XSX6.DE vs. EXUS.DE
XSX6.DE (Xtrackers STOXX Europe 600 UCITS ETF) and EXUS.DE (Xtrackers MSCI World ex USA UCITS ETF 1C USD) are both exchange-traded funds - XSX6.DE is a Europe Equities fund tracking the STOXX® Europe 600, while EXUS.DE is a Global Equities fund tracking the MSCI World ex USA index. Both are passively managed. Over the past year, XSX6.DE returned 16.19% vs 20.06% for EXUS.DE. Their correlation of 0.92 suggests significant overlap in exposure. XSX6.DE charges 0.20%/yr vs 0.15%/yr for EXUS.DE.
Performance
XSX6.DE vs. EXUS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XSX6.DE achieves a 7.40% return, which is significantly lower than EXUS.DE's 9.64% return.
XSX6.DE
- 1D
- 0.59%
- 1M
- 0.87%
- YTD
- 7.40%
- 6M
- 10.04%
- 1Y
- 16.19%
- 3Y*
- 13.95%
- 5Y*
- 9.70%
- 10Y*
- 9.14%
EXUS.DE
- 1D
- 0.19%
- 1M
- 1.53%
- YTD
- 9.64%
- 6M
- 11.66%
- 1Y
- 20.06%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XSX6.DE vs. EXUS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
XSX6.DE Xtrackers STOXX Europe 600 UCITS ETF | 7.40% | 20.91% | 2.01% |
EXUS.DE Xtrackers MSCI World ex USA UCITS ETF 1C USD | 9.64% | 17.80% | 5.15% |
Correlation
The correlation between XSX6.DE and EXUS.DE is 0.93, 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 | 0.93 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2024 | 0.92 |
The correlation between XSX6.DE and EXUS.DE has been stable across timeframes, ranging from 0.92 to 0.93 - a consistent structural relationship.
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Return for Risk
XSX6.DE vs. EXUS.DE — Risk / Return Rank
XSX6.DE
EXUS.DE
XSX6.DE vs. EXUS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers STOXX Europe 600 UCITS ETF (XSX6.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.
| XSX6.DE | EXUS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.35 | ||
| Sortino ratioReturn per unit of downside risk | -0.50 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.31 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.73 | 2.30 | -0.57 |
| Martin ratioReturn relative to average drawdown | 6.55 | 9.01 | -2.46 |
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
| XSX6.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 | 0.66 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 1.10 | -0.51 |
Drawdowns
XSX6.DE vs. EXUS.DE - Drawdown Comparison
The maximum XSX6.DE drawdown since its inception was -36.05%, 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 XSX6.DE and EXUS.DE.
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Drawdown Indicators
| XSX6.DE | EXUS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.05% | -16.21% | -19.84% |
Max Drawdown (1Y)Largest decline over 1 year | -9.46% | -8.68% | -0.78% |
Max Drawdown (3Y)Largest decline over 3 years | -16.37% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -20.84% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -36.05% | — | — |
Current DrawdownCurrent decline from peak | -1.56% | -0.76% | -0.80% |
Average DrawdownAverage peak-to-trough decline | -5.27% | -1.78% | -3.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 2.23% | +0.27% |
Volatility
XSX6.DE vs. EXUS.DE - Volatility Comparison
Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) has a higher volatility of 4.26% compared to Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE) at 3.28%. This indicates that XSX6.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
| XSX6.DE | EXUS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.26% | 3.28% | +0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 10.73% | 10.06% | +0.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.95% | 12.37% | +0.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.44% | 13.39% | +1.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.61% | 13.39% | +2.22% |
XSX6.DE vs. EXUS.DE - Expense Ratio Comparison
XSX6.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%.
Dividends
XSX6.DE vs. EXUS.DE - Dividend Comparison
Neither XSX6.DE nor EXUS.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.93, XSX6.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, EXUS.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXUS.DE is cheaper with a 0.15% expense ratio, compared with 0.20% for XSX6.DE.
XSX6.DE is categorized as Europe Equities, while EXUS.DE is Global Equities. XSX6.DE tracks STOXX® Europe 600, while EXUS.DE tracks MSCI World ex USA index. Their fees differ too: 0.20% for XSX6.DE and 0.15% for EXUS.DE.
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