XDNY.DE vs. EXUS.DE
XDNY.DE (Xtrackers MSCI Japan ESG Screened UCITS ETF 1D) and EXUS.DE (Xtrackers MSCI World ex USA UCITS ETF 1C USD) are both exchange-traded funds - XDNY.DE is a Japan Equities fund tracking the MSCI Japan Select ESG Screened, while EXUS.DE is a Global Equities fund tracking the MSCI World ex USA index. Both are passively managed. Over the past year, XDNY.DE returned 30.31% vs 20.06% for EXUS.DE. A 0.74 correlation means they provide meaningful diversification when combined. Both charge a 0.15% expense ratio.
Performance
XDNY.DE vs. EXUS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDNY.DE achieves a 15.90% return, which is significantly higher than EXUS.DE's 9.64% return.
XDNY.DE
- 1D
- -0.44%
- 1M
- 3.52%
- YTD
- 15.90%
- 6M
- 16.21%
- 1Y
- 30.31%
- 3Y*
- 14.41%
- 5Y*
- 9.26%
- 10Y*
- 8.63%
EXUS.DE
- 1D
- 0.19%
- 1M
- 1.53%
- YTD
- 9.64%
- 6M
- 11.66%
- 1Y
- 20.06%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XDNY.DE vs. EXUS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
XDNY.DE Xtrackers MSCI Japan ESG Screened UCITS ETF 1D | 15.90% | 11.68% | 3.47% |
EXUS.DE Xtrackers MSCI World ex USA UCITS ETF 1C USD | 9.64% | 17.80% | 5.15% |
Correlation
The correlation between XDNY.DE and EXUS.DE is 0.79, 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 | 0.79 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2024 | 0.74 |
The correlation between XDNY.DE and EXUS.DE has been stable across timeframes, ranging from 0.74 to 0.79 - a consistent structural relationship.
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Return for Risk
XDNY.DE vs. EXUS.DE — Risk / Return Rank
XDNY.DE
EXUS.DE
XDNY.DE vs. EXUS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Japan ESG Screened UCITS ETF 1D (XDNY.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.
| XDNY.DE | EXUS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.07 | ||
| Sortino ratioReturn per unit of downside risk | +0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.31 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.84 | 2.30 | +0.54 |
| Martin ratioReturn relative to average drawdown | 9.22 | 9.01 | +0.21 |
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
| XDNY.DE | EXUS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.54 | 1.62 | -0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 1.10 | -0.73 |
Drawdowns
XDNY.DE vs. EXUS.DE - Drawdown Comparison
The maximum XDNY.DE drawdown since its inception was -28.31%, 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 XDNY.DE and EXUS.DE.
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Drawdown Indicators
| XDNY.DE | EXUS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.31% | -16.21% | -12.10% |
Max Drawdown (1Y)Largest decline over 1 year | -10.21% | -8.68% | -1.53% |
Max Drawdown (3Y)Largest decline over 3 years | -17.96% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -19.82% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -28.31% | — | — |
Current DrawdownCurrent decline from peak | -0.44% | -0.76% | +0.32% |
Average DrawdownAverage peak-to-trough decline | -6.48% | -1.78% | -4.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 2.23% | +0.93% |
Volatility
XDNY.DE vs. EXUS.DE - Volatility Comparison
Xtrackers MSCI Japan ESG Screened UCITS ETF 1D (XDNY.DE) has a higher volatility of 3.45% compared to Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE) at 3.28%. This indicates that XDNY.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
| XDNY.DE | EXUS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.45% | 3.28% | +0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 15.05% | 10.06% | +4.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.82% | 12.37% | +6.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.76% | 13.39% | +3.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.54% | 13.39% | +3.15% |
XDNY.DE vs. EXUS.DE - Expense Ratio Comparison
Both XDNY.DE and EXUS.DE have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
XDNY.DE vs. EXUS.DE - Dividend Comparison
XDNY.DE's dividend yield for the trailing twelve months is around 1.42%, while EXUS.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% | 0.00% | 0.00% |
XDNY.DE Xtrackers MSCI Japan ESG Screened UCITS ETF 1D | 1.42% | 1.66% | 1.60% | 1.77% | 2.98% | 1.40% | 1.82% | 1.73% | 1.24% | 2.07% | 0.69% |
Frequently Asked Questions
XDNY.DE and EXUS.DE have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
XDNY.DE and EXUS.DE have the same expense ratio: 0.15% per year.
XDNY.DE is categorized as Japan Equities, while EXUS.DE is Global Equities. XDNY.DE tracks MSCI Japan Select ESG Screened, while EXUS.DE tracks MSCI World ex USA index.
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