XNKY.DE vs. EXUS.DE
XNKY.DE (Xtrackers Nikkei 225 UCITS ETF) and EXUS.DE (Xtrackers MSCI World ex USA UCITS ETF 1C USD) are both exchange-traded funds - XNKY.DE is a Japan Equities fund tracking the Nikkei 225®, while EXUS.DE is a Global Equities fund tracking the MSCI World ex USA index. Both are passively managed. Over the past year, XNKY.DE returned 60.72% vs 20.06% for EXUS.DE. A 0.72 correlation means they provide meaningful diversification when combined. XNKY.DE charges 0.09%/yr vs 0.15%/yr for EXUS.DE.
Performance
XNKY.DE vs. EXUS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XNKY.DE achieves a 32.35% return, which is significantly higher than EXUS.DE's 9.64% return.
XNKY.DE
- 1D
- -1.43%
- 1M
- 7.59%
- YTD
- 32.35%
- 6M
- 30.39%
- 1Y
- 60.72%
- 3Y*
- 20.83%
- 5Y*
- 12.43%
- 10Y*
- —
EXUS.DE
- 1D
- 0.19%
- 1M
- 1.53%
- YTD
- 9.64%
- 6M
- 11.66%
- 1Y
- 20.06%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XNKY.DE vs. EXUS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
XNKY.DE Xtrackers Nikkei 225 UCITS ETF | 32.35% | 16.16% | 2.39% |
EXUS.DE Xtrackers MSCI World ex USA UCITS ETF 1C USD | 9.64% | 17.80% | 5.15% |
Correlation
The correlation between XNKY.DE and EXUS.DE is 0.72, 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 | 0.72 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2024 | 0.72 |
The correlation between XNKY.DE and EXUS.DE has been stable across timeframes, ranging from 0.72 to 0.72 - a consistent structural relationship.
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Return for Risk
XNKY.DE vs. EXUS.DE — Risk / Return Rank
XNKY.DE
EXUS.DE
XNKY.DE vs. EXUS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Nikkei 225 UCITS ETF (XNKY.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.
| XNKY.DE | EXUS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.91 | ||
| Sortino ratioReturn per unit of downside risk | +1.27 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.31 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 4.59 | 2.30 | +2.28 |
| Martin ratioReturn relative to average drawdown | 13.91 | 9.01 | +4.90 |
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
| XNKY.DE | EXUS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.53 | 1.62 | +0.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 1.10 | -0.36 |
Drawdowns
XNKY.DE vs. EXUS.DE - Drawdown Comparison
The maximum XNKY.DE drawdown since its inception was -21.47%, 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 XNKY.DE and EXUS.DE.
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Drawdown Indicators
| XNKY.DE | EXUS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.47% | -16.21% | -5.26% |
Max Drawdown (1Y)Largest decline over 1 year | -12.99% | -8.68% | -4.31% |
Max Drawdown (3Y)Largest decline over 3 years | -20.16% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -21.15% | — | — |
Current DrawdownCurrent decline from peak | -1.43% | -0.76% | -0.67% |
Average DrawdownAverage peak-to-trough decline | -7.84% | -1.78% | -6.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.29% | 2.23% | +2.06% |
Volatility
XNKY.DE vs. EXUS.DE - Volatility Comparison
Xtrackers Nikkei 225 UCITS ETF (XNKY.DE) has a higher volatility of 6.59% compared to Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE) at 3.28%. This indicates that XNKY.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
| XNKY.DE | EXUS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.59% | 3.28% | +3.31% |
Volatility (6M)Calculated over the trailing 6-month period | 18.61% | 10.06% | +8.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.59% | 12.37% | +11.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.57% | 13.39% | +5.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.42% | 13.39% | +5.03% |
XNKY.DE vs. EXUS.DE - Expense Ratio Comparison
XNKY.DE has a 0.09% 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
XNKY.DE vs. EXUS.DE - Dividend Comparison
Neither XNKY.DE nor EXUS.DE has paid dividends to shareholders.
Frequently Asked Questions
XNKY.DE and EXUS.DE have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XNKY.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XNKY.DE is cheaper with a 0.09% expense ratio, compared with 0.15% for EXUS.DE.
XNKY.DE is categorized as Japan Equities, while EXUS.DE is Global Equities. XNKY.DE tracks Nikkei 225®, while EXUS.DE tracks MSCI World ex USA index. Their fees differ too: 0.09% for XNKY.DE and 0.15% for EXUS.DE.
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