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XREA.DE vs. EXUS.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XREA.DE vs. EXUS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers FTSE Developed Europe Ex UK Property UCITS ETF (XREA.DE) and Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE). The values are adjusted to include any dividend payments, if applicable.

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XREA.DE vs. EXUS.DE - Yearly Performance Comparison


Returns By Period

In the year-to-date period, XREA.DE achieves a 0.86% return, which is significantly lower than EXUS.DE's 3.21% return.


XREA.DE

1D
3.43%
1M
-8.08%
YTD
0.86%
6M
1.62%
1Y
8.93%
3Y*
10.75%
5Y*
-1.15%
10Y*
2.07%

EXUS.DE

1D
2.64%
1M
-3.59%
YTD
3.21%
6M
8.48%
1Y
17.30%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XREA.DE vs. EXUS.DE - Expense Ratio Comparison

XREA.DE has a 0.33% expense ratio, which is higher than EXUS.DE's 0.15% expense ratio.


Return for Risk

XREA.DE vs. EXUS.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XREA.DE
XREA.DE Risk / Return Rank: 2525
Overall Rank
XREA.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
XREA.DE Sortino Ratio Rank: 2525
Sortino Ratio Rank
XREA.DE Omega Ratio Rank: 2525
Omega Ratio Rank
XREA.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
XREA.DE Martin Ratio Rank: 2525
Martin Ratio Rank

EXUS.DE
EXUS.DE Risk / Return Rank: 6565
Overall Rank
EXUS.DE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
EXUS.DE Sortino Ratio Rank: 5959
Sortino Ratio Rank
EXUS.DE Omega Ratio Rank: 6262
Omega Ratio Rank
EXUS.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
EXUS.DE Martin Ratio Rank: 7171
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XREA.DE vs. EXUS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers FTSE Developed Europe Ex UK Property UCITS ETF (XREA.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.


XREA.DEEXUS.DEDifference

Sharpe ratio

Return per unit of total volatility

0.53

1.16

-0.63

Sortino ratio

Return per unit of downside risk

0.83

1.57

-0.75

Omega ratio

Gain probability vs. loss probability

1.11

1.24

-0.13

Calmar ratio

Return relative to maximum drawdown

0.66

1.93

-1.28

Martin ratio

Return relative to average drawdown

2.29

7.66

-5.37

XREA.DE vs. EXUS.DE - Sharpe Ratio Comparison

The current XREA.DE Sharpe Ratio is 0.53, which is lower than the EXUS.DE Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of XREA.DE and EXUS.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XREA.DEEXUS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.53

1.16

-0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.96

-0.75

Correlation

The correlation between XREA.DE and EXUS.DE is 0.37, 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

XREA.DE vs. EXUS.DE - Dividend Comparison

Neither XREA.DE nor EXUS.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XREA.DE vs. EXUS.DE - Drawdown Comparison

The maximum XREA.DE drawdown since its inception was -47.51%, 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 XREA.DE and EXUS.DE.


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Drawdown Indicators


XREA.DEEXUS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-47.51%

-16.21%

-31.30%

Max Drawdown (1Y)

Largest decline over 1 year

-15.08%

-12.07%

-3.01%

Max Drawdown (5Y)

Largest decline over 5 years

-47.51%

Max Drawdown (10Y)

Largest decline over 10 years

-47.51%

Current Drawdown

Current decline from peak

-22.80%

-4.81%

-17.99%

Average Drawdown

Average peak-to-trough decline

-15.45%

-1.78%

-13.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.32%

2.34%

+1.98%

Volatility

XREA.DE vs. EXUS.DE - Volatility Comparison

Xtrackers FTSE Developed Europe Ex UK Property UCITS ETF (XREA.DE) has a higher volatility of 7.79% compared to Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE) at 6.04%. This indicates that XREA.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


XREA.DEEXUS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.79%

6.04%

+1.75%

Volatility (6M)

Calculated over the trailing 6-month period

11.58%

9.35%

+2.23%

Volatility (1Y)

Calculated over the trailing 1-year period

16.83%

14.89%

+1.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.90%

13.28%

+8.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.70%

13.28%

+6.42%