XIEE.DE vs. EXUS.DE
XIEE.DE (Xtrackers MSCI Europe UCITS ETF) and EXUS.DE (Xtrackers MSCI World ex USA UCITS ETF 1C USD) are both exchange-traded funds - XIEE.DE is a Europe Equities fund tracking the MSCI Europe, while EXUS.DE is a Global Equities fund tracking the MSCI World ex USA index. Both are passively managed. Over the past year, XIEE.DE returned 16.12% vs 20.10% for EXUS.DE. Their correlation of 0.92 suggests significant overlap in exposure. XIEE.DE charges 0.12%/yr vs 0.15%/yr for EXUS.DE.
Performance
XIEE.DE vs. EXUS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XIEE.DE achieves a 7.68% return, which is significantly lower than EXUS.DE's 9.64% return.
XIEE.DE
- 1D
- 0.61%
- 1M
- 3.33%
- YTD
- 7.68%
- 6M
- 9.90%
- 1Y
- 16.12%
- 3Y*
- 13.74%
- 5Y*
- 9.99%
- 10Y*
- 9.16%
EXUS.DE
- 1D
- 0.19%
- 1M
- 3.48%
- YTD
- 9.64%
- 6M
- 11.67%
- 1Y
- 20.10%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XIEE.DE vs. EXUS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
XIEE.DE Xtrackers MSCI Europe UCITS ETF | 7.68% | 20.34% | 1.89% |
EXUS.DE Xtrackers MSCI World ex USA UCITS ETF 1C USD | 9.64% | 17.80% | 5.15% |
Correlation
The correlation between XIEE.DE and EXUS.DE is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2024 | 0.92 |
The correlation between XIEE.DE and EXUS.DE has been stable across timeframes, ranging from 0.92 to 0.92 - a consistent structural relationship.
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Return for Risk
XIEE.DE vs. EXUS.DE — Risk / Return Rank
XIEE.DE
EXUS.DE
XIEE.DE vs. EXUS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe UCITS ETF (XIEE.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.
| XIEE.DE | EXUS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.35 | ||
| Sortino ratioReturn per unit of downside risk | -0.51 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.31 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.67 | 2.30 | -0.63 |
| Martin ratioReturn relative to average drawdown | 6.35 | 9.01 | -2.66 |
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
| XIEE.DE | EXUS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 1.62 | -0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 1.10 | -0.58 |
Drawdowns
XIEE.DE vs. EXUS.DE - Drawdown Comparison
The maximum XIEE.DE drawdown since its inception was -35.51%, 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 XIEE.DE and EXUS.DE.
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Drawdown Indicators
| XIEE.DE | EXUS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.51% | -16.21% | -19.30% |
Max Drawdown (1Y)Largest decline over 1 year | -9.61% | -8.68% | -0.93% |
Max Drawdown (3Y)Largest decline over 3 years | -16.52% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -19.30% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -35.51% | — | — |
Current DrawdownCurrent decline from peak | -1.61% | -0.76% | -0.85% |
Average DrawdownAverage peak-to-trough decline | -5.02% | -1.78% | -3.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 2.23% | +0.30% |
Volatility
XIEE.DE vs. EXUS.DE - Volatility Comparison
Xtrackers MSCI Europe UCITS ETF (XIEE.DE) has a higher volatility of 4.32% compared to Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE) at 3.28%. This indicates that XIEE.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
| XIEE.DE | EXUS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.32% | 3.28% | +1.04% |
Volatility (6M)Calculated over the trailing 6-month period | 10.51% | 10.06% | +0.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.72% | 12.37% | +0.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.13% | 13.39% | +0.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.54% | 13.39% | +2.15% |
XIEE.DE vs. EXUS.DE - Expense Ratio Comparison
XIEE.DE has a 0.12% expense ratio, which is lower than EXUS.DE's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
XIEE.DE vs. EXUS.DE - Dividend Comparison
XIEE.DE's dividend yield for the trailing twelve months is around 2.43%, while EXUS.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
EXUS.DE Xtrackers MSCI World ex USA UCITS ETF 1C USD | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XIEE.DE Xtrackers MSCI Europe UCITS ETF | 2.43% | 2.49% | 3.26% | 2.85% | 5.70% | 1.50% | 3.74% | 0.30% | 3.19% | 0.92% | 0.09% |
Frequently Asked Questions
With a correlation of 0.92, XIEE.DE and EXUS.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, XIEE.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XIEE.DE is cheaper with a 0.12% expense ratio, compared with 0.15% for EXUS.DE.
XIEE.DE is categorized as Europe Equities, while EXUS.DE is Global Equities. XIEE.DE tracks MSCI Europe, while EXUS.DE tracks MSCI World ex USA index. Their fees differ too: 0.12% for XIEE.DE and 0.15% for EXUS.DE.
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