XCS6.DE vs. EXUS.DE
XCS6.DE (Xtrackers MSCI China UCITS ETF 1C) and EXUS.DE (Xtrackers MSCI World ex USA UCITS ETF 1C USD) are both exchange-traded funds - XCS6.DE is a China Equities fund tracking the MSCI China, while EXUS.DE is a Global Equities fund tracking the MSCI World ex USA index. Both are passively managed. Over the past year, XCS6.DE returned 2.03% vs 20.06% for EXUS.DE. At a 0.37 correlation, their price movements are largely independent. XCS6.DE charges 0.65%/yr vs 0.15%/yr for EXUS.DE.
Performance
XCS6.DE vs. EXUS.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XCS6.DE achieves a -7.24% return, which is significantly lower than EXUS.DE's 9.64% return.
XCS6.DE
- 1D
- -0.30%
- 1M
- -3.42%
- YTD
- -7.24%
- 6M
- -9.67%
- 1Y
- 2.03%
- 3Y*
- 7.21%
- 5Y*
- -4.64%
- 10Y*
- 4.37%
EXUS.DE
- 1D
- 0.19%
- 1M
- 1.53%
- YTD
- 9.64%
- 6M
- 11.66%
- 1Y
- 20.06%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XCS6.DE vs. EXUS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
XCS6.DE Xtrackers MSCI China UCITS ETF 1C | -7.24% | 16.38% | 26.08% |
EXUS.DE Xtrackers MSCI World ex USA UCITS ETF 1C USD | 9.64% | 17.80% | 5.15% |
Correlation
The correlation between XCS6.DE and EXUS.DE is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2024 | 0.37 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XCS6.DE vs. EXUS.DE — Risk / Return Rank
XCS6.DE
EXUS.DE
XCS6.DE vs. EXUS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI China UCITS ETF 1C (XCS6.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.
| XCS6.DE | EXUS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.50 | ||
| Sortino ratioReturn per unit of downside risk | -2.06 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.31 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 0.13 | 2.30 | -2.18 |
| Martin ratioReturn relative to average drawdown | 0.27 | 9.01 | -8.74 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| XCS6.DE | EXUS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.12 | 1.62 | -1.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.17 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.17 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 1.10 | -0.94 |
Drawdowns
XCS6.DE vs. EXUS.DE - Drawdown Comparison
The maximum XCS6.DE drawdown since its inception was -56.31%, 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 XCS6.DE and EXUS.DE.
Loading charts...
Drawdown Indicators
| XCS6.DE | EXUS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.31% | -16.21% | -40.10% |
Max Drawdown (1Y)Largest decline over 1 year | -17.28% | -8.68% | -8.60% |
Max Drawdown (3Y)Largest decline over 3 years | -24.77% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -49.94% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -56.31% | — | — |
Current DrawdownCurrent decline from peak | -33.60% | -0.76% | -32.84% |
Average DrawdownAverage peak-to-trough decline | -21.19% | -1.78% | -19.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.27% | 2.23% | +6.04% |
Volatility
XCS6.DE vs. EXUS.DE - Volatility Comparison
Xtrackers MSCI China UCITS ETF 1C (XCS6.DE) has a higher volatility of 7.17% compared to Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE) at 3.28%. This indicates that XCS6.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.
Loading charts...
Volatility by Period
| XCS6.DE | EXUS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.17% | 3.28% | +3.89% |
Volatility (6M)Calculated over the trailing 6-month period | 13.14% | 10.06% | +3.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.53% | 12.37% | +6.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.67% | 13.39% | +14.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.33% | 13.39% | +11.94% |
XCS6.DE vs. EXUS.DE - Expense Ratio Comparison
XCS6.DE has a 0.65% expense ratio, which is higher than EXUS.DE's 0.15% expense ratio.
Dividends
XCS6.DE vs. EXUS.DE - Dividend Comparison
Neither XCS6.DE nor EXUS.DE has paid dividends to shareholders.
Frequently Asked Questions
XCS6.DE and EXUS.DE have a correlation of 0.40, 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 0.65% for XCS6.DE.
XCS6.DE is categorized as China Equities, while EXUS.DE is Global Equities. XCS6.DE tracks MSCI China, while EXUS.DE tracks MSCI World ex USA index. Their fees differ too: 0.65% for XCS6.DE and 0.15% for EXUS.DE.
Find the right allocation for XCS6.DE and EXUS.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer