XY4P.DE vs. EXUS.DE
XY4P.DE (Xtrackers iBoxx Sovereigns Eurozone Yield Plus UCITS ETF) and EXUS.DE (Xtrackers MSCI World ex USA UCITS ETF 1C USD) are both exchange-traded funds - XY4P.DE is a European Government Bonds fund tracking the iBoxx® EUR Sovereigns Eurozone Yield Plus, while EXUS.DE is a Global Equities fund tracking the MSCI World ex USA index. Both are passively managed. Over the past year, XY4P.DE returned 0.60% vs 20.06% for EXUS.DE. At a 0.29 correlation, their price movements are largely independent. Both charge a 0.15% expense ratio.
Performance
XY4P.DE vs. EXUS.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XY4P.DE achieves a -0.03% return, which is significantly lower than EXUS.DE's 9.64% return.
XY4P.DE
- 1D
- 0.06%
- 1M
- -0.03%
- YTD
- -0.03%
- 6M
- 0.03%
- 1Y
- 0.60%
- 3Y*
- 3.35%
- 5Y*
- -1.34%
- 10Y*
- 0.56%
EXUS.DE
- 1D
- 0.19%
- 1M
- 1.53%
- YTD
- 9.64%
- 6M
- 11.66%
- 1Y
- 20.06%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XY4P.DE vs. EXUS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
XY4P.DE Xtrackers iBoxx Sovereigns Eurozone Yield Plus UCITS ETF | -0.03% | 1.69% | 3.78% |
EXUS.DE Xtrackers MSCI World ex USA UCITS ETF 1C USD | 9.64% | 17.80% | 5.15% |
Correlation
The correlation between XY4P.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 | 0.29 |
The correlation between XY4P.DE and EXUS.DE shifts across timeframes, from 0.29 (all time) to 0.46 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XY4P.DE vs. EXUS.DE — Risk / Return Rank
XY4P.DE
EXUS.DE
XY4P.DE vs. EXUS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers iBoxx Sovereigns Eurozone Yield Plus UCITS ETF (XY4P.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.
| XY4P.DE | EXUS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.56 | ||
| Sortino ratioReturn per unit of downside risk | -2.25 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.31 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 0.07 | 2.30 | -2.24 |
| Martin ratioReturn relative to average drawdown | 0.19 | 9.01 | -8.82 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| XY4P.DE | EXUS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.06 | 1.62 | -1.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.20 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.09 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 1.10 | -0.71 |
Drawdowns
XY4P.DE vs. EXUS.DE - Drawdown Comparison
The maximum XY4P.DE drawdown since its inception was -20.52%, 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 XY4P.DE and EXUS.DE.
Loading charts...
Drawdown Indicators
| XY4P.DE | EXUS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.52% | -16.21% | -4.31% |
Max Drawdown (1Y)Largest decline over 1 year | -3.95% | -8.68% | +4.73% |
Max Drawdown (3Y)Largest decline over 3 years | -4.07% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -20.11% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -20.52% | — | — |
Current DrawdownCurrent decline from peak | -9.19% | -0.76% | -8.43% |
Average DrawdownAverage peak-to-trough decline | -5.49% | -1.78% | -3.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.43% | 2.23% | -0.80% |
Volatility
XY4P.DE vs. EXUS.DE - Volatility Comparison
The current volatility for Xtrackers iBoxx Sovereigns Eurozone Yield Plus UCITS ETF (XY4P.DE) is 1.77%, while Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE) has a volatility of 3.28%. This indicates that XY4P.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.
Loading charts...
Volatility by Period
| XY4P.DE | EXUS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.77% | 3.28% | -1.51% |
Volatility (6M)Calculated over the trailing 6-month period | 3.88% | 10.06% | -6.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.57% | 12.37% | -7.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.49% | 13.39% | -6.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.49% | 13.39% | -6.90% |
XY4P.DE vs. EXUS.DE - Expense Ratio Comparison
Both XY4P.DE and EXUS.DE have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
XY4P.DE vs. EXUS.DE - Dividend Comparison
Neither XY4P.DE nor EXUS.DE has paid dividends to shareholders.
Frequently Asked Questions
XY4P.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.
Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
XY4P.DE and EXUS.DE have the same expense ratio: 0.15% per year.
XY4P.DE is categorized as European Government Bonds, while EXUS.DE is Global Equities. XY4P.DE tracks iBoxx® EUR Sovereigns Eurozone Yield Plus, while EXUS.DE tracks MSCI World ex USA index.
Find the right allocation for XY4P.DE and EXUS.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer