ALV.DE vs. EXI2.DE
ALV.DE (Allianz SE) is a stock, while EXI2.DE (iShares Dow Jones Global Titans 50 UCITS ETF (DE)) is Global Equities fund tracking the Dow Jones Global Titans 50. Over the past 10 years, ALV.DE returned 15.44%/yr vs 16.14%/yr for EXI2.DE. At a 0.46 correlation, their price movements are largely independent.
Performance
ALV.DE vs. EXI2.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ALV.DE achieves a -0.54% return, which is significantly lower than EXI2.DE's 12.23% return. Both investments have delivered pretty close results over the past 10 years, with ALV.DE having a 15.44% annualized return and EXI2.DE not far ahead at 16.14%.
ALV.DE
- 1D
- 0.73%
- 1M
- -1.05%
- YTD
- -0.54%
- 6M
- 5.91%
- 1Y
- 9.74%
- 3Y*
- 26.66%
- 5Y*
- 16.73%
- 10Y*
- 15.44%
EXI2.DE
- 1D
- -0.27%
- 1M
- 4.33%
- YTD
- 12.23%
- 6M
- 11.81%
- 1Y
- 32.96%
- 3Y*
- 22.85%
- 5Y*
- 17.19%
- 10Y*
- 16.14%
ALV.DE vs. EXI2.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ALV.DE Allianz SE | -0.54% | 37.66% | 28.79% | 26.98% | 1.90% | 8.15% | -2.29% | 30.31% | -4.70% | 27.47% |
EXI2.DE iShares Dow Jones Global Titans 50 UCITS ETF (DE) | 12.23% | 10.38% | 38.84% | 33.44% | -21.53% | 35.62% | 10.63% | 35.14% | -0.86% | 6.38% |
Correlation
The correlation between ALV.DE and EXI2.DE is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Sep 27, 2001 | 0.46 |
The correlation between ALV.DE and EXI2.DE shifts across timeframes, from 0.24 (3 years) to 0.46 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ALV.DE vs. EXI2.DE — Risk / Return Rank
ALV.DE
EXI2.DE
ALV.DE vs. EXI2.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Allianz SE (ALV.DE) and iShares Dow Jones Global Titans 50 UCITS ETF (DE) (EXI2.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| ALV.DE | EXI2.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.00 | ||
| Sortino ratioReturn per unit of downside risk | -2.56 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.44 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | 0.81 | 4.21 | -3.40 |
| Martin ratioReturn relative to average drawdown | 2.05 | 15.84 | -13.79 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ALV.DE | EXI2.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.52 | 2.52 | -2.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 1.02 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.97 | -0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.41 | -0.19 |
Drawdowns
ALV.DE vs. EXI2.DE - Drawdown Comparison
The maximum ALV.DE drawdown since its inception was -89.53%, which is greater than EXI2.DE's maximum drawdown of -59.21%. Use the drawdown chart below to compare losses from any high point for ALV.DE and EXI2.DE.
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Drawdown Indicators
| ALV.DE | EXI2.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.53% | -59.21% | -30.32% |
Max Drawdown (1Y)Largest decline over 1 year | -12.35% | -8.07% | -4.28% |
Max Drawdown (3Y)Largest decline over 3 years | -12.35% | -24.75% | +12.40% |
Max Drawdown (5Y)Largest decline over 5 years | -27.52% | -24.75% | -2.77% |
Max Drawdown (10Y)Largest decline over 10 years | -48.71% | -30.00% | -18.71% |
Current DrawdownCurrent decline from peak | -5.04% | -1.11% | -3.93% |
Average DrawdownAverage peak-to-trough decline | -35.08% | -17.44% | -17.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.89% | 2.15% | +2.74% |
Volatility
ALV.DE vs. EXI2.DE - Volatility Comparison
Allianz SE (ALV.DE) has a higher volatility of 5.68% compared to iShares Dow Jones Global Titans 50 UCITS ETF (DE) (EXI2.DE) at 3.46%. This indicates that ALV.DE's price experiences larger fluctuations and is considered to be riskier than EXI2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ALV.DE | EXI2.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.68% | 3.46% | +2.22% |
Volatility (6M)Calculated over the trailing 6-month period | 14.27% | 9.18% | +5.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.28% | 13.50% | +5.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.67% | 16.60% | +3.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.51% | 16.57% | +5.94% |
Dividends
ALV.DE vs. EXI2.DE - Dividend Comparison
ALV.DE's dividend yield for the trailing twelve months is around 4.61%, more than EXI2.DE's 0.33% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALV.DE Allianz SE | 4.61% | 3.94% | 4.66% | 4.71% | 5.38% | 4.62% | 4.78% | 4.12% | 4.57% | 3.97% | 4.65% | 4.19% |
EXI2.DE iShares Dow Jones Global Titans 50 UCITS ETF (DE) | 0.33% | 0.41% | 0.42% | 0.61% | 0.84% | 0.55% | 0.99% | 1.28% | 1.29% | 2.56% | 1.77% | 2.56% |
Frequently Asked Questions
ALV.DE and EXI2.DE have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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