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iShares STOXX Europe 600 Automobiles & Parts UCITS ETF (DE) EUR Dist (EXV5.DE) Sharpe Ratio: -0.48

ETF · Currency in EUR · Last updated Jun 5, 2026

EXV5.DE is a passive ETF by iShares tracking the investment results of the STOXX® Europe 600 Automobiles & Parts. EXV5.DE launched on Jul 8, 2002 and has a 0.46% expense ratio.

EXV5.DE's Sharpe Ratio of -0.48 indicates that for each unit of volatility, it generates -0.48 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 5, 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.

EXV5.DE Sharpe Ratio Rank

EXV5.DE Sharpe Ratio Rank: 4.95
Concerning

EXV5.DE ranks above 4.9% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak returns relative to total risk taken. 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

  • Weak risk-adjusted returns relative to category peers
  • Evaluate whether this holding aligns with your risk-return objectives
  • Consider reducing exposure or re-evaluating position size
  • Review higher-ranked alternatives in the same category

EXV5.DE Sharpe Ratio Market Positioning

The chart shows EXV5.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%): 0.86 or lower
  • Yellow zone (middle 50%): 0.86 to 2.39
  • Green zone (top 25%): 2.39 or higher
  • Top 1%: 7.73+
  • Median: 1.70 — half of all investments score higher

How it compares to other similar ETFs

The table compares iShares STOXX Europe 600 Automobiles & Parts UCITS ETF (DE) EUR Dist's Sharpe Ratio with other ETFs in the Consumer Staples Equities category across multiple time periods, showing how EXV5.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 5, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
XZEC.DEXtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF0.73
ZPDD.DESPDR S&P US Consumer Discretionary Select Sector UCITS ETF0.62
XUCD.DEXtrackers MSCI USA Consumer Discretionary UCITS ETF 1D0.57
QDVK.DEiShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc)0.56
7RIP.DEHANetf The Travel UCITS ETF0.51
WELC.DEAmundi S&P Global Consumer Discretionary ESG UCITS ETF EUR Dist0.39
SC0R.DEInvesco European Travel Sector UCITS ETF0.39
WELJ.DEAmundi S&P Global Consumer Discretionary ESG UCITS ETF EUR Acc0.38
EXH8.DEiShares STOXX Europe 600 Retail UCITS ETF (DE)0.33
EXV9.DEiShares STOXX Europe 600 Travel & Leisure UCITS ETF (DE)0.31
EXV5.DEiShares STOXX Europe 600 Automobiles & Parts UCITS ETF (DE) EUR Dist-0.48

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows EXV5.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 EXV5.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

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