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iShares STOXX Europe 600 Retail UCITS ETF (DE) (EXH8.DE) Sharpe Ratio: 0.85

ETF · Currency in EUR · Last updated Jun 27, 2026

EXH8.DE is a passive ETF by iShares tracking the investment results of the STOXX® Europe 600 Retail. EXH8.DE launched on Jul 8, 2002 and has a 0.46% expense ratio.

EXH8.DE's Sharpe Ratio of 0.85 indicates that for each unit of volatility, it generates 0.85 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 27, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

EXH8.DE Sharpe Ratio Rank

EXH8.DE Sharpe Ratio Rank: 24.825
Below Average

EXH8.DE ranks above 24.8% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

EXH8.DE Sharpe Ratio Market Positioning

The chart shows EXH8.DE's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.85 or lower
  • Yellow zone (middle 50%): 0.85 to 2.05
  • Green zone (top 25%): 2.05 or higher
  • Top 1%: 6.83+
  • Median: 1.51 — half of all investments score higher

How it compares to other similar ETFs

The table compares iShares STOXX Europe 600 Retail UCITS ETF (DE)'s Sharpe Ratio with other ETFs in the Consumer Staples Equities category across multiple time periods, showing how EXH8.DE's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 27, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
XZEC.DEXtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF1.41
7RIP.DEHANetf The Travel UCITS ETF1.29
XDWS.DEXtrackers MSCI World Consumer Staples UCITS ETF 1C0.91
EXH8.DEiShares STOXX Europe 600 Retail UCITS ETF (DE)0.85
XUCS.DEXtrackers MSCI USA Consumer Staples UCITS ETF 1D0.83
2B7D.DEiShares S&P 500 Consumer Staples Sector UCITS ETF0.81
ZPDS.DESPDR S&P US Consumer Staples Select Sector UCITS ETF0.81
SC0R.DEInvesco European Travel Sector UCITS ETF0.77
ZPDD.DESPDR S&P US Consumer Discretionary Select Sector UCITS ETF0.70
SPYC.DESPDR MSCI Europe Consumer Staples UCITS ETF0.69

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows EXH8.DE's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when EXH8.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does EXH8.DE fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

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