NIHI vs. XMWX.L

Last updated Apr 2, 2026

Compare and contrast key facts about NEOS MSCI EAFE High Income ETF (NIHI) and Xtrackers MSCI World ex USA UCITS ETF 1C (XMWX.L).

NIHI and XMWX.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. NIHI is an actively managed fund by Neos. It was launched on Sep 16, 2025. XMWX.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI World ex USA Index. It was launched on Jun 3, 2024.

Performance

NIHI vs. XMWX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NEOS MSCI EAFE High Income ETF (NIHI) and Xtrackers MSCI World ex USA UCITS ETF 1C (XMWX.L). The values are adjusted to include any dividend payments, if applicable.

NIHI vs. XMWX.L - Yearly Performance Comparison

	2026 (YTD)	2025
NIHI NEOS MSCI EAFE High Income ETF	0.34%	5.33%
XMWX.L Xtrackers MSCI World ex USA UCITS ETF 1C	3.39%	7.34%

Returns By Period

In the year-to-date period, NIHI achieves a 0.34% return, which is significantly lower than XMWX.L's 3.39% return.

NIHI

• 1D: 1.58%
• 1M: -4.42%
• YTD: 0.34%
• 6M: 4.57%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

XMWX.L

• 1D: 2.66%
• 1M: -3.77%
• YTD: 3.39%
• 6M: 8.68%
• 1Y: 22.29%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

NIHI vs. XMWX.L - Expense Ratio Comparison

NIHI has a 0.68% expense ratio, which is higher than XMWX.L's 0.15% expense ratio.

NIHI

NEOS MSCI EAFE High Income ETF

XMWX.L

Xtrackers MSCI World ex USA UCITS ETF 1C

Return for Risk

NIHI vs. XMWX.L — Risk / Return Rank

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

XMWX.L

XMWX.L Risk / Return Rank: 81
XMWX.L Sharpe Ratio Rank: 82
XMWX.L Sortino Ratio Rank: 81
XMWX.L Omega Ratio Rank: 83
XMWX.L Calmar Ratio Rank: 78
XMWX.L Martin Ratio Rank: 78

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.

NIHI vs. XMWX.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NEOS MSCI EAFE High Income ETF (NIHI) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	NIHI	XMWX.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.67	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.70	1.22	-0.52

Correlation

The correlation between NIHI and XMWX.L is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

NIHI vs. XMWX.L - Dividend Comparison

NIHI's dividend yield for the trailing twelve months is around 6.40%, while XMWX.L has not paid dividends to shareholders.

	TTM	2025
NIHI NEOS MSCI EAFE High Income ETF	6.40%	3.44%
XMWX.L Xtrackers MSCI World ex USA UCITS ETF 1C	0.00%	0.00%

Drawdowns

NIHI vs. XMWX.L - Drawdown Comparison

The maximum NIHI drawdown since its inception was -10.88%, smaller than the maximum XMWX.L drawdown of -12.53%. Use the drawdown chart below to compare losses from any high point for NIHI and XMWX.L.

Drawdown Indicators

	NIHI	XMWX.L	Difference
Max Drawdown Largest peak-to-trough decline	-10.88%	-12.53%	+1.65%
Max Drawdown (1Y) Largest decline over 1 year	—	-9.75%	—
Current Drawdown Current decline from peak	-6.28%	-5.53%	-0.75%
Average Drawdown Average peak-to-trough decline	-2.24%	-1.60%	-0.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.48%	—

Volatility

Volatility by Period

	NIHI	XMWX.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.97%	—
Volatility (6M) Calculated over the trailing 6-month period	—	9.34%	—
Volatility (1Y) Calculated over the trailing 1-year period	15.52%	13.29%	+2.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.52%	12.38%	+3.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.52%	12.38%	+3.14%