XZSP.DE vs. EXUS.DE
XZSP.DE (Xtrackers S&P 500 ESG UCITS ETF 1C) and EXUS.DE (Xtrackers MSCI World ex USA UCITS ETF 1C USD) are both exchange-traded funds - XZSP.DE is a S&P 500 fund tracking the S&P 500 ESG, while EXUS.DE is a Global Equities fund tracking the MSCI World ex USA index. Both are passively managed. Over the past year, XZSP.DE returned 28.67% vs 20.10% for EXUS.DE. A 0.62 correlation means they provide meaningful diversification when combined. XZSP.DE charges 0.08%/yr vs 0.15%/yr for EXUS.DE.
Performance
XZSP.DE vs. EXUS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XZSP.DE achieves a 11.17% return, which is significantly higher than EXUS.DE's 9.64% return.
XZSP.DE
- 1D
- 0.61%
- 1M
- 5.47%
- YTD
- 11.17%
- 6M
- 11.67%
- 1Y
- 28.67%
- 3Y*
- 18.55%
- 5Y*
- —
- 10Y*
- —
EXUS.DE
- 1D
- 0.19%
- 1M
- 3.48%
- YTD
- 9.64%
- 6M
- 11.67%
- 1Y
- 20.10%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XZSP.DE vs. EXUS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
XZSP.DE Xtrackers S&P 500 ESG UCITS ETF 1C | 11.17% | 5.34% | 20.20% |
EXUS.DE Xtrackers MSCI World ex USA UCITS ETF 1C USD | 9.64% | 17.80% | 5.15% |
Correlation
The correlation between XZSP.DE and EXUS.DE is 0.62, 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 | 0.62 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2024 | 0.62 |
The correlation between XZSP.DE and EXUS.DE has been stable across timeframes, ranging from 0.62 to 0.62 - a consistent structural relationship.
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Return for Risk
XZSP.DE vs. EXUS.DE — Risk / Return Rank
XZSP.DE
EXUS.DE
XZSP.DE vs. EXUS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 ESG UCITS ETF 1C (XZSP.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.
| XZSP.DE | EXUS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.85 | ||
| Sortino ratioReturn per unit of downside risk | +1.00 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.31 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 4.07 | 2.30 | +1.76 |
| Martin ratioReturn relative to average drawdown | 15.72 | 9.01 | +6.71 |
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
| XZSP.DE | EXUS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.47 | 1.62 | +0.85 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.31 | 1.10 | +0.21 |
Drawdowns
XZSP.DE vs. EXUS.DE - Drawdown Comparison
The maximum XZSP.DE drawdown since its inception was -23.40%, 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 XZSP.DE and EXUS.DE.
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Drawdown Indicators
| XZSP.DE | EXUS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.40% | -16.21% | -7.19% |
Max Drawdown (1Y)Largest decline over 1 year | -7.02% | -8.68% | +1.66% |
Max Drawdown (3Y)Largest decline over 3 years | -23.40% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.76% | +0.76% |
Average DrawdownAverage peak-to-trough decline | -3.09% | -1.78% | -1.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | 2.23% | -0.41% |
Volatility
XZSP.DE vs. EXUS.DE - Volatility Comparison
The current volatility for Xtrackers S&P 500 ESG UCITS ETF 1C (XZSP.DE) is 2.79%, while Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE) has a volatility of 3.28%. This indicates that XZSP.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
| XZSP.DE | EXUS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.79% | 3.28% | -0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 7.55% | 10.06% | -2.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.55% | 12.37% | -0.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.26% | 13.39% | +0.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.26% | 13.39% | +0.87% |
XZSP.DE vs. EXUS.DE - Expense Ratio Comparison
XZSP.DE has a 0.08% 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
XZSP.DE vs. EXUS.DE - Dividend Comparison
Neither XZSP.DE nor EXUS.DE has paid dividends to shareholders.
Frequently Asked Questions
XZSP.DE and EXUS.DE have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XZSP.DE is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XZSP.DE is cheaper with a 0.08% expense ratio, compared with 0.15% for EXUS.DE.
XZSP.DE is categorized as S&P 500, while EXUS.DE is Global Equities. XZSP.DE tracks S&P 500 ESG, while EXUS.DE tracks MSCI World ex USA index. Their fees differ too: 0.08% for XZSP.DE and 0.15% for EXUS.DE.
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