XDWM.DE vs. EXUS.DE
XDWM.DE (Xtrackers MSCI World Materials UCITS ETF 1C) and EXUS.DE (Xtrackers MSCI World ex USA UCITS ETF 1C USD) are both exchange-traded funds - XDWM.DE is a Industrials Equities fund tracking the MSCI World/Materials 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, XDWM.DE returned 29.85% vs 20.10% for EXUS.DE. A 0.76 correlation means they provide meaningful diversification when combined. XDWM.DE charges 0.25%/yr vs 0.15%/yr for EXUS.DE.
Performance
XDWM.DE vs. EXUS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDWM.DE achieves a 15.62% return, which is significantly higher than EXUS.DE's 9.64% return.
XDWM.DE
- 1D
- -0.60%
- 1M
- 4.06%
- YTD
- 15.62%
- 6M
- 20.60%
- 1Y
- 29.85%
- 3Y*
- 12.34%
- 5Y*
- 7.86%
- 10Y*
- 10.70%
EXUS.DE
- 1D
- 0.19%
- 1M
- 3.48%
- YTD
- 9.64%
- 6M
- 11.67%
- 1Y
- 20.10%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XDWM.DE vs. EXUS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
XDWM.DE Xtrackers MSCI World Materials UCITS ETF 1C | 15.62% | 12.88% | -1.98% |
EXUS.DE Xtrackers MSCI World ex USA UCITS ETF 1C USD | 9.64% | 17.80% | 5.15% |
Correlation
The correlation between XDWM.DE and EXUS.DE is 0.72, 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 | 0.72 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2024 | 0.76 |
The correlation between XDWM.DE and EXUS.DE has been stable across timeframes, ranging from 0.72 to 0.76 - a consistent structural relationship.
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Return for Risk
XDWM.DE vs. EXUS.DE — Risk / Return Rank
XDWM.DE
EXUS.DE
XDWM.DE vs. EXUS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Materials UCITS ETF 1C (XDWM.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.
| XDWM.DE | EXUS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.09 | ||
| Sortino ratioReturn per unit of downside risk | +0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.31 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.17 | 2.30 | -0.13 |
| Martin ratioReturn relative to average drawdown | 8.91 | 9.01 | -0.10 |
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
| XDWM.DE | EXUS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.70 | 1.62 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 1.10 | -0.48 |
Drawdowns
XDWM.DE vs. EXUS.DE - Drawdown Comparison
The maximum XDWM.DE drawdown since its inception was -33.91%, 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 XDWM.DE and EXUS.DE.
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Drawdown Indicators
| XDWM.DE | EXUS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.91% | -16.21% | -17.70% |
Max Drawdown (1Y)Largest decline over 1 year | -13.67% | -8.68% | -4.99% |
Max Drawdown (3Y)Largest decline over 3 years | -20.77% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -20.77% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -33.91% | — | — |
Current DrawdownCurrent decline from peak | -2.14% | -0.76% | -1.38% |
Average DrawdownAverage peak-to-trough decline | -5.48% | -1.78% | -3.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.34% | 2.23% | +1.11% |
Volatility
XDWM.DE vs. EXUS.DE - Volatility Comparison
Xtrackers MSCI World Materials UCITS ETF 1C (XDWM.DE) has a higher volatility of 6.55% compared to Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE) at 3.28%. This indicates that XDWM.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
| XDWM.DE | EXUS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.55% | 3.28% | +3.27% |
Volatility (6M)Calculated over the trailing 6-month period | 15.21% | 10.06% | +5.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.45% | 12.37% | +5.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.81% | 13.39% | +3.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.58% | 13.39% | +4.19% |
XDWM.DE vs. EXUS.DE - Expense Ratio Comparison
XDWM.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
XDWM.DE vs. EXUS.DE - Dividend Comparison
Neither XDWM.DE nor EXUS.DE has paid dividends to shareholders.
Frequently Asked Questions
XDWM.DE and EXUS.DE have a correlation of 0.72, 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 XDWM.DE.
XDWM.DE is categorized as Industrials Equities, while EXUS.DE is Global Equities. XDWM.DE tracks MSCI World/Materials NR USD, while EXUS.DE tracks MSCI World ex USA index. Their fees differ too: 0.25% for XDWM.DE and 0.15% for EXUS.DE.
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