XWEV.L vs. EXUS.L
XWEV.L (Xtrackers MSCI World Value ESG UCITS ETF 1C) and EXUS.L (Xtrackers MSCI World ex USA UCITS ETF 1C USD) are both Global Equities funds from Xtrackers - XWEV.L tracks the MSCI World Value Low Carbon SRI Screened Select while EXUS.L tracks the MSCI World ex USA index. Both are passively managed. Over the past year, XWEV.L returned 43.60% vs 22.98% for EXUS.L. Their correlation of 0.89 suggests significant overlap in exposure. XWEV.L charges 0.25%/yr vs 0.15%/yr for EXUS.L.
Performance
XWEV.L vs. EXUS.L - Performance Comparison
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Returns By Period
In the year-to-date period, XWEV.L achieves a 18.20% return, which is significantly higher than EXUS.L's 10.47% return.
XWEV.L
- 1D
- -0.36%
- 1M
- 5.85%
- YTD
- 18.20%
- 6M
- 20.60%
- 1Y
- 43.60%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EXUS.L
- 1D
- 0.38%
- 1M
- 4.38%
- YTD
- 10.47%
- 6M
- 12.10%
- 1Y
- 22.98%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XWEV.L vs. EXUS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
XWEV.L Xtrackers MSCI World Value ESG UCITS ETF 1C | 18.20% | 38.58% | 4.24% |
EXUS.L Xtrackers MSCI World ex USA UCITS ETF 1C USD | 10.47% | 31.99% | 1.23% |
Correlation
The correlation between XWEV.L and EXUS.L is 0.88, 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 | 0.88 |
Correlation (All Time) Calculated using the full available price history since Mar 6, 2024 | 0.89 |
The correlation between XWEV.L and EXUS.L has been stable across timeframes, ranging from 0.88 to 0.89 - a consistent structural relationship.
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Return for Risk
XWEV.L vs. EXUS.L — Risk / Return Rank
XWEV.L
EXUS.L
XWEV.L vs. EXUS.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Value ESG UCITS ETF 1C (XWEV.L) and Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.L). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XWEV.L | EXUS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.32 | ||
| Sortino ratioReturn per unit of downside risk | +1.74 | ||
| Omega ratioGain probability vs. loss probability | 1.51 | 1.29 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 4.18 | 2.13 | +2.05 |
| Martin ratioReturn relative to average drawdown | 16.28 | 7.85 | +8.42 |
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Drawdowns
XWEV.L vs. EXUS.L - Drawdown Comparison
The maximum XWEV.L drawdown since its inception was -14.23%, which is greater than EXUS.L's maximum drawdown of -12.86%. Use the drawdown chart below to compare losses from any high point for XWEV.L and EXUS.L.
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Drawdown Indicators
| XWEV.L | EXUS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.23% | -12.86% | -1.37% |
Max Drawdown (1Y)Largest decline over 1 year | -10.37% | -10.74% | +0.37% |
Current DrawdownCurrent decline from peak | -0.91% | 0.00% | -0.91% |
Average DrawdownAverage peak-to-trough decline | -2.33% | -2.33% | 0.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 2.92% | -0.25% |
Volatility
XWEV.L vs. EXUS.L - Volatility Comparison
Xtrackers MSCI World Value ESG UCITS ETF 1C (XWEV.L) has a higher volatility of 5.20% compared to Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.L) at 3.81%. This indicates that XWEV.L's price experiences larger fluctuations and is considered to be riskier than EXUS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XWEV.L | EXUS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.20% | 3.81% | +1.39% |
Volatility (6M)Calculated over the trailing 6-month period | 12.30% | 12.36% | -0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.19% | 14.83% | +0.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.10% | 15.29% | -0.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.10% | 15.29% | -0.19% |
XWEV.L vs. EXUS.L - Expense Ratio Comparison
XWEV.L has a 0.25% expense ratio, which is higher than EXUS.L'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
XWEV.L vs. EXUS.L - Dividend Comparison
Neither XWEV.L nor EXUS.L has paid dividends to shareholders.
Frequently Asked Questions
XWEV.L and EXUS.L have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EXUS.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXUS.L is cheaper with a 0.15% expense ratio, compared with 0.25% for XWEV.L.
XWEV.L tracks MSCI World Value Low Carbon SRI Screened Select, while EXUS.L tracks MSCI World ex USA index. Their fees differ too: 0.25% for XWEV.L and 0.15% for EXUS.L.
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