VWCG.DE vs. EXUS.DE
VWCG.DE (Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating) and EXUS.DE (Xtrackers MSCI World ex USA UCITS ETF 1C USD) are both exchange-traded funds - VWCG.DE is a Europe Equities fund tracking the FTSE Developed Europe, while EXUS.DE is a Global Equities fund tracking the MSCI World ex USA index. Both are passively managed. Over the past year, VWCG.DE returned 19.41% vs 22.41% for EXUS.DE. Their correlation of 0.91 suggests significant overlap in exposure. VWCG.DE charges 0.10%/yr vs 0.15%/yr for EXUS.DE.
Performance
VWCG.DE vs. EXUS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VWCG.DE achieves a 8.96% return, which is significantly lower than EXUS.DE's 10.45% return.
VWCG.DE
- 1D
- 1.89%
- 1M
- 5.02%
- YTD
- 8.96%
- 6M
- 11.76%
- 1Y
- 19.41%
- 3Y*
- 14.33%
- 5Y*
- 10.01%
- 10Y*
- —
EXUS.DE
- 1D
- 1.99%
- 1M
- 3.82%
- YTD
- 10.45%
- 6M
- 12.24%
- 1Y
- 22.41%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VWCG.DE vs. EXUS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
VWCG.DE Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating | 8.96% | 20.44% | 2.82% |
EXUS.DE Xtrackers MSCI World ex USA UCITS ETF 1C USD | 10.45% | 17.80% | 4.15% |
Correlation
The correlation between VWCG.DE and EXUS.DE is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Mar 14, 2024 | 0.91 |
The correlation between VWCG.DE and EXUS.DE has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.
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Return for Risk
VWCG.DE vs. EXUS.DE — Risk / Return Rank
VWCG.DE
EXUS.DE
VWCG.DE vs. EXUS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VWCG.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.
| VWCG.DE | EXUS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.32 | ||
| Sortino ratioReturn per unit of downside risk | -0.46 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.32 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.91 | 2.51 | -0.60 |
| Martin ratioReturn relative to average drawdown | 7.33 | 9.96 | -2.64 |
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Drawdowns
VWCG.DE vs. EXUS.DE - Drawdown Comparison
The maximum VWCG.DE drawdown since its inception was -35.70%, 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 VWCG.DE and EXUS.DE.
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Drawdown Indicators
| VWCG.DE | EXUS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.70% | -16.21% | -19.49% |
Max Drawdown (1Y)Largest decline over 1 year | -9.58% | -8.67% | -0.91% |
Max Drawdown (3Y)Largest decline over 3 years | -16.07% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -20.09% | — | — |
Current DrawdownCurrent decline from peak | -0.03% | -0.03% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -4.98% | -1.78% | -3.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 2.19% | +0.32% |
Volatility
VWCG.DE vs. EXUS.DE - Volatility Comparison
Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VWCG.DE) has a higher volatility of 4.24% compared to Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE) at 3.68%. This indicates that VWCG.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
| VWCG.DE | EXUS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 3.68% | +0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 10.80% | 10.41% | +0.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.05% | 12.66% | +0.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.31% | 13.46% | +0.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.85% | 13.46% | +3.39% |
VWCG.DE vs. EXUS.DE - Expense Ratio Comparison
VWCG.DE has a 0.10% expense ratio, which is lower than EXUS.DE's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
VWCG.DE vs. EXUS.DE - Dividend Comparison
Neither VWCG.DE nor EXUS.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.93, VWCG.DE and EXUS.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, VWCG.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VWCG.DE is cheaper with a 0.10% expense ratio, compared with 0.15% for EXUS.DE.
VWCG.DE is categorized as Europe Equities, while EXUS.DE is Global Equities. VWCG.DE tracks FTSE Developed Europe, while EXUS.DE tracks MSCI World ex USA index. They also come from different issuers: Vanguard and Xtrackers. Their fees differ too: 0.10% for VWCG.DE and 0.15% for EXUS.DE.
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