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MOH.DE vs. EXUS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MOH.DE vs. EXUS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in LVMH Moët Hennessy - Louis Vuitton Société Européenne (MOH.DE) and Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MOH.DE achieves a -23.32% return, which is significantly lower than EXUS.DE's 12.58% return.


MOH.DE

1D
-1.69%
1M
-3.89%
6M
-14.40%
YTD
-23.32%
1Y
5.03%
3Y*
-16.05%
5Y*
-4.32%
10Y*
14.99%
ALL TIME*
11.70%

EXUS.DE

1D
0.74%
1M
0.69%
6M
10.29%
YTD
12.58%
1Y
24.46%
3Y*
5Y*
10Y*
ALL TIME*
14.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MOH.DE vs. EXUS.DE - Yearly Performance Comparison


Correlation

The correlation between MOH.DE and EXUS.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.43

Correlation (All Time)
Calculated using the full available price history since Mar 14, 2024

0.49

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Return for Risk

MOH.DE vs. EXUS.DE — Risk / Return Rank

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

MOH.DE
MOH.DE Risk / Return Rank: 4949
Overall Rank
MOH.DE Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
MOH.DE Sortino Ratio Rank: 4646
Sortino Ratio Rank
MOH.DE Omega Ratio Rank: 4646
Omega Ratio Rank
MOH.DE Calmar Ratio Rank: 5151
Calmar Ratio Rank
MOH.DE Martin Ratio Rank: 5050
Martin Ratio Rank

EXUS.DE
EXUS.DE Risk / Return Rank: 7979
Overall Rank
EXUS.DE Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
EXUS.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
EXUS.DE Omega Ratio Rank: 8181
Omega Ratio Rank
EXUS.DE Calmar Ratio Rank: 7474
Calmar Ratio Rank
EXUS.DE Martin Ratio Rank: 8080
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.

MOH.DE vs. EXUS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LVMH Moët Hennessy - Louis Vuitton Société Européenne (MOH.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.

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.


MOH.DEEXUS.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.78

Sortino ratioReturn per unit of downside risk

-2.29

Omega ratioGain probability vs. loss probability

1.06

1.36

-0.31

Calmar ratioReturn relative to maximum drawdown

0.16

2.81

-2.64

Martin ratioReturn relative to average drawdown

0.29

11.18

-10.89

MOH.DE vs. EXUS.DE - Sharpe Ratio Comparison

The current MOH.DE Sharpe Ratio is 0.16, which is lower than the EXUS.DE Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of MOH.DE and EXUS.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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Drawdowns

MOH.DE vs. EXUS.DE - Drawdown Comparison

The maximum MOH.DE drawdown since its inception was -55.62%, 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 MOH.DE and EXUS.DE.


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Drawdown Indicators


MOH.DEEXUS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-55.62%

-16.21%

-39.41%

Max Drawdown (1Y)

Largest decline over 1 year

-30.59%

-8.67%

-21.92%

Max Drawdown (3Y)

Largest decline over 3 years

-48.15%

Max Drawdown (5Y)

Largest decline over 5 years

-49.14%

Max Drawdown (10Y)

Largest decline over 10 years

-49.14%

Current Drawdown

Current decline from peak

-42.69%

-0.78%

-41.91%

Average Drawdown

Average peak-to-trough decline

-12.54%

-1.73%

-10.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.11%

2.18%

+14.93%

Volatility

MOH.DE vs. EXUS.DE - Volatility Comparison

LVMH Moët Hennessy - Louis Vuitton Société Européenne (MOH.DE) has a higher volatility of 7.19% compared to Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE) at 3.01%. This indicates that MOH.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.


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Volatility by Period


MOH.DEEXUS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.19%

3.01%

+4.18%

Volatility (6M)

Calculated over the trailing 6-month period

21.77%

10.34%

+11.43%

Volatility (1Y)

Calculated over the trailing 1-year period

30.95%

12.57%

+18.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.87%

13.31%

+16.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.99%

13.31%

+14.68%

Dividends

MOH.DE vs. EXUS.DE - Dividend Comparison

MOH.DE's dividend yield for the trailing twelve months is around 3.01%, while EXUS.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
MOH.DE
LVMH Moët Hennessy - Louis Vuitton Société Européenne
3.01%2.04%2.05%1.70%1.74%0.96%0.89%1.49%2.14%1.70%2.00%2.23%

Frequently Asked Questions


MOH.DE and EXUS.DE have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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