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XDG7.DE vs. EXUS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDG7.DE vs. EXUS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Global SDG 7 Affordable and Clean Energy UCITS ETF 1C (XDG7.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, XDG7.DE achieves a 34.27% return, which is significantly higher than EXUS.DE's 9.64% return.


XDG7.DE

1D
-2.33%
1M
2.34%
YTD
34.27%
6M
33.11%
1Y
73.03%
3Y*
4.63%
5Y*
10Y*

EXUS.DE

1D
0.19%
1M
1.53%
YTD
9.64%
6M
11.66%
1Y
20.06%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDG7.DE vs. EXUS.DE - Yearly Performance Comparison


Correlation

The correlation between XDG7.DE and EXUS.DE is 0.57, 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

0.57

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

0.55

The correlation between XDG7.DE and EXUS.DE has been stable across timeframes, ranging from 0.55 to 0.57 - a consistent structural relationship.

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Return for Risk

XDG7.DE vs. EXUS.DE — Risk / Return Rank

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

XDG7.DE
XDG7.DE Risk / Return Rank: 7676
Overall Rank
XDG7.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
XDG7.DE Sortino Ratio Rank: 7373
Sortino Ratio Rank
XDG7.DE Omega Ratio Rank: 8989
Omega Ratio Rank
XDG7.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
XDG7.DE Martin Ratio Rank: 6262
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.

XDG7.DE vs. EXUS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Global SDG 7 Affordable and Clean Energy UCITS ETF 1C (XDG7.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.


XDG7.DEEXUS.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.78

Sortino ratioReturn per unit of downside risk

+0.88

Omega ratioGain probability vs. loss probability

1.56

1.31

+0.25

Calmar ratioReturn relative to maximum drawdown

4.19

2.30

+1.88

Martin ratioReturn relative to average drawdown

10.86

9.01

+1.85

XDG7.DE vs. EXUS.DE - Sharpe Ratio Comparison

The current XDG7.DE Sharpe Ratio is 2.40, which is higher than the EXUS.DE Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of XDG7.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


XDG7.DEEXUS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.40

1.62

+0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

1.10

-1.04

Drawdowns

XDG7.DE vs. EXUS.DE - Drawdown Comparison

The maximum XDG7.DE drawdown since its inception was -48.68%, 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 XDG7.DE and EXUS.DE.


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Drawdown Indicators


XDG7.DEEXUS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-48.68%

-16.21%

-32.47%

Max Drawdown (1Y)

Largest decline over 1 year

-17.21%

-8.68%

-8.53%

Max Drawdown (3Y)

Largest decline over 3 years

-43.66%

Current Drawdown

Current decline from peak

-2.95%

-0.76%

-2.19%

Average Drawdown

Average peak-to-trough decline

-26.59%

-1.78%

-24.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.64%

2.23%

+4.41%

Volatility

XDG7.DE vs. EXUS.DE - Volatility Comparison

Xtrackers MSCI Global SDG 7 Affordable and Clean Energy UCITS ETF 1C (XDG7.DE) has a higher volatility of 7.88% compared to Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE) at 3.28%. This indicates that XDG7.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


XDG7.DEEXUS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.88%

3.28%

+4.60%

Volatility (6M)

Calculated over the trailing 6-month period

13.49%

10.06%

+3.43%

Volatility (1Y)

Calculated over the trailing 1-year period

30.00%

12.37%

+17.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.08%

13.39%

+10.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.08%

13.39%

+10.69%

XDG7.DE vs. EXUS.DE - Expense Ratio Comparison

XDG7.DE has a 0.35% expense ratio, which is higher than EXUS.DE's 0.15% expense ratio.


Dividends

XDG7.DE vs. EXUS.DE - Dividend Comparison

Neither XDG7.DE nor EXUS.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XDG7.DE and EXUS.DE have a correlation of 0.57, 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 0.35% for XDG7.DE.

XDG7.DE is categorized as Energy Equities, while EXUS.DE is Global Equities. XDG7.DE tracks MSCI ACWI IMI SDG 7 Affordable and Clean Energy Select, while EXUS.DE tracks MSCI World ex USA index. Their fees differ too: 0.35% for XDG7.DE and 0.15% for EXUS.DE.

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