[exim] Using Blacklists

I use this to block some spam before wasting CPU power on a message
with Spamassassin.

# : sbl.spamhaus.org
deny dnslists = sbl.spamhaus.org
       message  = SPAM: rejected because $sender_host_address is in
the blacklist at $dnslist_domain\n\ ($dnslist_text)

sbl.spamhaus.org rarely ever falses. I have tried xbl.spamhaus.org
and bl.spamcop.net but both false too much. Is there a way to check
both blacklists and only block if an IP is in both xbl.spamhaus.org
and bl.spamcop.net?

Matt