XDEQ.DE vs. EXUS.DE
XDEQ.DE (Xtrackers MSCI World Quality Factor UCITS ETF 1C) and EXUS.DE (Xtrackers MSCI World ex USA UCITS ETF 1C USD) are both Global Equities funds from Xtrackers - XDEQ.DE tracks the MSCI ACWI NR USD while EXUS.DE tracks the MSCI World ex USA index. Both are passively managed. Over the past year, XDEQ.DE returned 19.01% vs 20.06% for EXUS.DE. A 0.75 correlation means they provide meaningful diversification when combined. XDEQ.DE charges 0.25%/yr vs 0.15%/yr for EXUS.DE.
Performance
XDEQ.DE vs. EXUS.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with XDEQ.DE having a 9.48% return and EXUS.DE slightly higher at 9.64%.
XDEQ.DE
- 1D
- 0.79%
- 1M
- 3.10%
- YTD
- 9.48%
- 6M
- 9.63%
- 1Y
- 19.01%
- 3Y*
- 15.18%
- 5Y*
- 11.42%
- 10Y*
- 12.38%
EXUS.DE
- 1D
- 0.19%
- 1M
- 1.53%
- YTD
- 9.64%
- 6M
- 11.66%
- 1Y
- 20.06%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XDEQ.DE vs. EXUS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
XDEQ.DE Xtrackers MSCI World Quality Factor UCITS ETF 1C | 9.48% | 2.87% | 11.69% |
EXUS.DE Xtrackers MSCI World ex USA UCITS ETF 1C USD | 9.64% | 17.80% | 5.15% |
Correlation
The correlation between XDEQ.DE and EXUS.DE is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2024 | 0.75 |
The correlation between XDEQ.DE and EXUS.DE has been stable across timeframes, ranging from 0.75 to 0.78 - a consistent structural relationship.
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Return for Risk
XDEQ.DE vs. EXUS.DE — Risk / Return Rank
XDEQ.DE
EXUS.DE
XDEQ.DE vs. EXUS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.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.
| XDEQ.DE | EXUS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.16 | ||
| Sortino ratioReturn per unit of downside risk | +0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.31 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.04 | 2.30 | +0.74 |
| Martin ratioReturn relative to average drawdown | 12.17 | 9.01 | +3.16 |
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
| XDEQ.DE | EXUS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.78 | 1.62 | +0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.85 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 1.10 | -0.30 |
Drawdowns
XDEQ.DE vs. EXUS.DE - Drawdown Comparison
The maximum XDEQ.DE drawdown since its inception was -32.16%, 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 XDEQ.DE and EXUS.DE.
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Drawdown Indicators
| XDEQ.DE | EXUS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.16% | -16.21% | -15.95% |
Max Drawdown (1Y)Largest decline over 1 year | -6.22% | -8.68% | +2.46% |
Max Drawdown (3Y)Largest decline over 3 years | -20.59% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -20.59% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -32.16% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.76% | +0.76% |
Average DrawdownAverage peak-to-trough decline | -4.75% | -1.78% | -2.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.56% | 2.23% | -0.67% |
Volatility
XDEQ.DE vs. EXUS.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE) is 2.36%, while Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE) has a volatility of 3.28%. This indicates that XDEQ.DE experiences smaller price fluctuations and is considered to be less risky 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
| XDEQ.DE | EXUS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.36% | 3.28% | -0.92% |
Volatility (6M)Calculated over the trailing 6-month period | 7.32% | 10.06% | -2.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.64% | 12.37% | -1.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.12% | 13.39% | +0.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.35% | 13.39% | +1.96% |
XDEQ.DE vs. EXUS.DE - Expense Ratio Comparison
XDEQ.DE has a 0.25% expense ratio, which is higher than EXUS.DE's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
XDEQ.DE vs. EXUS.DE - Dividend Comparison
Neither XDEQ.DE nor EXUS.DE has paid dividends to shareholders.
Frequently Asked Questions
XDEQ.DE and EXUS.DE have a correlation of 0.78, 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 0.25% for XDEQ.DE.
XDEQ.DE tracks MSCI ACWI NR USD, while EXUS.DE tracks MSCI World ex USA index. Their fees differ too: 0.25% for XDEQ.DE and 0.15% for EXUS.DE.
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