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XCS5.DE vs. EXUS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XCS5.DE vs. EXUS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI India Swap UCITS ETF 1C (XCS5.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, XCS5.DE achieves a -11.32% return, which is significantly lower than EXUS.DE's 9.64% return.


XCS5.DE

1D
1.17%
1M
-1.71%
YTD
-11.32%
6M
-12.06%
1Y
-14.48%
3Y*
2.32%
5Y*
3.97%
10Y*
6.41%

EXUS.DE

1D
0.19%
1M
3.48%
YTD
9.64%
6M
11.67%
1Y
20.10%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XCS5.DE vs. EXUS.DE - Yearly Performance Comparison


2026 (YTD)20252024
XCS5.DE
Xtrackers MSCI India Swap UCITS ETF 1C
-11.32%-10.02%9.85%
EXUS.DE
Xtrackers MSCI World ex USA UCITS ETF 1C USD
9.64%17.80%5.15%

Correlation

The correlation between XCS5.DE and EXUS.DE is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.50

Correlation (All Time)
Calculated using the full available price history since Mar 15, 2024

0.44

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Return for Risk

XCS5.DE vs. EXUS.DE — Risk / Return Rank

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

XCS5.DE
XCS5.DE Risk / Return Rank: 22
Overall Rank
XCS5.DE Sharpe Ratio Rank: 22
Sharpe Ratio Rank
XCS5.DE Sortino Ratio Rank: 22
Sortino Ratio Rank
XCS5.DE Omega Ratio Rank: 33
Omega Ratio Rank
XCS5.DE Calmar Ratio Rank: 33
Calmar Ratio Rank
XCS5.DE Martin Ratio Rank: 11
Martin Ratio Rank

EXUS.DE
EXUS.DE Risk / Return Rank: 4949
Overall Rank
EXUS.DE Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
EXUS.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
EXUS.DE Omega Ratio Rank: 5050
Omega Ratio Rank
EXUS.DE Calmar Ratio Rank: 4747
Calmar Ratio Rank
EXUS.DE Martin Ratio Rank: 5454
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.

XCS5.DE vs. EXUS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI India Swap UCITS ETF 1C (XCS5.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.


XCS5.DEEXUS.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.49

Sortino ratioReturn per unit of downside risk

-3.58

Omega ratioGain probability vs. loss probability

0.87

1.31

-0.44

Calmar ratioReturn relative to maximum drawdown

-0.72

2.30

-3.02

Martin ratioReturn relative to average drawdown

-1.49

9.01

-10.49

XCS5.DE vs. EXUS.DE - Sharpe Ratio Comparison

The current XCS5.DE Sharpe Ratio is -0.88, which is lower than the EXUS.DE Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of XCS5.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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Sharpe Ratios by Period


XCS5.DEEXUS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.88

1.62

-2.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

1.10

-0.85

Drawdowns

XCS5.DE vs. EXUS.DE - Drawdown Comparison

The maximum XCS5.DE drawdown since its inception was -41.37%, 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 XCS5.DE and EXUS.DE.


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Drawdown Indicators


XCS5.DEEXUS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-41.37%

-16.21%

-25.16%

Max Drawdown (1Y)

Largest decline over 1 year

-20.16%

-8.68%

-11.48%

Max Drawdown (3Y)

Largest decline over 3 years

-28.79%

Max Drawdown (5Y)

Largest decline over 5 years

-28.79%

Max Drawdown (10Y)

Largest decline over 10 years

-41.37%

Current Drawdown

Current decline from peak

-25.66%

-0.76%

-24.90%

Average Drawdown

Average peak-to-trough decline

-10.00%

-1.78%

-8.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.73%

2.23%

+7.50%

Volatility

XCS5.DE vs. EXUS.DE - Volatility Comparison

Xtrackers MSCI India Swap UCITS ETF 1C (XCS5.DE) has a higher volatility of 5.61% compared to Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE) at 3.28%. This indicates that XCS5.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


XCS5.DEEXUS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.61%

3.28%

+2.33%

Volatility (6M)

Calculated over the trailing 6-month period

13.67%

10.06%

+3.61%

Volatility (1Y)

Calculated over the trailing 1-year period

16.45%

12.37%

+4.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.22%

13.39%

+2.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.39%

13.39%

+7.00%

XCS5.DE vs. EXUS.DE - Expense Ratio Comparison

XCS5.DE has a 0.75% expense ratio, which is higher than EXUS.DE's 0.15% expense ratio.


Dividends

XCS5.DE vs. EXUS.DE - Dividend Comparison

Neither XCS5.DE nor EXUS.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XCS5.DE and EXUS.DE have a correlation of 0.50, 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 0.75% for XCS5.DE.

XCS5.DE is categorized as Asia Pacific Equities, while EXUS.DE is Global Equities. XCS5.DE tracks MSCI India, while EXUS.DE tracks MSCI World ex USA index. Their fees differ too: 0.75% for XCS5.DE and 0.15% for EXUS.DE.

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