XDW0.DE vs. EXUS.DE
XDW0.DE (Xtrackers MSCI World Energy UCITS ETF 1C) and EXUS.DE (Xtrackers MSCI World ex USA UCITS ETF 1C USD) are both exchange-traded funds - XDW0.DE is a Energy Equities fund tracking the MSCI World/Energy NR USD, while EXUS.DE is a Global Equities fund tracking the MSCI World ex USA index. Both are passively managed. Over the past year, XDW0.DE returned 45.88% vs 20.06% for EXUS.DE. At a 0.18 correlation, their price movements are largely independent. XDW0.DE charges 0.25%/yr vs 0.15%/yr for EXUS.DE.
Performance
XDW0.DE vs. EXUS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDW0.DE achieves a 32.75% return, which is significantly higher than EXUS.DE's 9.64% return.
XDW0.DE
- 1D
- -0.47%
- 1M
- 3.29%
- YTD
- 32.75%
- 6M
- 28.86%
- 1Y
- 45.88%
- 3Y*
- 15.71%
- 5Y*
- 20.33%
- 10Y*
- 9.20%
EXUS.DE
- 1D
- 0.19%
- 1M
- 1.53%
- YTD
- 9.64%
- 6M
- 11.66%
- 1Y
- 20.06%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XDW0.DE vs. EXUS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
XDW0.DE Xtrackers MSCI World Energy UCITS ETF 1C | 32.75% | 2.24% | 0.14% |
EXUS.DE Xtrackers MSCI World ex USA UCITS ETF 1C USD | 9.64% | 17.80% | 5.15% |
Correlation
The correlation between XDW0.DE and EXUS.DE is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.09 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2024 | 0.18 |
The correlation between XDW0.DE and EXUS.DE shifts across timeframes, from -0.09 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XDW0.DE vs. EXUS.DE — Risk / Return Rank
XDW0.DE
EXUS.DE
XDW0.DE vs. EXUS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.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.
| XDW0.DE | EXUS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.48 | ||
| Sortino ratioReturn per unit of downside risk | +0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.31 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.98 | 2.30 | +0.68 |
| Martin ratioReturn relative to average drawdown | 9.92 | 9.01 | +0.91 |
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
| XDW0.DE | EXUS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.10 | 1.62 | +0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 1.10 | -0.74 |
Drawdowns
XDW0.DE vs. EXUS.DE - Drawdown Comparison
The maximum XDW0.DE drawdown since its inception was -61.44%, 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 XDW0.DE and EXUS.DE.
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Drawdown Indicators
| XDW0.DE | EXUS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.44% | -16.21% | -45.23% |
Max Drawdown (1Y)Largest decline over 1 year | -15.05% | -8.68% | -6.37% |
Max Drawdown (3Y)Largest decline over 3 years | -23.71% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -23.71% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -61.44% | — | — |
Current DrawdownCurrent decline from peak | -7.38% | -0.76% | -6.62% |
Average DrawdownAverage peak-to-trough decline | -13.84% | -1.78% | -12.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.53% | 2.23% | +2.30% |
Volatility
XDW0.DE vs. EXUS.DE - Volatility Comparison
Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) has a higher volatility of 6.96% compared to Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE) at 3.28%. This indicates that XDW0.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
| XDW0.DE | EXUS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.96% | 3.28% | +3.68% |
Volatility (6M)Calculated over the trailing 6-month period | 18.42% | 10.06% | +8.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.48% | 12.37% | +9.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.04% | 13.39% | +10.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.02% | 13.39% | +12.63% |
XDW0.DE vs. EXUS.DE - Expense Ratio Comparison
XDW0.DE has a 0.25% 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
XDW0.DE vs. EXUS.DE - Dividend Comparison
Neither XDW0.DE nor EXUS.DE has paid dividends to shareholders.
Frequently Asked Questions
XDW0.DE and EXUS.DE have a correlation of -0.09, 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 0.25% for XDW0.DE.
XDW0.DE is categorized as Energy Equities, while EXUS.DE is Global Equities. XDW0.DE tracks MSCI World/Energy NR USD, while EXUS.DE tracks MSCI World ex USA index. Their fees differ too: 0.25% for XDW0.DE and 0.15% for EXUS.DE.
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