XLIQ.DE vs. EXUS.DE
Compare and contrast key facts about Xtrackers iBoxx EUR Liquid Covered Swap UCITS ETF (XLIQ.DE) and Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE).
XLIQ.DE and EXUS.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XLIQ.DE is a passively managed fund by Xtrackers that tracks the performance of the iBoxx® EUR Liquid Covered Bond. It was launched on Nov 27, 2012. EXUS.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI World ex USA index. It was launched on Mar 6, 2024. Both XLIQ.DE and EXUS.DE 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
XLIQ.DE vs. EXUS.DE - Performance Comparison
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XLIQ.DE vs. EXUS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
XLIQ.DE Xtrackers iBoxx EUR Liquid Covered Swap UCITS ETF | -0.50% | 1.87% | 3.11% |
EXUS.DE Xtrackers MSCI World ex USA UCITS ETF 1C USD | 3.21% | 17.80% | 5.15% |
Returns By Period
In the year-to-date period, XLIQ.DE achieves a -0.50% return, which is significantly lower than EXUS.DE's 3.21% return.
XLIQ.DE
- 1D
- 0.01%
- 1M
- -2.13%
- YTD
- -0.50%
- 6M
- -0.68%
- 1Y
- 1.54%
- 3Y*
- 2.94%
- 5Y*
- -2.33%
- 10Y*
- -0.52%
EXUS.DE
- 1D
- 2.64%
- 1M
- -3.59%
- YTD
- 3.21%
- 6M
- 8.48%
- 1Y
- 17.30%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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XLIQ.DE vs. EXUS.DE - Expense Ratio Comparison
XLIQ.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%.
Return for Risk
XLIQ.DE vs. EXUS.DE — Risk / Return Rank
XLIQ.DE
EXUS.DE
XLIQ.DE vs. EXUS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers iBoxx EUR Liquid Covered Swap UCITS ETF (XLIQ.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.
| XLIQ.DE | EXUS.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.61 | 1.16 | -0.55 |
Sortino ratioReturn per unit of downside risk | 0.95 | 1.57 | -0.63 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.24 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.55 | 1.93 | -1.39 |
Martin ratioReturn relative to average drawdown | 2.08 | 7.66 | -5.59 |
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
| XLIQ.DE | EXUS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.61 | 1.16 | -0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.59 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.16 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 0.96 | -0.83 |
Correlation
The correlation between XLIQ.DE and EXUS.DE is 0.11, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
XLIQ.DE vs. EXUS.DE - Dividend Comparison
Neither XLIQ.DE nor EXUS.DE has paid dividends to shareholders.
Drawdowns
XLIQ.DE vs. EXUS.DE - Drawdown Comparison
The maximum XLIQ.DE drawdown since its inception was -22.76%, 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 XLIQ.DE and EXUS.DE.
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Drawdown Indicators
| XLIQ.DE | EXUS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.76% | -16.21% | -6.55% |
Max Drawdown (1Y)Largest decline over 1 year | -2.67% | -12.07% | +9.40% |
Max Drawdown (5Y)Largest decline over 5 years | -20.91% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -22.76% | — | — |
Current DrawdownCurrent decline from peak | -13.98% | -4.81% | -9.17% |
Average DrawdownAverage peak-to-trough decline | -7.67% | -1.78% | -5.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.70% | 2.34% | -1.64% |
Volatility
XLIQ.DE vs. EXUS.DE - Volatility Comparison
The current volatility for Xtrackers iBoxx EUR Liquid Covered Swap UCITS ETF (XLIQ.DE) is 0.94%, while Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE) has a volatility of 6.04%. This indicates that XLIQ.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
| XLIQ.DE | EXUS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.94% | 6.04% | -5.10% |
Volatility (6M)Calculated over the trailing 6-month period | 1.58% | 9.35% | -7.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.65% | 14.89% | -12.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.63% | 13.28% | -5.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.71% | 13.28% | -6.57% |