EXUS vs. VUAA.DE
EXUS (Macquarie Focused International Core ETF) and VUAA.DE (Vanguard S&P 500 UCITS USD Acc ETF) are both exchange-traded funds - EXUS is a Foreign Large Cap Equities fund managed by Macquarie, while VUAA.DE is a S&P 500 fund tracking the S&P 500 Index. Over the past year, EXUS returned 11.83% vs 21.71% for VUAA.DE. A 0.55 correlation means they provide meaningful diversification when combined. EXUS charges 0.59%/yr vs 0.07%/yr for VUAA.DE.
Performance
EXUS vs. VUAA.DE - Performance Comparison
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Different Trading Currencies
EXUS is traded in USD, while VUAA.DE is traded in EUR. To make them comparable, the VUAA.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 having a 10.37% return and VUAA.DE slightly lower at 9.89%.
EXUS
- 1D
- 0.76%
- 1M
- 4.48%
- 6M
- 5.73%
- YTD
- 10.37%
- 1Y
- 11.83%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VUAA.DE
- 1D
- 0.24%
- 1M
- 1.50%
- 6M
- 8.97%
- YTD
- 9.89%
- 1Y
- 21.71%
- 3Y*
- 20.74%
- 5Y*
- 12.85%
- 10Y*
- —
EXUS vs. VUAA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
EXUS Macquarie Focused International Core ETF | 10.37% | 3.87% |
VUAA.DE Vanguard S&P 500 UCITS USD Acc ETF | 9.89% | 15.75% |
Correlation
The correlation between EXUS and VUAA.DE is 0.56, 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 | 0.56 |
Correlation (All Time) Calculated using the full available price history since Jun 18, 2025 | 0.55 |
The correlation between EXUS and VUAA.DE has been stable across timeframes, ranging from 0.55 to 0.56 - a consistent structural relationship.
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Return for Risk
EXUS vs. VUAA.DE — Risk / Return Rank
EXUS
VUAA.DE
EXUS vs. VUAA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Macquarie Focused International Core ETF (EXUS) and Vanguard S&P 500 UCITS USD Acc ETF (VUAA.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 | VUAA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.18 | ||
| Sortino ratioReturn per unit of downside risk | -1.62 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.30 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 0.71 | 2.43 | -1.72 |
| Martin ratioReturn relative to average drawdown | 2.51 | 9.75 | -7.24 |
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Drawdowns
EXUS vs. VUAA.DE - Drawdown Comparison
The maximum EXUS drawdown since its inception was -15.28%, smaller than the maximum VUAA.DE drawdown of -34.14%. Use the drawdown chart below to compare losses from any high point for EXUS and VUAA.DE.
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Drawdown Indicators
| EXUS | VUAA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.28% | -34.14% | +18.86% |
Max Drawdown (1Y)Largest decline over 1 year | -15.28% | -8.61% | -6.67% |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.49% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.33% | — |
Current DrawdownCurrent decline from peak | -0.62% | -0.82% | +0.20% |
Average DrawdownAverage peak-to-trough decline | -2.93% | -5.51% | +2.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.32% | 2.15% | +2.17% |
Volatility
EXUS vs. VUAA.DE - Volatility Comparison
Macquarie Focused International Core ETF (EXUS) has a higher volatility of 7.15% compared to Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) at 3.65%. This indicates that EXUS's price experiences larger fluctuations and is considered to be riskier than VUAA.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 | VUAA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.15% | 3.65% | +3.50% |
Volatility (6M)Calculated over the trailing 6-month period | 17.07% | 8.69% | +8.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.20% | 11.97% | +7.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.05% | 15.88% | +3.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.05% | 18.30% | +0.75% |
EXUS vs. VUAA.DE - Expense Ratio Comparison
EXUS has a 0.59% expense ratio, which is higher than VUAA.DE's 0.07% expense ratio.
Dividends
EXUS vs. VUAA.DE - Dividend Comparison
EXUS's dividend yield for the trailing twelve months is around 0.03%, while VUAA.DE has not paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
EXUS Macquarie Focused International Core ETF | 0.03% | 0.03% |
VUAA.DE Vanguard S&P 500 UCITS USD Acc ETF | 0.00% | 0.00% |
Frequently Asked Questions
EXUS and VUAA.DE have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VUAA.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VUAA.DE is cheaper with a 0.07% expense ratio, compared with 0.59% for EXUS.
EXUS is categorized as Foreign Large Cap Equities, while VUAA.DE is S&P 500. They also come from different issuers: Macquarie and Vanguard. Their fees differ too: 0.59% for EXUS and 0.07% for VUAA.DE.
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