EXV8.DE vs. EXUS.DE
EXV8.DE (iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE)) and EXUS.DE (Xtrackers MSCI World ex USA UCITS ETF 1C USD) are both exchange-traded funds - EXV8.DE is a Industrials Equities fund tracking the STOXX® Europe 600 Construction & Materials, while EXUS.DE is a Global Equities fund tracking the MSCI World ex USA index. Both are passively managed. Over the past year, EXV8.DE returned 6.66% vs 20.32% for EXUS.DE. A 0.77 correlation means they provide meaningful diversification when combined. EXV8.DE charges 0.46%/yr vs 0.15%/yr for EXUS.DE.
Performance
EXV8.DE vs. EXUS.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EXV8.DE achieves a 1.00% return, which is significantly lower than EXUS.DE's 9.64% return.
EXV8.DE
- 1D
- 0.17%
- 1M
- -2.48%
- YTD
- 1.00%
- 6M
- 2.33%
- 1Y
- 6.66%
- 3Y*
- 15.58%
- 5Y*
- 9.70%
- 10Y*
- 10.37%
EXUS.DE
- 1D
- 0.19%
- 1M
- 2.59%
- YTD
- 9.64%
- 6M
- 11.77%
- 1Y
- 20.32%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EXV8.DE vs. EXUS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
EXV8.DE iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE) | 1.00% | 25.00% | 0.84% |
EXUS.DE Xtrackers MSCI World ex USA UCITS ETF 1C USD | 9.64% | 17.80% | 5.15% |
Correlation
The correlation between EXV8.DE and EXUS.DE is 0.77, 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 | 0.77 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2024 | 0.77 |
The correlation between EXV8.DE and EXUS.DE has been stable across timeframes, ranging from 0.77 to 0.77 - 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
EXV8.DE vs. EXUS.DE — Risk / Return Rank
EXV8.DE
EXUS.DE
EXV8.DE vs. EXUS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE) (EXV8.DE) and Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.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.
| EXV8.DE | EXUS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.24 | ||
| Sortino ratioReturn per unit of downside risk | -1.66 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.31 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.49 | 2.30 | -1.81 |
| Martin ratioReturn relative to average drawdown | 1.50 | 9.01 | -7.50 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| EXV8.DE | EXUS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.38 | 1.62 | -1.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 1.10 | -0.66 |
Drawdowns
EXV8.DE vs. EXUS.DE - Drawdown Comparison
The maximum EXV8.DE drawdown since its inception was -66.09%, which is greater than EXUS.DE's maximum drawdown of -16.21%. Use the drawdown chart below to compare losses from any high point for EXV8.DE and EXUS.DE.
Loading charts...
Drawdown Indicators
| EXV8.DE | EXUS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.09% | -16.21% | -49.88% |
Max Drawdown (1Y)Largest decline over 1 year | -15.30% | -8.68% | -6.62% |
Max Drawdown (3Y)Largest decline over 3 years | -16.83% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -29.23% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -42.81% | — | — |
Current DrawdownCurrent decline from peak | -6.66% | -0.76% | -5.90% |
Average DrawdownAverage peak-to-trough decline | -15.00% | -1.78% | -13.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.00% | 2.23% | +2.77% |
Volatility
EXV8.DE vs. EXUS.DE - Volatility Comparison
iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE) (EXV8.DE) has a higher volatility of 6.24% compared to Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE) at 3.28%. This indicates that EXV8.DE's price experiences larger fluctuations and is considered to be riskier than EXUS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| EXV8.DE | EXUS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.24% | 3.28% | +2.96% |
Volatility (6M)Calculated over the trailing 6-month period | 16.12% | 10.06% | +6.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.72% | 12.37% | +7.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.47% | 13.39% | +6.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.26% | 13.39% | +6.87% |
EXV8.DE vs. EXUS.DE - Expense Ratio Comparison
EXV8.DE has a 0.46% expense ratio, which is higher than EXUS.DE's 0.15% expense ratio.
Dividends
EXV8.DE vs. EXUS.DE - Dividend Comparison
EXV8.DE's dividend yield for the trailing twelve months is around 1.39%, while EXUS.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXUS.DE Xtrackers MSCI World ex USA UCITS ETF 1C USD | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EXV8.DE iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE) | 1.39% | 1.39% | 1.69% | 1.59% | 1.78% | 1.34% | 0.53% | 1.55% | 1.66% | 2.87% | 2.80% | 2.79% |
Frequently Asked Questions
EXV8.DE and EXUS.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 0.46% for EXV8.DE.
EXV8.DE is categorized as Industrials Equities, while EXUS.DE is Global Equities. EXV8.DE tracks STOXX® Europe 600 Construction & Materials, while EXUS.DE tracks MSCI World ex USA index. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.46% for EXV8.DE and 0.15% for EXUS.DE.
Find the right allocation for EXV8.DE and EXUS.DE
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