PFE vs. EXUS.DE
PFE (Pfizer Inc.) is a stock, while EXUS.DE (Xtrackers MSCI World ex USA UCITS ETF 1C USD) is Global Equities fund tracking the MSCI World ex USA index. Over the past year, PFE returned 17.39% vs 22.63% for EXUS.DE. At a 0.26 correlation, their price movements are largely independent.
Performance
PFE vs. EXUS.DE - Performance Comparison
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Different Trading Currencies
PFE is traded in USD, while EXUS.DE is traded in EUR. To make them comparable, the EXUS.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, PFE achieves a 6.34% return, which is significantly lower than EXUS.DE's 8.36% return.
PFE
- 1D
- -1.61%
- 1M
- -0.23%
- YTD
- 6.34%
- 6M
- 2.75%
- 1Y
- 17.39%
- 3Y*
- -7.47%
- 5Y*
- -3.62%
- 10Y*
- 1.79%
EXUS.DE
- 1D
- 0.30%
- 1M
- 1.07%
- YTD
- 8.36%
- 6M
- 11.34%
- 1Y
- 22.63%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PFE vs. EXUS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
PFE Pfizer Inc. | 6.34% | 0.65% | -1.41% |
EXUS.DE Xtrackers MSCI World ex USA UCITS ETF 1C USD | 8.36% | 32.99% | 0.55% |
Correlation
The correlation between PFE and EXUS.DE is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2024 | 0.26 |
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Return for Risk
PFE vs. EXUS.DE — Risk / Return Rank
PFE
EXUS.DE
PFE vs. EXUS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pfizer Inc. (PFE) 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.
| PFE | EXUS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.82 | ||
| Sortino ratioReturn per unit of downside risk | -1.02 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.28 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.52 | 2.05 | -0.53 |
| Martin ratioReturn relative to average drawdown | 3.11 | 7.60 | -4.49 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PFE | EXUS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.73 | 1.55 | -0.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.14 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.08 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 1.20 | -0.87 |
Drawdowns
PFE vs. EXUS.DE - Drawdown Comparison
The maximum PFE drawdown since its inception was -69.24%, which is greater than EXUS.DE's maximum drawdown of -13.99%. Use the drawdown chart below to compare losses from any high point for PFE and EXUS.DE.
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Drawdown Indicators
| PFE | EXUS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.24% | -13.99% | -55.25% |
Max Drawdown (1Y)Largest decline over 1 year | -11.47% | -10.74% | -0.73% |
Max Drawdown (3Y)Largest decline over 3 years | -40.75% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -58.96% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -58.96% | — | — |
Current DrawdownCurrent decline from peak | -46.90% | -1.03% | -45.87% |
Average DrawdownAverage peak-to-trough decline | -22.89% | -2.33% | -20.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.61% | 2.91% | +2.70% |
Volatility
PFE vs. EXUS.DE - Volatility Comparison
Pfizer Inc. (PFE) has a higher volatility of 4.78% compared to Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE) at 3.86%. This indicates that PFE'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
| PFE | EXUS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.78% | 3.86% | +0.92% |
Volatility (6M)Calculated over the trailing 6-month period | 14.74% | 11.66% | +3.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.98% | 14.23% | +9.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.52% | 15.09% | +10.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.89% | 15.09% | +8.80% |
Dividends
PFE vs. EXUS.DE - Dividend Comparison
PFE's dividend yield for the trailing twelve months is around 6.71%, 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% |
PFE Pfizer Inc. | 6.71% | 6.91% | 6.33% | 5.70% | 3.12% | 2.64% | 3.92% | 3.68% | 3.12% | 3.53% | 3.69% | 3.47% |
Frequently Asked Questions
PFE and EXUS.DE have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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