XMVE.DE vs. EXUS.DE
XMVE.DE (Xtrackers MSCI EMU ESG Screened UCITS ETF) and EXUS.DE (Xtrackers MSCI World ex USA UCITS ETF 1C USD) are both exchange-traded funds - XMVE.DE is a Europe Equities fund tracking the MSCI EMU Select ESG Screened, while EXUS.DE is a Global Equities fund tracking the MSCI World ex USA index. Both are passively managed. Over the past year, XMVE.DE returned 18.74% vs 23.28% for EXUS.DE. Their correlation of 0.87 suggests significant overlap in exposure. XMVE.DE charges 0.12%/yr vs 0.15%/yr for EXUS.DE.
Performance
XMVE.DE vs. EXUS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XMVE.DE achieves a 10.01% return, which is significantly lower than EXUS.DE's 11.76% return.
XMVE.DE
- 1D
- -0.87%
- 1M
- -2.04%
- 6M
- 6.70%
- YTD
- 10.01%
- 1Y
- 18.74%
- 3Y*
- 14.73%
- 5Y*
- 9.87%
- 10Y*
- —
EXUS.DE
- 1D
- -0.73%
- 1M
- -0.28%
- 6M
- 7.02%
- YTD
- 11.76%
- 1Y
- 23.28%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XMVE.DE vs. EXUS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
XMVE.DE Xtrackers MSCI EMU ESG Screened UCITS ETF | 10.01% | 21.50% | 0.65% |
EXUS.DE Xtrackers MSCI World ex USA UCITS ETF 1C USD | 11.76% | 17.80% | 4.15% |
Correlation
The correlation between XMVE.DE and EXUS.DE is 0.90, 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 | 0.90 |
Correlation (All Time) Calculated using the full available price history since Mar 14, 2024 | 0.87 |
The correlation between XMVE.DE and EXUS.DE has been stable across timeframes, ranging from 0.87 to 0.90 - a consistent structural relationship.
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Return for Risk
XMVE.DE vs. EXUS.DE — Risk / Return Rank
XMVE.DE
EXUS.DE
XMVE.DE vs. EXUS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI EMU ESG Screened UCITS ETF (XMVE.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XMVE.DE | EXUS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.58 | ||
| Sortino ratioReturn per unit of downside risk | -0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.34 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.85 | 2.67 | -0.83 |
| Martin ratioReturn relative to average drawdown | 6.79 | 10.66 | -3.87 |
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Drawdowns
XMVE.DE vs. EXUS.DE - Drawdown Comparison
The maximum XMVE.DE drawdown since its inception was -33.33%, 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 XMVE.DE and EXUS.DE.
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Drawdown Indicators
| XMVE.DE | EXUS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.33% | -16.21% | -17.12% |
Max Drawdown (1Y)Largest decline over 1 year | -10.11% | -8.67% | -1.44% |
Max Drawdown (3Y)Largest decline over 3 years | -15.52% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -25.28% | — | — |
Current DrawdownCurrent decline from peak | -2.68% | -1.50% | -1.18% |
Average DrawdownAverage peak-to-trough decline | -5.10% | -1.73% | -3.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 2.18% | +0.57% |
Volatility
XMVE.DE vs. EXUS.DE - Volatility Comparison
Xtrackers MSCI EMU ESG Screened UCITS ETF (XMVE.DE) has a higher volatility of 3.86% compared to Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE) at 2.99%. This indicates that XMVE.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
| XMVE.DE | EXUS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.86% | 2.99% | +0.87% |
Volatility (6M)Calculated over the trailing 6-month period | 12.41% | 10.37% | +2.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.80% | 12.64% | +2.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.24% | 13.32% | +2.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.46% | 13.32% | +2.14% |
XMVE.DE vs. EXUS.DE - Expense Ratio Comparison
XMVE.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
XMVE.DE vs. EXUS.DE - Dividend Comparison
XMVE.DE's dividend yield for the trailing twelve months is around 2.45%, while EXUS.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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% |
XMVE.DE Xtrackers MSCI EMU ESG Screened UCITS ETF | 2.45% | 2.62% | 2.92% | 2.64% | 4.73% | 1.87% | 6.84% | 0.00% | 0.68% |
Frequently Asked Questions
With a correlation of 0.90, XMVE.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, XMVE.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XMVE.DE is cheaper with a 0.12% expense ratio, compared with 0.15% for EXUS.DE.
XMVE.DE is categorized as Europe Equities, while EXUS.DE is Global Equities. XMVE.DE tracks MSCI EMU Select ESG Screened, while EXUS.DE tracks MSCI World ex USA index. Their fees differ too: 0.12% for XMVE.DE and 0.15% for EXUS.DE.
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