XDPD.DE vs. EXUS.DE
XDPD.DE (Xtrackers S&P 500 UCITS ETF EUR Hedged (Dist)) and EXUS.DE (Xtrackers MSCI World ex USA UCITS ETF 1C USD) are both exchange-traded funds - XDPD.DE is a S&P 500 fund tracking the S&P 500 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, XDPD.DE returned 17.59% vs 25.65% for EXUS.DE. A 0.67 correlation means they provide meaningful diversification when combined. XDPD.DE charges 0.20%/yr vs 0.15%/yr for EXUS.DE.
Performance
XDPD.DE vs. EXUS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDPD.DE achieves a 7.76% return, which is significantly lower than EXUS.DE's 13.41% return.
XDPD.DE
- 1D
- 0.19%
- 1M
- -1.01%
- 6M
- 8.74%
- YTD
- 7.76%
- 1Y
- 17.59%
- 3Y*
- 17.59%
- 5Y*
- 10.14%
- 10Y*
- —
EXUS.DE
- 1D
- 0.66%
- 1M
- 3.63%
- 6M
- 13.12%
- YTD
- 13.41%
- 1Y
- 25.65%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XDPD.DE vs. EXUS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
XDPD.DE Xtrackers S&P 500 UCITS ETF EUR Hedged (Dist) | 7.76% | 15.06% | 13.73% |
EXUS.DE Xtrackers MSCI World ex USA UCITS ETF 1C USD | 13.41% | 17.80% | 4.15% |
Correlation
The correlation between XDPD.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 | 0.67 |
The correlation between XDPD.DE and EXUS.DE has been stable across timeframes, ranging from 0.67 to 0.70 - a consistent structural relationship.
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Return for Risk
XDPD.DE vs. EXUS.DE — Risk / Return Rank
XDPD.DE
EXUS.DE
XDPD.DE vs. EXUS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 UCITS ETF EUR Hedged (Dist) (XDPD.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.
| XDPD.DE | EXUS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.57 | ||
| Sortino ratioReturn per unit of downside risk | -0.71 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.38 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.02 | 2.94 | -0.93 |
| Martin ratioReturn relative to average drawdown | 8.10 | 11.77 | -3.67 |
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Drawdowns
XDPD.DE vs. EXUS.DE - Drawdown Comparison
The maximum XDPD.DE drawdown since its inception was -34.14%, 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 XDPD.DE and EXUS.DE.
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Drawdown Indicators
| XDPD.DE | EXUS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.14% | -16.21% | -17.93% |
Max Drawdown (1Y)Largest decline over 1 year | -8.67% | -8.67% | 0.00% |
Max Drawdown (3Y)Largest decline over 3 years | -18.51% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -26.18% | — | — |
Current DrawdownCurrent decline from peak | -1.57% | 0.00% | -1.57% |
Average DrawdownAverage peak-to-trough decline | -5.85% | -1.75% | -4.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.17% | 2.17% | 0.00% |
Volatility
XDPD.DE vs. EXUS.DE - Volatility Comparison
Xtrackers S&P 500 UCITS ETF EUR Hedged (Dist) (XDPD.DE) has a higher volatility of 4.04% compared to Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE) at 3.18%. This indicates that XDPD.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
| XDPD.DE | EXUS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.04% | 3.18% | +0.86% |
Volatility (6M)Calculated over the trailing 6-month period | 9.20% | 10.31% | -1.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.06% | 12.59% | -0.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.05% | 13.36% | +2.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.69% | 13.36% | +4.33% |
XDPD.DE vs. EXUS.DE - Expense Ratio Comparison
XDPD.DE has a 0.20% 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
XDPD.DE vs. EXUS.DE - Dividend Comparison
XDPD.DE's dividend yield for the trailing twelve months is around 0.71%, 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% |
XDPD.DE Xtrackers S&P 500 UCITS ETF EUR Hedged (Dist) | 0.71% | 0.80% | 0.89% | 1.04% | 1.91% | 0.85% | 1.43% |
Frequently Asked Questions
XDPD.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 0.20% for XDPD.DE.
XDPD.DE is categorized as S&P 500, while EXUS.DE is Global Equities. XDPD.DE tracks S&P 500 Index (EUR Hedged), while EXUS.DE tracks MSCI World ex USA index. Their fees differ too: 0.20% for XDPD.DE and 0.15% for EXUS.DE.
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