Nanostructured composite thin films showing magnetic exchange coupling at the material interface have attracted great interest for the development of electronic components such as spin-valves. Besides the commonly performed fabrication of multilayer systems, the utilization of nanoparticle building blocks holds great potential for thin films with tailored magnetic properties and allows the facile but controlled combination of materials with complementary magnetic characteristics. In this work, we present the use of prefabricated highly crystalline iron platinum (fcc-FePt) and iron oxide (FexOy) nanoparticles for the preparation of nanocomposite thin films with varying compositions by wet processing from mixed dispersions. The resulting multiphase coatings showed high homogeneity, low surface roughness, and superparamagnetic behavior. By the variation of the amount of incorporated iron oxide, a precise adjustment of the magnetization at high field strength could be achieved. Furthermore, calcination under inert gas atmosphere resulted in a controlled phase transition of the magnetic phases and thus, in purely metallic coatings composed of ferromagnetic fct-FePt and antiferromagnetic fcc-FePt3, a decrease in surface roughness as well as high magnetic coercivity at room temperature. Field-cooling below the Neel temperature of fcc-FePt3 led to an exchange bias effect with a strong increase in coercivity and the characteristic hysteresis shift. In comparison to the literature, our nanocomposite thin films showed fully ordered phases without the occurrence of phase impurities, a distinctly higher coercivity, and an exchange bias shift of 38.7 mT.