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XEUM.L vs. XAUS.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

XEUM.L vs. XAUS.L

Last updated Apr 2, 2026

Compare and contrast key facts about Xtrackers MSCI Europe ESG Screened UCITS ETF 1C (XEUM.L) and Xtrackers S&P/ASX 200 UCITS ETF 1D (XAUS.L).

XEUM.L and XAUS.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XEUM.L is a passively managed fund by DWS that tracks the performance of the MSCI Europe NR EUR. It was launched on Jul 5, 2013. XAUS.L is a passively managed fund by DWS that tracks the performance of the MSCI Australia NR USD. It was launched on Jan 17, 2008. Both XEUM.L and XAUS.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

XEUM.L vs. XAUS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI Europe ESG Screened UCITS ETF 1C (XEUM.L) and Xtrackers S&P/ASX 200 UCITS ETF 1D (XAUS.L). The values are adjusted to include any dividend payments, if applicable.

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XEUM.L vs. XAUS.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
XEUM.L
Xtrackers MSCI Europe ESG Screened UCITS ETF 1C		1.01%22.70%2.86%14.00%-5.29%14.84%9.94%23.14%-12.46%19.05%
XAUS.L
Xtrackers S&P/ASX 200 UCITS ETF 1D		5.62%9.45%3.36%5.67%3.27%9.35%9.38%18.34%-8.52%9.19%

Returns By Period

In the year-to-date period, XEUM.L achieves a 1.01% return, which is significantly lower than XAUS.L's 5.62% return. Over the past 10 years, XEUM.L has outperformed XAUS.L with an annualized return of 9.82%, while XAUS.L has yielded a comparatively lower 8.85% annualized return.

XEUM.L

1D
2.55%
1M
-4.23%
YTD
1.01%
6M
6.30%
1Y
16.51%
3Y*
10.73%
5Y*
8.95%
10Y*
9.82%

XAUS.L

1D
2.30%
1M
-5.69%
YTD
5.62%
6M
5.50%
1Y
20.22%
3Y*
8.12%
5Y*
7.17%
10Y*
8.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Xtrackers MSCI Europe ESG Screened UCITS ETF 1C

Xtrackers S&P/ASX 200 UCITS ETF 1D

Often compared with XEUM.L:
XEUM.L vs. VERX.LXEUM.L vs. IMV.LXEUM.L vs. XDNS.LXEUM.L vs. LCPE.LXEUM.L vs. XCX6.LXEUM.L vs. SMEA.LXEUM.L vs. XDEM.L
Often compared with XAUS.L:
XAUS.L vs. DX2S.DEXAUS.L vs. ^GSPCXAUS.L vs. GLDXAUS.L vs. VUSA.LXAUS.L vs. CNX1.LXAUS.L vs. VOOXAUS.L vs. XDEQ.L

XEUM.L vs. XAUS.L - Expense Ratio Comparison

XEUM.L has a 0.12% expense ratio, which is lower than XAUS.L's 0.50% expense ratio.

XAUS.L
Xtrackers S&P/ASX 200 UCITS ETF 1D
XEUM.L
Xtrackers MSCI Europe ESG Screened UCITS ETF 1C

Return for Risk

XEUM.L vs. XAUS.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XEUM.L
XEUM.L Risk / Return Rank: 5858
Overall Rank
XEUM.L Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
XEUM.L Sortino Ratio Rank: 5959
Sortino Ratio Rank
XEUM.L Omega Ratio Rank: 6060
Omega Ratio Rank
XEUM.L Calmar Ratio Rank: 5454
Calmar Ratio Rank
XEUM.L Martin Ratio Rank: 5454
Martin Ratio Rank
XAUS.L
XAUS.L Risk / Return Rank: 6262
Overall Rank
XAUS.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
XAUS.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
XAUS.L Omega Ratio Rank: 6868
Omega Ratio Rank
XAUS.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
XAUS.L Martin Ratio Rank: 5959
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XEUM.L vs. XAUS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe ESG Screened UCITS ETF 1C (XEUM.L) and Xtrackers S&P/ASX 200 UCITS ETF 1D (XAUS.L). 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.

XEUM.LXAUS.LDifference

Sharpe ratio

Return per unit of total volatility

1.19

1.24

-0.05

Sortino ratio

Return per unit of downside risk

1.61

1.65

-0.04

Omega ratio

Gain probability vs. loss probability

1.24

1.26

-0.02

Calmar ratio

Return relative to maximum drawdown

1.58

1.52

+0.06

Martin ratio

Return relative to average drawdown

6.03

6.32

-0.29

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XEUM.L vs. XAUS.L - Sharpe Ratio Comparison

The current XEUM.L Sharpe Ratio is 1.19, which is comparable to the XAUS.L Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of XEUM.L and XAUS.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

XEUM.LXAUS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

1.24

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.48

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.53

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.37

+0.28

Correlation

The correlation between XEUM.L and XAUS.L is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

XEUM.L vs. XAUS.L - Dividend Comparison

XEUM.L has not paid dividends to shareholders, while XAUS.L's dividend yield for the trailing twelve months is around 2.60%.

TTM2025202420232022202120202019201820172016
XEUM.L
Xtrackers MSCI Europe ESG Screened UCITS ETF 1C		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XAUS.L
Xtrackers S&P/ASX 200 UCITS ETF 1D		2.60%2.67%3.22%3.83%5.17%2.15%4.85%3.73%3.53%3.49%3.73%

Drawdowns

XEUM.L vs. XAUS.L - Drawdown Comparison

The maximum XEUM.L drawdown since its inception was -30.91%, smaller than the maximum XAUS.L drawdown of -51.15%. Use the drawdown chart below to compare losses from any high point for XEUM.L and XAUS.L.

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Drawdown Indicators

XEUM.LXAUS.LDifference

Max Drawdown

Largest peak-to-trough decline

-30.91%

-51.15%

+20.24%

Max Drawdown (1Y)

Largest decline over 1 year

-10.70%

-12.22%

+1.52%

Max Drawdown (5Y)

Largest decline over 5 years

-17.79%

-21.54%

+3.75%

Max Drawdown (10Y)

Largest decline over 10 years

-30.91%

-38.31%

+7.40%

Current Drawdown

Current decline from peak

-6.27%

-6.40%

+0.13%

Average Drawdown

Average peak-to-trough decline

-4.18%

-8.11%

+3.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.80%

3.17%

-0.37%

Volatility

XEUM.L vs. XAUS.L - Volatility Comparison

Xtrackers MSCI Europe ESG Screened UCITS ETF 1C (XEUM.L) and Xtrackers S&P/ASX 200 UCITS ETF 1D (XAUS.L) have volatilities of 5.85% and 5.65%, 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

XEUM.LXAUS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.85%

5.65%

+0.20%

Volatility (6M)

Calculated over the trailing 6-month period

9.33%

10.25%

-0.92%

Volatility (1Y)

Calculated over the trailing 1-year period

13.89%

16.88%

-2.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.86%

16.86%

-3.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.92%

20.62%

-5.70%