XSXD.DE vs. EXUS.DE
XSXD.DE (Xtrackers S&P 500 Swap UCITS ETF 1D) and EXUS.DE (Xtrackers MSCI World ex USA UCITS ETF 1C USD) are both exchange-traded funds - XSXD.DE is a S&P 500 fund tracking the S&P 500 Index, while EXUS.DE is a Global Equities fund tracking the MSCI World ex USA index. Both are passively managed. Over the past year, XSXD.DE returned 25.73% vs 20.06% for EXUS.DE. A 0.63 correlation means they provide meaningful diversification when combined. XSXD.DE charges 0.07%/yr vs 0.15%/yr for EXUS.DE.
Performance
XSXD.DE vs. EXUS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XSXD.DE achieves a 11.41% return, which is significantly higher than EXUS.DE's 9.64% return.
XSXD.DE
- 1D
- -0.13%
- 1M
- 5.23%
- YTD
- 11.41%
- 6M
- 11.49%
- 1Y
- 25.73%
- 3Y*
- 19.04%
- 5Y*
- —
- 10Y*
- —
EXUS.DE
- 1D
- 0.19%
- 1M
- 1.53%
- YTD
- 9.64%
- 6M
- 11.66%
- 1Y
- 20.06%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XSXD.DE vs. EXUS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
XSXD.DE Xtrackers S&P 500 Swap UCITS ETF 1D | 11.41% | 4.89% | 20.86% |
EXUS.DE Xtrackers MSCI World ex USA UCITS ETF 1C USD | 9.64% | 17.80% | 5.15% |
Correlation
The correlation between XSXD.DE and EXUS.DE is 0.64, 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 | 0.64 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2024 | 0.63 |
The correlation between XSXD.DE and EXUS.DE has been stable across timeframes, ranging from 0.63 to 0.64 - a consistent structural relationship.
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Return for Risk
XSXD.DE vs. EXUS.DE — Risk / Return Rank
XSXD.DE
EXUS.DE
XSXD.DE vs. EXUS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Swap UCITS ETF 1D (XSXD.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.
| XSXD.DE | EXUS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.60 | ||
| Sortino ratioReturn per unit of downside risk | +0.65 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.31 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 3.62 | 2.30 | +1.31 |
| Martin ratioReturn relative to average drawdown | 12.87 | 9.01 | +3.86 |
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
| XSXD.DE | EXUS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.21 | 1.62 | +0.60 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.20 | 1.10 | +0.10 |
Drawdowns
XSXD.DE vs. EXUS.DE - Drawdown Comparison
The maximum XSXD.DE drawdown since its inception was -23.31%, 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 XSXD.DE and EXUS.DE.
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Drawdown Indicators
| XSXD.DE | EXUS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.31% | -16.21% | -7.10% |
Max Drawdown (1Y)Largest decline over 1 year | -7.08% | -8.68% | +1.60% |
Max Drawdown (3Y)Largest decline over 3 years | -23.31% | — | — |
Current DrawdownCurrent decline from peak | -0.46% | -0.76% | +0.30% |
Average DrawdownAverage peak-to-trough decline | -4.38% | -1.78% | -2.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.99% | 2.23% | -0.24% |
Volatility
XSXD.DE vs. EXUS.DE - Volatility Comparison
The current volatility for Xtrackers S&P 500 Swap UCITS ETF 1D (XSXD.DE) is 2.67%, while Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE) has a volatility of 3.28%. This indicates that XSXD.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
| XSXD.DE | EXUS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.67% | 3.28% | -0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 7.58% | 10.06% | -2.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.57% | 12.37% | -0.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.59% | 13.39% | +1.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.59% | 13.39% | +1.20% |
XSXD.DE vs. EXUS.DE - Expense Ratio Comparison
XSXD.DE has a 0.07% 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
XSXD.DE vs. EXUS.DE - Dividend Comparison
XSXD.DE's dividend yield for the trailing twelve months is around 0.81%, while EXUS.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
EXUS.DE Xtrackers MSCI World ex USA UCITS ETF 1C USD | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XSXD.DE Xtrackers S&P 500 Swap UCITS ETF 1D | 0.81% | 0.94% | 1.09% | 1.30% | 0.38% |
Frequently Asked Questions
XSXD.DE and EXUS.DE have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XSXD.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XSXD.DE is cheaper with a 0.07% expense ratio, compared with 0.15% for EXUS.DE.
XSXD.DE is categorized as S&P 500, while EXUS.DE is Global Equities. XSXD.DE tracks S&P 500 Index, while EXUS.DE tracks MSCI World ex USA index. Their fees differ too: 0.07% for XSXD.DE and 0.15% for EXUS.DE.
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