XHYA.DE vs. EXUS.DE
XHYA.DE (Xtrackers EUR High Yield Corporate Bond UCITS ETF) and EXUS.DE (Xtrackers MSCI World ex USA UCITS ETF 1C USD) are both exchange-traded funds - XHYA.DE is a European High Yield Bonds fund tracking the iBoxx® EUR Liquid High Yield, while EXUS.DE is a Global Equities fund tracking the MSCI World ex USA index. Both are passively managed. Over the past year, XHYA.DE returned 3.39% vs 20.06% for EXUS.DE. A 0.62 correlation means they provide meaningful diversification when combined. XHYA.DE charges 0.20%/yr vs 0.15%/yr for EXUS.DE.
Performance
XHYA.DE vs. EXUS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XHYA.DE achieves a 1.11% return, which is significantly lower than EXUS.DE's 9.64% return.
XHYA.DE
- 1D
- -0.22%
- 1M
- 0.41%
- YTD
- 1.11%
- 6M
- 1.27%
- 1Y
- 3.39%
- 3Y*
- 6.38%
- 5Y*
- 2.78%
- 10Y*
- —
EXUS.DE
- 1D
- 0.19%
- 1M
- 1.53%
- YTD
- 9.64%
- 6M
- 11.66%
- 1Y
- 20.06%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XHYA.DE vs. EXUS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
XHYA.DE Xtrackers EUR High Yield Corporate Bond UCITS ETF | 1.11% | 4.47% | 5.39% |
EXUS.DE Xtrackers MSCI World ex USA UCITS ETF 1C USD | 9.64% | 17.80% | 5.15% |
Correlation
The correlation between XHYA.DE and EXUS.DE is 0.65, 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 | 0.65 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2024 | 0.62 |
The correlation between XHYA.DE and EXUS.DE has been stable across timeframes, ranging from 0.62 to 0.65 - a consistent structural relationship.
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Return for Risk
XHYA.DE vs. EXUS.DE — Risk / Return Rank
XHYA.DE
EXUS.DE
XHYA.DE vs. EXUS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers EUR High Yield Corporate Bond UCITS ETF (XHYA.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.
| XHYA.DE | EXUS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.78 | ||
| Sortino ratioReturn per unit of downside risk | -1.04 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.31 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.11 | 2.30 | -1.19 |
| Martin ratioReturn relative to average drawdown | 4.54 | 9.01 | -4.47 |
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
| XHYA.DE | EXUS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 1.62 | -0.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 1.10 | -0.66 |
Drawdowns
XHYA.DE vs. EXUS.DE - Drawdown Comparison
The maximum XHYA.DE drawdown since its inception was -23.86%, 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 XHYA.DE and EXUS.DE.
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Drawdown Indicators
| XHYA.DE | EXUS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.86% | -16.21% | -7.65% |
Max Drawdown (1Y)Largest decline over 1 year | -2.89% | -8.68% | +5.79% |
Max Drawdown (3Y)Largest decline over 3 years | -4.23% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -14.48% | — | — |
Current DrawdownCurrent decline from peak | -0.22% | -0.76% | +0.54% |
Average DrawdownAverage peak-to-trough decline | -2.52% | -1.78% | -0.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.71% | 2.23% | -1.52% |
Volatility
XHYA.DE vs. EXUS.DE - Volatility Comparison
The current volatility for Xtrackers EUR High Yield Corporate Bond UCITS ETF (XHYA.DE) is 1.08%, while Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE) has a volatility of 3.28%. This indicates that XHYA.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
| XHYA.DE | EXUS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.08% | 3.28% | -2.20% |
Volatility (6M)Calculated over the trailing 6-month period | 3.23% | 10.06% | -6.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.82% | 12.37% | -8.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.46% | 13.39% | -7.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.67% | 13.39% | -6.72% |
XHYA.DE vs. EXUS.DE - Expense Ratio Comparison
XHYA.DE has a 0.20% 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
XHYA.DE vs. EXUS.DE - Dividend Comparison
Neither XHYA.DE nor EXUS.DE has paid dividends to shareholders.
Frequently Asked Questions
XHYA.DE and EXUS.DE have a correlation of 0.65, 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 0.20% for XHYA.DE.
XHYA.DE is categorized as European High Yield Bonds, while EXUS.DE is Global Equities. XHYA.DE tracks iBoxx® EUR Liquid High Yield, while EXUS.DE tracks MSCI World ex USA index. Their fees differ too: 0.20% for XHYA.DE and 0.15% for EXUS.DE.
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