XWTS.DE vs. EXUS.DE
XWTS.DE (Xtrackers MSCI World Communication Services UCITS ETF 1C) and EXUS.DE (Xtrackers MSCI World ex USA UCITS ETF 1C USD) are both exchange-traded funds - XWTS.DE is a Communications Equities fund tracking the MSCI World/Comm Services NR USD, while EXUS.DE is a Global Equities fund tracking the MSCI World ex USA index. Both are passively managed. Over the past year, XWTS.DE returned 21.29% vs 20.06% for EXUS.DE. At a 0.49 correlation, their price movements are largely independent. XWTS.DE charges 0.25%/yr vs 0.15%/yr for EXUS.DE.
Performance
XWTS.DE vs. EXUS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XWTS.DE achieves a 4.97% return, which is significantly lower than EXUS.DE's 9.64% return.
XWTS.DE
- 1D
- 0.93%
- 1M
- -1.55%
- YTD
- 4.97%
- 6M
- 2.47%
- 1Y
- 21.29%
- 3Y*
- 23.40%
- 5Y*
- 11.82%
- 10Y*
- 10.59%
EXUS.DE
- 1D
- 0.19%
- 1M
- 1.53%
- YTD
- 9.64%
- 6M
- 11.66%
- 1Y
- 20.06%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XWTS.DE vs. EXUS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
XWTS.DE Xtrackers MSCI World Communication Services UCITS ETF 1C | 4.97% | 14.73% | 27.84% |
EXUS.DE Xtrackers MSCI World ex USA UCITS ETF 1C USD | 9.64% | 17.80% | 5.15% |
Correlation
The correlation between XWTS.DE and EXUS.DE is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2024 | 0.49 |
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Return for Risk
XWTS.DE vs. EXUS.DE — Risk / Return Rank
XWTS.DE
EXUS.DE
XWTS.DE vs. EXUS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Communication Services UCITS ETF 1C (XWTS.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.
| XWTS.DE | EXUS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | -0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.31 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.43 | 2.30 | +0.13 |
| Martin ratioReturn relative to average drawdown | 9.13 | 9.01 | +0.12 |
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
| XWTS.DE | EXUS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.61 | 1.62 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 1.10 | -0.47 |
Drawdowns
XWTS.DE vs. EXUS.DE - Drawdown Comparison
The maximum XWTS.DE drawdown since its inception was -36.66%, 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 XWTS.DE and EXUS.DE.
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Drawdown Indicators
| XWTS.DE | EXUS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.66% | -16.21% | -20.45% |
Max Drawdown (1Y)Largest decline over 1 year | -9.17% | -8.68% | -0.49% |
Max Drawdown (3Y)Largest decline over 3 years | -23.94% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -36.66% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -36.66% | — | — |
Current DrawdownCurrent decline from peak | -3.18% | -0.76% | -2.42% |
Average DrawdownAverage peak-to-trough decline | -8.67% | -1.78% | -6.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.45% | 2.23% | +0.22% |
Volatility
XWTS.DE vs. EXUS.DE - Volatility Comparison
Xtrackers MSCI World Communication Services UCITS ETF 1C (XWTS.DE) has a higher volatility of 3.84% compared to Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE) at 3.28%. This indicates that XWTS.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
| XWTS.DE | EXUS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.84% | 3.28% | +0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 9.72% | 10.06% | -0.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.91% | 12.37% | +1.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.16% | 13.39% | +4.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.73% | 13.39% | +4.34% |
XWTS.DE vs. EXUS.DE - Expense Ratio Comparison
XWTS.DE has a 0.25% 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
XWTS.DE vs. EXUS.DE - Dividend Comparison
Neither XWTS.DE nor EXUS.DE has paid dividends to shareholders.
Frequently Asked Questions
XWTS.DE and EXUS.DE have a correlation of 0.46, 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 0.25% for XWTS.DE.
XWTS.DE is categorized as Communications Equities, while EXUS.DE is Global Equities. XWTS.DE tracks MSCI World/Comm Services NR USD, while EXUS.DE tracks MSCI World ex USA index. Their fees differ too: 0.25% for XWTS.DE and 0.15% for EXUS.DE.
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