EXUS vs. XMWX.L
EXUS (Macquarie Focused International Core ETF) and XMWX.L (Xtrackers MSCI World ex USA UCITS ETF 1C) are both Foreign Large Cap Equities funds. Over the past year, EXUS returned 8.62% vs 25.68% for XMWX.L. A 0.51 correlation means they provide meaningful diversification when combined. EXUS charges 0.59%/yr vs 0.15%/yr for XMWX.L.
Performance
EXUS vs. XMWX.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EXUS achieves a 7.16% return, which is significantly lower than XMWX.L's 10.28% return.
EXUS
- 1D
- -0.07%
- 1M
- 2.35%
- YTD
- 7.16%
- 6M
- 7.61%
- 1Y
- 8.62%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XMWX.L
- 1D
- 0.00%
- 1M
- 1.93%
- YTD
- 10.28%
- 6M
- 10.55%
- 1Y
- 25.68%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EXUS vs. XMWX.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
EXUS Macquarie Focused International Core ETF | 7.16% | 3.87% |
XMWX.L Xtrackers MSCI World ex USA UCITS ETF 1C | 10.28% | 13.50% |
Correlation
The correlation between EXUS and XMWX.L is 0.51, 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 | 0.51 |
Correlation (All Time) Calculated using the full available price history since Jun 18, 2025 | 0.51 |
The correlation between EXUS and XMWX.L has been stable across timeframes, ranging from 0.51 to 0.51 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EXUS vs. XMWX.L — Risk / Return Rank
EXUS
XMWX.L
EXUS vs. XMWX.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Macquarie Focused International Core ETF (EXUS) and Xtrackers MSCI World ex USA UCITS ETF 1C (XMWX.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.
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 | XMWX.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.14 | ||
| Sortino ratioReturn per unit of downside risk | -0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.39 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 0.57 | 1.00 | -0.43 |
| Martin ratioReturn relative to average drawdown | 2.00 | 1.56 | +0.44 |
Loading charts...
Drawdowns
EXUS vs. XMWX.L - Drawdown Comparison
The maximum EXUS drawdown since its inception was -15.28%, smaller than the maximum XMWX.L drawdown of -29.33%. Use the drawdown chart below to compare losses from any high point for EXUS and XMWX.L.
Loading charts...
Drawdown Indicators
| EXUS | XMWX.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.28% | -29.33% | +14.05% |
Max Drawdown (1Y)Largest decline over 1 year | -15.28% | -25.65% | +10.37% |
Current DrawdownCurrent decline from peak | -3.50% | -14.73% | +11.23% |
Average DrawdownAverage peak-to-trough decline | -2.99% | -20.01% | +17.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.32% | 16.46% | -12.14% |
Volatility
EXUS vs. XMWX.L - Volatility Comparison
Macquarie Focused International Core ETF (EXUS) has a higher volatility of 7.93% compared to Xtrackers MSCI World ex USA UCITS ETF 1C (XMWX.L) at 3.19%. This indicates that EXUS's price experiences larger fluctuations and is considered to be riskier than XMWX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| EXUS | XMWX.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.93% | 3.19% | +4.74% |
Volatility (6M)Calculated over the trailing 6-month period | 16.85% | 10.11% | +6.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.18% | 42.86% | -23.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.10% | 37.31% | -18.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.10% | 37.31% | -18.21% |
EXUS vs. XMWX.L - Expense Ratio Comparison
EXUS has a 0.59% expense ratio, which is higher than XMWX.L's 0.15% expense ratio.
Dividends
EXUS vs. XMWX.L - Dividend Comparison
EXUS's dividend yield for the trailing twelve months is around 0.03%, while XMWX.L has not paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
EXUS Macquarie Focused International Core ETF | 0.03% | 0.03% |
XMWX.L Xtrackers MSCI World ex USA UCITS ETF 1C | 0.00% | 0.00% |
Frequently Asked Questions
EXUS and XMWX.L have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XMWX.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XMWX.L is cheaper with a 0.15% expense ratio, compared with 0.59% for EXUS.
They also come from different issuers: Macquarie and Xtrackers. Their fees differ too: 0.59% for EXUS and 0.15% for XMWX.L.
Find the right allocation for EXUS and XMWX.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer