XDJE.DE vs. EXUS.DE
XDJE.DE (Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist)) and EXUS.DE (Xtrackers MSCI World ex USA UCITS ETF 1C USD) are both exchange-traded funds - XDJE.DE is a Japan Equities fund tracking the Nikkei 225 Index (EUR Hedged), while EXUS.DE is a Global Equities fund tracking the MSCI World ex USA index. Both are passively managed. Over the past year, XDJE.DE returned 77.62% vs 25.65% for EXUS.DE. A 0.68 correlation means they provide meaningful diversification when combined. XDJE.DE charges 0.19%/yr vs 0.15%/yr for EXUS.DE.
Performance
XDJE.DE vs. EXUS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDJE.DE achieves a 39.34% return, which is significantly higher than EXUS.DE's 13.41% return.
XDJE.DE
- 1D
- 1.66%
- 1M
- 2.25%
- 6M
- 38.79%
- YTD
- 39.34%
- 1Y
- 77.62%
- 3Y*
- 32.58%
- 5Y*
- 22.73%
- 10Y*
- —
EXUS.DE
- 1D
- 0.66%
- 1M
- 3.63%
- 6M
- 13.12%
- YTD
- 13.41%
- 1Y
- 25.65%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XDJE.DE vs. EXUS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
XDJE.DE Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist) | 39.34% | 30.93% | 6.60% |
EXUS.DE Xtrackers MSCI World ex USA UCITS ETF 1C USD | 13.41% | 17.80% | 4.15% |
Correlation
The correlation between XDJE.DE and EXUS.DE is 0.70, 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 | 0.70 |
Correlation (All Time) Calculated using the full available price history since Mar 14, 2024 | 0.68 |
The correlation between XDJE.DE and EXUS.DE has been stable across timeframes, ranging from 0.68 to 0.70 - a consistent structural relationship.
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Return for Risk
XDJE.DE vs. EXUS.DE — Risk / Return Rank
XDJE.DE
EXUS.DE
XDJE.DE vs. EXUS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist) (XDJE.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XDJE.DE | EXUS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.93 | ||
| Sortino ratioReturn per unit of downside risk | +0.98 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.38 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 6.05 | 2.94 | +3.10 |
| Martin ratioReturn relative to average drawdown | 19.40 | 11.77 | +7.63 |
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Drawdowns
XDJE.DE vs. EXUS.DE - Drawdown Comparison
The maximum XDJE.DE drawdown since its inception was -32.45%, 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 XDJE.DE and EXUS.DE.
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Drawdown Indicators
| XDJE.DE | EXUS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.45% | -16.21% | -16.24% |
Max Drawdown (1Y)Largest decline over 1 year | -12.77% | -8.67% | -4.10% |
Max Drawdown (3Y)Largest decline over 3 years | -22.87% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -22.87% | — | — |
Current DrawdownCurrent decline from peak | -4.38% | 0.00% | -4.38% |
Average DrawdownAverage peak-to-trough decline | -6.08% | -1.75% | -4.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.99% | 2.17% | +1.82% |
Volatility
XDJE.DE vs. EXUS.DE - Volatility Comparison
Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist) (XDJE.DE) has a higher volatility of 10.10% compared to Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE) at 3.18%. This indicates that XDJE.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
| XDJE.DE | EXUS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.10% | 3.18% | +6.92% |
Volatility (6M)Calculated over the trailing 6-month period | 20.83% | 10.31% | +10.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.12% | 12.59% | +13.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.08% | 13.36% | +7.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.00% | 13.36% | +8.64% |
XDJE.DE vs. EXUS.DE - Expense Ratio Comparison
XDJE.DE has a 0.19% 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
XDJE.DE vs. EXUS.DE - Dividend Comparison
XDJE.DE's dividend yield for the trailing twelve months is around 0.79%, while EXUS.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
EXUS.DE Xtrackers MSCI World ex USA UCITS ETF 1C USD | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XDJE.DE Xtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist) | 0.79% | 1.11% | 1.21% | 1.32% | 2.27% | 1.08% | 1.00% |
Frequently Asked Questions
XDJE.DE and EXUS.DE have a correlation of 0.70, 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 0.19% for XDJE.DE.
XDJE.DE is categorized as Japan Equities, while EXUS.DE is Global Equities. XDJE.DE tracks Nikkei 225 Index (EUR Hedged), while EXUS.DE tracks MSCI World ex USA index. Their fees differ too: 0.19% for XDJE.DE and 0.15% for EXUS.DE.
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