XDWF.DE vs. EXUS.DE
XDWF.DE (Xtrackers MSCI World Financials UCITS ETF 1C) and EXUS.DE (Xtrackers MSCI World ex USA UCITS ETF 1C USD) are both exchange-traded funds - XDWF.DE is a Financials Equities fund tracking the MSCI World Financials, while EXUS.DE is a Global Equities fund tracking the MSCI World ex USA index. Both are passively managed. Over the past year, XDWF.DE returned 12.52% vs 20.10% for EXUS.DE. A 0.72 correlation means they provide meaningful diversification when combined. XDWF.DE charges 0.25%/yr vs 0.15%/yr for EXUS.DE.
Performance
XDWF.DE vs. EXUS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDWF.DE achieves a 1.15% return, which is significantly lower than EXUS.DE's 9.64% return.
XDWF.DE
- 1D
- 2.02%
- 1M
- 2.66%
- YTD
- 1.15%
- 6M
- 4.89%
- 1Y
- 12.52%
- 3Y*
- 20.89%
- 5Y*
- 12.85%
- 10Y*
- 11.89%
EXUS.DE
- 1D
- 0.19%
- 1M
- 3.48%
- YTD
- 9.64%
- 6M
- 11.67%
- 1Y
- 20.10%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XDWF.DE vs. EXUS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
XDWF.DE Xtrackers MSCI World Financials UCITS ETF 1C | 1.15% | 15.35% | 23.19% |
EXUS.DE Xtrackers MSCI World ex USA UCITS ETF 1C USD | 9.64% | 17.80% | 5.15% |
Correlation
The correlation between XDWF.DE and EXUS.DE is 0.71, 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 | 0.71 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2024 | 0.72 |
The correlation between XDWF.DE and EXUS.DE has been stable across timeframes, ranging from 0.71 to 0.72 - a consistent structural relationship.
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Return for Risk
XDWF.DE vs. EXUS.DE — Risk / Return Rank
XDWF.DE
EXUS.DE
XDWF.DE vs. EXUS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.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.
| XDWF.DE | EXUS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.69 | ||
| Sortino ratioReturn per unit of downside risk | -0.96 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.31 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.29 | 2.30 | -1.01 |
| Martin ratioReturn relative to average drawdown | 3.98 | 9.01 | -5.03 |
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
| XDWF.DE | EXUS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 1.62 | -0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 1.10 | -0.47 |
Drawdowns
XDWF.DE vs. EXUS.DE - Drawdown Comparison
The maximum XDWF.DE drawdown since its inception was -42.06%, 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 XDWF.DE and EXUS.DE.
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Drawdown Indicators
| XDWF.DE | EXUS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.06% | -16.21% | -25.85% |
Max Drawdown (1Y)Largest decline over 1 year | -9.65% | -8.68% | -0.97% |
Max Drawdown (3Y)Largest decline over 3 years | -19.74% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -19.74% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -42.06% | — | — |
Current DrawdownCurrent decline from peak | -0.84% | -0.76% | -0.08% |
Average DrawdownAverage peak-to-trough decline | -6.06% | -1.78% | -4.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 2.23% | +0.91% |
Volatility
XDWF.DE vs. EXUS.DE - Volatility Comparison
Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.DE) and Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE) have volatilities of 3.37% and 3.28%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDWF.DE | EXUS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.37% | 3.28% | +0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 10.03% | 10.06% | -0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.39% | 12.37% | +1.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.25% | 13.39% | +2.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.61% | 13.39% | +5.22% |
XDWF.DE vs. EXUS.DE - Expense Ratio Comparison
XDWF.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
XDWF.DE vs. EXUS.DE - Dividend Comparison
Neither XDWF.DE nor EXUS.DE has paid dividends to shareholders.
Frequently Asked Questions
XDWF.DE and EXUS.DE have a correlation of 0.71, 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 XDWF.DE.
XDWF.DE is categorized as Financials Equities, while EXUS.DE is Global Equities. XDWF.DE tracks MSCI World Financials, while EXUS.DE tracks MSCI World ex USA index. Their fees differ too: 0.25% for XDWF.DE and 0.15% for EXUS.DE.
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