XDPP.L vs. EXUS.L
XDPP.L (Xtrackers S&P 500 UCITS ETF 4C) and EXUS.L (Xtrackers MSCI World ex USA UCITS ETF 1C USD) are both exchange-traded funds - XDPP.L is a S&P 500 fund tracking the S&P 500 Index, while EXUS.L is a Global Equities fund tracking the MSCI World ex USA index. Both are passively managed. Over the past year, XDPP.L returned 29.16% vs 23.65% for EXUS.L. A 0.56 correlation means they provide meaningful diversification when combined. XDPP.L charges 0.06%/yr vs 0.15%/yr for EXUS.L.
Performance
XDPP.L vs. EXUS.L - Performance Comparison
Loading charts...
Different Trading Currencies
XDPP.L is traded in GBP, while EXUS.L is traded in USD. To make them comparable, the EXUS.L values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, XDPP.L achieves a 10.57% return, which is significantly higher than EXUS.L's 9.01% return.
XDPP.L
- 1D
- -0.24%
- 1M
- 6.00%
- YTD
- 10.57%
- 6M
- 10.57%
- 1Y
- 29.16%
- 3Y*
- 19.33%
- 5Y*
- —
- 10Y*
- —
EXUS.L
- 1D
- -0.27%
- 1M
- 4.32%
- YTD
- 9.01%
- 6M
- 11.25%
- 1Y
- 23.65%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XDPP.L vs. EXUS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
XDPP.L Xtrackers S&P 500 UCITS ETF 4C | 10.57% | 9.44% | 18.77% |
EXUS.L Xtrackers MSCI World ex USA UCITS ETF 1C USD | 9.01% | 22.57% | 2.99% |
Correlation
The correlation between XDPP.L and EXUS.L 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 7, 2024 | 0.56 |
The correlation between XDPP.L and EXUS.L has been stable across timeframes, ranging from 0.56 to 0.57 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XDPP.L vs. EXUS.L — Risk / Return Rank
XDPP.L
EXUS.L
XDPP.L vs. EXUS.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 UCITS ETF 4C (XDPP.L) and Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.L). 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.
| XDPP.L | EXUS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.99 | ||
| Sortino ratioReturn per unit of downside risk | +1.15 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 1.34 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 3.99 | 2.42 | +1.57 |
| Martin ratioReturn relative to average drawdown | 14.32 | 8.95 | +5.38 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| XDPP.L | EXUS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.78 | 1.78 | +0.99 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.25 | 1.13 | +0.13 |
Drawdowns
XDPP.L vs. EXUS.L - Drawdown Comparison
The maximum XDPP.L drawdown since its inception was -20.98%, which is greater than EXUS.L's maximum drawdown of -12.97%. Use the drawdown chart below to compare losses from any high point for XDPP.L and EXUS.L.
Loading charts...
Drawdown Indicators
| XDPP.L | EXUS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.98% | -12.97% | -8.01% |
Max Drawdown (1Y)Largest decline over 1 year | -7.28% | -9.70% | +2.42% |
Max Drawdown (3Y)Largest decline over 3 years | -20.98% | — | — |
Current DrawdownCurrent decline from peak | -0.24% | -0.48% | +0.24% |
Average DrawdownAverage peak-to-trough decline | -3.49% | -1.76% | -1.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.03% | 2.63% | -0.60% |
Volatility
XDPP.L vs. EXUS.L - Volatility Comparison
The current volatility for Xtrackers S&P 500 UCITS ETF 4C (XDPP.L) is 2.62%, while Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.L) has a volatility of 3.84%. This indicates that XDPP.L experiences smaller price fluctuations and is considered to be less risky than EXUS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XDPP.L | EXUS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.62% | 3.84% | -1.22% |
Volatility (6M)Calculated over the trailing 6-month period | 7.13% | 11.22% | -4.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.53% | 13.16% | -2.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.90% | 13.54% | +0.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.90% | 13.54% | +0.36% |
XDPP.L vs. EXUS.L - Expense Ratio Comparison
XDPP.L has a 0.06% expense ratio, which is lower than EXUS.L's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
XDPP.L vs. EXUS.L - Dividend Comparison
Neither XDPP.L nor EXUS.L has paid dividends to shareholders.
Frequently Asked Questions
XDPP.L and EXUS.L 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, XDPP.L is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDPP.L is cheaper with a 0.06% expense ratio, compared with 0.15% for EXUS.L.
XDPP.L is categorized as S&P 500, while EXUS.L is Global Equities. XDPP.L tracks S&P 500 Index, while EXUS.L tracks MSCI World ex USA index. Their fees differ too: 0.06% for XDPP.L and 0.15% for EXUS.L.
Find the right allocation for XDPP.L and EXUS.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer