XDWU.DE vs. EXUS.DE
XDWU.DE (Xtrackers MSCI World Utilities UCITS ETF 1C) and EXUS.DE (Xtrackers MSCI World ex USA UCITS ETF 1C USD) are both exchange-traded funds - XDWU.DE is a Utilities Equities fund tracking the MSCI World/Utilities 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, XDWU.DE returned 13.84% vs 20.06% for EXUS.DE. At a 0.34 correlation, their price movements are largely independent. XDWU.DE charges 0.25%/yr vs 0.15%/yr for EXUS.DE.
Performance
XDWU.DE vs. EXUS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDWU.DE achieves a 5.92% return, which is significantly lower than EXUS.DE's 9.64% return.
XDWU.DE
- 1D
- -1.48%
- 1M
- -3.92%
- YTD
- 5.92%
- 6M
- 5.19%
- 1Y
- 13.84%
- 3Y*
- 11.70%
- 5Y*
- 9.86%
- 10Y*
- 8.32%
EXUS.DE
- 1D
- 0.19%
- 1M
- 1.53%
- YTD
- 9.64%
- 6M
- 11.66%
- 1Y
- 20.06%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XDWU.DE vs. EXUS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
XDWU.DE Xtrackers MSCI World Utilities UCITS ETF 1C | 5.92% | 11.38% | 20.68% |
EXUS.DE Xtrackers MSCI World ex USA UCITS ETF 1C USD | 9.64% | 17.80% | 5.15% |
Correlation
The correlation between XDWU.DE and EXUS.DE is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2024 | 0.34 |
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Return for Risk
XDWU.DE vs. EXUS.DE — Risk / Return Rank
XDWU.DE
EXUS.DE
XDWU.DE vs. EXUS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Utilities UCITS ETF 1C (XDWU.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.
| XDWU.DE | EXUS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.55 | ||
| Sortino ratioReturn per unit of downside risk | -0.83 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.31 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.77 | 2.30 | -0.54 |
| Martin ratioReturn relative to average drawdown | 4.77 | 9.01 | -4.24 |
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
| XDWU.DE | EXUS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 1.62 | -0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 1.10 | -0.55 |
Drawdowns
XDWU.DE vs. EXUS.DE - Drawdown Comparison
The maximum XDWU.DE drawdown since its inception was -33.61%, 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 XDWU.DE and EXUS.DE.
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Drawdown Indicators
| XDWU.DE | EXUS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.61% | -16.21% | -17.40% |
Max Drawdown (1Y)Largest decline over 1 year | -7.30% | -8.68% | +1.38% |
Max Drawdown (3Y)Largest decline over 3 years | -12.68% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -23.26% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -33.61% | — | — |
Current DrawdownCurrent decline from peak | -7.22% | -0.76% | -6.46% |
Average DrawdownAverage peak-to-trough decline | -6.99% | -1.78% | -5.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.71% | 2.23% | +0.48% |
Volatility
XDWU.DE vs. EXUS.DE - Volatility Comparison
Xtrackers MSCI World Utilities UCITS ETF 1C (XDWU.DE) has a higher volatility of 4.08% compared to Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE) at 3.28%. This indicates that XDWU.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
| XDWU.DE | EXUS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.08% | 3.28% | +0.80% |
Volatility (6M)Calculated over the trailing 6-month period | 10.09% | 10.06% | +0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.09% | 12.37% | -0.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.12% | 13.39% | +0.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.16% | 13.39% | +1.77% |
XDWU.DE vs. EXUS.DE - Expense Ratio Comparison
XDWU.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
XDWU.DE vs. EXUS.DE - Dividend Comparison
Neither XDWU.DE nor EXUS.DE has paid dividends to shareholders.
Frequently Asked Questions
XDWU.DE and EXUS.DE have a correlation of 0.33, 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 XDWU.DE.
XDWU.DE is categorized as Utilities Equities, while EXUS.DE is Global Equities. XDWU.DE tracks MSCI World/Utilities NR USD, while EXUS.DE tracks MSCI World ex USA index. Their fees differ too: 0.25% for XDWU.DE and 0.15% for EXUS.DE.
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