XDWD.DE vs. EXUS.DE
XDWD.DE (Xtrackers MSCI World UCITS ETF 1C) and EXUS.DE (Xtrackers MSCI World ex USA UCITS ETF 1C USD) are both Global Equities funds from Xtrackers - XDWD.DE tracks the MSCI World while EXUS.DE tracks the MSCI World ex USA index. Both are passively managed. Over the past year, XDWD.DE returned 23.85% vs 20.10% for EXUS.DE. A 0.78 correlation means they provide meaningful diversification when combined. XDWD.DE charges 0.19%/yr vs 0.15%/yr for EXUS.DE.
Performance
XDWD.DE vs. EXUS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDWD.DE achieves a 10.91% return, which is significantly higher than EXUS.DE's 9.64% return.
XDWD.DE
- 1D
- -0.01%
- 1M
- 4.72%
- YTD
- 10.91%
- 6M
- 11.37%
- 1Y
- 23.85%
- 3Y*
- 17.56%
- 5Y*
- 12.89%
- 10Y*
- 12.83%
EXUS.DE
- 1D
- 0.19%
- 1M
- 3.48%
- YTD
- 9.64%
- 6M
- 11.67%
- 1Y
- 20.10%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XDWD.DE vs. EXUS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
XDWD.DE Xtrackers MSCI World UCITS ETF 1C | 10.91% | 7.85% | 16.19% |
EXUS.DE Xtrackers MSCI World ex USA UCITS ETF 1C USD | 9.64% | 17.80% | 5.15% |
Correlation
The correlation between XDWD.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 | 0.78 |
The correlation between XDWD.DE and EXUS.DE has been stable across timeframes, ranging from 0.78 to 0.79 - a consistent structural relationship.
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Return for Risk
XDWD.DE vs. EXUS.DE — Risk / Return Rank
XDWD.DE
EXUS.DE
XDWD.DE vs. EXUS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World UCITS ETF 1C (XDWD.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.
| XDWD.DE | EXUS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.52 | ||
| Sortino ratioReturn per unit of downside risk | +0.62 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.31 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.63 | 2.30 | +1.33 |
| Martin ratioReturn relative to average drawdown | 14.44 | 9.01 | +5.43 |
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
| XDWD.DE | EXUS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.14 | 1.62 | +0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 1.10 | -0.32 |
Drawdowns
XDWD.DE vs. EXUS.DE - Drawdown Comparison
The maximum XDWD.DE drawdown since its inception was -33.55%, 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 XDWD.DE and EXUS.DE.
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Drawdown Indicators
| XDWD.DE | EXUS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.55% | -16.21% | -17.34% |
Max Drawdown (1Y)Largest decline over 1 year | -6.54% | -8.68% | +2.14% |
Max Drawdown (3Y)Largest decline over 3 years | -21.64% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -21.64% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -33.55% | — | — |
Current DrawdownCurrent decline from peak | -0.33% | -0.76% | +0.43% |
Average DrawdownAverage peak-to-trough decline | -4.55% | -1.78% | -2.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.65% | 2.23% | -0.58% |
Volatility
XDWD.DE vs. EXUS.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) is 2.60%, while Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE) has a volatility of 3.28%. This indicates that XDWD.DE experiences smaller price fluctuations and is considered to be less risky 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
| XDWD.DE | EXUS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.60% | 3.28% | -0.68% |
Volatility (6M)Calculated over the trailing 6-month period | 7.77% | 10.06% | -2.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.12% | 12.37% | -1.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.13% | 13.39% | +0.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.16% | 13.39% | +1.77% |
XDWD.DE vs. EXUS.DE - Expense Ratio Comparison
XDWD.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
XDWD.DE vs. EXUS.DE - Dividend Comparison
Neither XDWD.DE nor EXUS.DE has paid dividends to shareholders.
Frequently Asked Questions
XDWD.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.
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 XDWD.DE.
XDWD.DE tracks MSCI World, while EXUS.DE tracks MSCI World ex USA index. Their fees differ too: 0.19% for XDWD.DE and 0.15% for EXUS.DE.
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