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iShares STOXX Europe 600 Travel & Leisure UCITS ETF (DE) (EXV9.DE) Sharpe Ratio: 0.45

EXV9.DE's Sharpe Ratio of 0.45 indicates that for each unit of volatility, it generates 0.45 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 3, 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.

EXV9.DE Sharpe Ratio Rank

EXV9.DE Sharpe Ratio Rank: 23.824
Below Average

EXV9.DE ranks above 23.8% 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

EXV9.DE Sharpe Ratio Market Positioning

The chart shows EXV9.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%): 0.49 or lower
  • Yellow zone (middle 50%): 0.49 to 1.43
  • Green zone (top 25%): 1.43 or higher
  • Top 1%: 5.85+
  • Median: 0.96 — half of all investments score higher

How it compares to other similar ETFs

The table compares iShares STOXX Europe 600 Travel & Leisure UCITS ETF (DE)'s Sharpe Ratio with other ETFs in the Consumer Staples Equities category across multiple time periods, showing how EXV9.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 Apr 3, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
7RIP.DEHANetf The Travel UCITS ETF0.52
SC0R.DEInvesco European Travel Sector UCITS ETF0.46
EXV9.DEiShares STOXX Europe 600 Travel & Leisure UCITS ETF (DE)0.45
EXH8.DEiShares STOXX Europe 600 Retail UCITS ETF (DE)0.39
XZEC.DEXtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF0.31
XUCD.DEXtrackers MSCI USA Consumer Discretionary UCITS ETF 1D0.16
QDVK.DEiShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc)0.13
ZPDD.DESPDR S&P US Consumer Discretionary Select Sector UCITS ETF0.11
SC05.DEInvesco European Retail Sector UCITS ETF0.08
GLUX.DEAmundi S&P Global Luxury UCITS ETF EUR0.03

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows EXV9.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 EXV9.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Explore EXV9.DE risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

EXV9.DE Sortino Ratio