XWD1.DE vs. EXUS.DE
XWD1.DE (Xtrackers MSCI World Swap UCITS ETF 1D) and EXUS.DE (Xtrackers MSCI World ex USA UCITS ETF 1C USD) are both Global Equities funds from Xtrackers - XWD1.DE tracks the MSCI ACWI NR USD while EXUS.DE tracks the MSCI World ex USA index. Both are passively managed. Over the past year, XWD1.DE returned 22.28% vs 20.10% for EXUS.DE. A 0.77 correlation means they provide meaningful diversification when combined. XWD1.DE charges 0.19%/yr vs 0.15%/yr for EXUS.DE.
Performance
XWD1.DE vs. EXUS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XWD1.DE achieves a 10.27% return, which is significantly higher than EXUS.DE's 9.64% return.
XWD1.DE
- 1D
- -0.01%
- 1M
- 4.84%
- YTD
- 10.27%
- 6M
- 10.70%
- 1Y
- 22.28%
- 3Y*
- 15.87%
- 5Y*
- 11.92%
- 10Y*
- —
EXUS.DE
- 1D
- 0.19%
- 1M
- 3.48%
- YTD
- 9.64%
- 6M
- 11.67%
- 1Y
- 20.10%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XWD1.DE vs. EXUS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
XWD1.DE Xtrackers MSCI World Swap UCITS ETF 1D | 10.27% | 6.48% | 15.46% |
EXUS.DE Xtrackers MSCI World ex USA UCITS ETF 1C USD | 9.64% | 17.80% | 5.15% |
Correlation
The correlation between XWD1.DE and EXUS.DE is 0.78, 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 | 0.78 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2024 | 0.77 |
The correlation between XWD1.DE and EXUS.DE has been stable across timeframes, ranging from 0.77 to 0.78 - a consistent structural relationship.
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Return for Risk
XWD1.DE vs. EXUS.DE — Risk / Return Rank
XWD1.DE
EXUS.DE
XWD1.DE vs. EXUS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Swap UCITS ETF 1D (XWD1.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.
| XWD1.DE | EXUS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.37 | ||
| Sortino ratioReturn per unit of downside risk | +0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.31 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.10 | 2.30 | +0.80 |
| Martin ratioReturn relative to average drawdown | 12.26 | 9.01 | +3.25 |
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
| XWD1.DE | EXUS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.99 | 1.62 | +0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.01 | 1.10 | -0.09 |
Drawdowns
XWD1.DE vs. EXUS.DE - Drawdown Comparison
The maximum XWD1.DE drawdown since its inception was -22.05%, 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 XWD1.DE and EXUS.DE.
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Drawdown Indicators
| XWD1.DE | EXUS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.05% | -16.21% | -5.84% |
Max Drawdown (1Y)Largest decline over 1 year | -7.15% | -8.68% | +1.53% |
Max Drawdown (3Y)Largest decline over 3 years | -22.05% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -22.05% | — | — |
Current DrawdownCurrent decline from peak | -0.32% | -0.76% | +0.44% |
Average DrawdownAverage peak-to-trough decline | -4.19% | -1.78% | -2.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.81% | 2.23% | -0.42% |
Volatility
XWD1.DE vs. EXUS.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Swap UCITS ETF 1D (XWD1.DE) is 2.61%, while Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE) has a volatility of 3.28%. This indicates that XWD1.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
| XWD1.DE | EXUS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.61% | 3.28% | -0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 7.68% | 10.06% | -2.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.16% | 12.37% | -1.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.20% | 13.39% | +0.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.44% | 13.39% | +3.05% |
XWD1.DE vs. EXUS.DE - Expense Ratio Comparison
XWD1.DE has a 0.19% 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
XWD1.DE vs. EXUS.DE - Dividend Comparison
Neither XWD1.DE nor EXUS.DE has 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% |
XWD1.DE Xtrackers MSCI World Swap UCITS ETF 1D | 0.00% | 0.00% | 0.00% | 0.78% | 0.88% |
Frequently Asked Questions
XWD1.DE and EXUS.DE have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 0.19% for XWD1.DE.
XWD1.DE tracks MSCI ACWI NR USD, while EXUS.DE tracks MSCI World ex USA index. Their fees differ too: 0.19% for XWD1.DE and 0.15% for EXUS.DE.
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