XCS4.DE vs. EXUS.DE
XCS4.DE (Xtrackers MSCI Thailand UCITS ETF 1C) and EXUS.DE (Xtrackers MSCI World ex USA UCITS ETF 1C USD) are both exchange-traded funds - XCS4.DE is a Asia Pacific Equities fund tracking the MSCI Thailand, while EXUS.DE is a Global Equities fund tracking the MSCI World ex USA index. Both are passively managed. Over the past year, XCS4.DE returned 51.12% vs 20.06% for EXUS.DE. At a 0.37 correlation, their price movements are largely independent. XCS4.DE charges 0.50%/yr vs 0.15%/yr for EXUS.DE.
Performance
XCS4.DE vs. EXUS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XCS4.DE achieves a 29.46% return, which is significantly higher than EXUS.DE's 9.64% return.
XCS4.DE
- 1D
- 0.72%
- 1M
- 5.08%
- YTD
- 29.46%
- 6M
- 30.06%
- 1Y
- 51.12%
- 3Y*
- 7.20%
- 5Y*
- 5.01%
- 10Y*
- 4.54%
EXUS.DE
- 1D
- 0.19%
- 1M
- 1.53%
- YTD
- 9.64%
- 6M
- 11.66%
- 1Y
- 20.06%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XCS4.DE vs. EXUS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
XCS4.DE Xtrackers MSCI Thailand UCITS ETF 1C | 29.46% | -3.83% | 10.50% |
EXUS.DE Xtrackers MSCI World ex USA UCITS ETF 1C USD | 9.64% | 17.80% | 5.15% |
Correlation
The correlation between XCS4.DE and EXUS.DE is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2024 | 0.37 |
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Return for Risk
XCS4.DE vs. EXUS.DE — Risk / Return Rank
XCS4.DE
EXUS.DE
XCS4.DE vs. EXUS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Thailand UCITS ETF 1C (XCS4.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.
| XCS4.DE | EXUS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.74 | ||
| Sortino ratioReturn per unit of downside risk | +0.82 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.31 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 4.91 | 2.30 | +2.60 |
| Martin ratioReturn relative to average drawdown | 14.58 | 9.01 | +5.57 |
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
| XCS4.DE | EXUS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.35 | 1.62 | +0.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.23 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 1.10 | -0.87 |
Drawdowns
XCS4.DE vs. EXUS.DE - Drawdown Comparison
The maximum XCS4.DE drawdown since its inception was -45.06%, 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 XCS4.DE and EXUS.DE.
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Drawdown Indicators
| XCS4.DE | EXUS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.06% | -16.21% | -28.85% |
Max Drawdown (1Y)Largest decline over 1 year | -10.38% | -8.68% | -1.70% |
Max Drawdown (3Y)Largest decline over 3 years | -29.85% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -34.04% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -45.06% | — | — |
Current DrawdownCurrent decline from peak | -0.16% | -0.76% | +0.60% |
Average DrawdownAverage peak-to-trough decline | -15.35% | -1.78% | -13.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.50% | 2.23% | +1.27% |
Volatility
XCS4.DE vs. EXUS.DE - Volatility Comparison
Xtrackers MSCI Thailand UCITS ETF 1C (XCS4.DE) has a higher volatility of 5.83% compared to Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE) at 3.28%. This indicates that XCS4.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
| XCS4.DE | EXUS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.83% | 3.28% | +2.55% |
Volatility (6M)Calculated over the trailing 6-month period | 16.61% | 10.06% | +6.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.68% | 12.37% | +9.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.74% | 13.39% | +4.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.70% | 13.39% | +6.31% |
XCS4.DE vs. EXUS.DE - Expense Ratio Comparison
XCS4.DE has a 0.50% expense ratio, which is higher than EXUS.DE's 0.15% expense ratio.
Dividends
XCS4.DE vs. EXUS.DE - Dividend Comparison
Neither XCS4.DE nor EXUS.DE has paid dividends to shareholders.
Frequently Asked Questions
XCS4.DE and EXUS.DE have a correlation of 0.42, 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 0.50% for XCS4.DE.
XCS4.DE is categorized as Asia Pacific Equities, while EXUS.DE is Global Equities. XCS4.DE tracks MSCI Thailand, while EXUS.DE tracks MSCI World ex USA index. Their fees differ too: 0.50% for XCS4.DE and 0.15% for EXUS.DE.
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