XZW0.DE vs. EXUS.DE
XZW0.DE (Xtrackers MSCI World ESG UCITS ETF 1C) and EXUS.DE (Xtrackers MSCI World ex USA UCITS ETF 1C USD) are both Global Equities funds from Xtrackers - XZW0.DE tracks the MSCI World Low Carbon SRI Leaders while EXUS.DE tracks the MSCI World ex USA index. Both are passively managed. Over the past year, XZW0.DE returned 20.03% vs 20.06% for EXUS.DE. A 0.72 correlation means they provide meaningful diversification when combined. XZW0.DE charges 0.20%/yr vs 0.15%/yr for EXUS.DE.
Performance
XZW0.DE vs. EXUS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XZW0.DE achieves a 7.60% return, which is significantly lower than EXUS.DE's 9.64% return.
XZW0.DE
- 1D
- 0.53%
- 1M
- 3.19%
- YTD
- 7.60%
- 6M
- 8.16%
- 1Y
- 20.03%
- 3Y*
- 16.56%
- 5Y*
- 12.44%
- 10Y*
- —
EXUS.DE
- 1D
- 0.19%
- 1M
- 1.53%
- YTD
- 9.64%
- 6M
- 11.66%
- 1Y
- 20.06%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XZW0.DE vs. EXUS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
XZW0.DE Xtrackers MSCI World ESG UCITS ETF 1C | 7.60% | 6.65% | 16.07% |
EXUS.DE Xtrackers MSCI World ex USA UCITS ETF 1C USD | 9.64% | 17.80% | 5.15% |
Correlation
The correlation between XZW0.DE and EXUS.DE is 0.72, 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 | 0.72 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2024 | 0.72 |
The correlation between XZW0.DE and EXUS.DE has been stable across timeframes, ranging from 0.72 to 0.72 - a consistent structural relationship.
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Return for Risk
XZW0.DE vs. EXUS.DE — Risk / Return Rank
XZW0.DE
EXUS.DE
XZW0.DE vs. EXUS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World ESG UCITS ETF 1C (XZW0.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.
| XZW0.DE | EXUS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | -0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.31 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.95 | 2.30 | -0.36 |
| Martin ratioReturn relative to average drawdown | 7.27 | 9.01 | -1.74 |
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
| XZW0.DE | EXUS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.63 | 1.62 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 1.10 | -0.30 |
Drawdowns
XZW0.DE vs. EXUS.DE - Drawdown Comparison
The maximum XZW0.DE drawdown since its inception was -33.22%, 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 XZW0.DE and EXUS.DE.
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Drawdown Indicators
| XZW0.DE | EXUS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.22% | -16.21% | -17.01% |
Max Drawdown (1Y)Largest decline over 1 year | -10.30% | -8.68% | -1.62% |
Max Drawdown (3Y)Largest decline over 3 years | -22.36% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -22.36% | — | — |
Current DrawdownCurrent decline from peak | -0.58% | -0.76% | +0.18% |
Average DrawdownAverage peak-to-trough decline | -5.11% | -1.78% | -3.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 2.23% | +0.53% |
Volatility
XZW0.DE vs. EXUS.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World ESG UCITS ETF 1C (XZW0.DE) is 3.11%, while Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE) has a volatility of 3.28%. This indicates that XZW0.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
| XZW0.DE | EXUS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.11% | 3.28% | -0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 8.87% | 10.06% | -1.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.32% | 12.37% | -0.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.88% | 13.39% | +1.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.38% | 13.39% | +2.99% |
XZW0.DE vs. EXUS.DE - Expense Ratio Comparison
XZW0.DE has a 0.20% 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
XZW0.DE vs. EXUS.DE - Dividend Comparison
Neither XZW0.DE nor EXUS.DE has paid dividends to shareholders.
Frequently Asked Questions
XZW0.DE and EXUS.DE have a correlation of 0.72, 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 0.20% for XZW0.DE.
XZW0.DE tracks MSCI World Low Carbon SRI Leaders, while EXUS.DE tracks MSCI World ex USA index. Their fees differ too: 0.20% for XZW0.DE and 0.15% for EXUS.DE.
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