decline

-12.85%

Max Drawdown (1Y)

Largest decline over 1 year

-10.74%

Current Drawdown

Current decline from peak

-0.92%

Average Drawdown

Average peak-to-trough decline

-2.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.93%

Volatility

EXUS.L vs. MWRD.L - Volatility Comparison


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Volatility by Period


EXUS.LMWRD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.34%

Volatility (6M)

Calculated over the trailing 6-month period

12.23%

Volatility (1Y)

Calculated over the trailing 1-year period

14.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.30%

EXUS.L vs. MWRD.L - Expense Ratio Comparison

EXUS.L has a 0.15% expense ratio, which is higher than MWRD.L's 0.08% 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.L vs. MWRD.L - Dividend Comparison

Neither EXUS.L nor MWRD.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


On fees, MWRD.L is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MWRD.L is cheaper with a 0.08% expense ratio, compared with 0.15% for EXUS.L.

EXUS.L tracks MSCI World ex USA index, while MWRD.L tracks MSCI ACWI NR USD. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.15% for EXUS.L and 0.08% for MWRD.L.

Portfolio Optimizer

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