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ARES vs. EXV1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ARES vs. EXV1.DE

Last updated Jun 30, 2026
See Documentation

ARES (Ares Management Corporation) is a stock, while EXV1.DE (iShares STOXX Europe 600 Banks UCITS ETF (DE)) is Financials Equities fund tracking the STOXX® Europe 600 Banks. Over the past 10 years, ARES returned 27.74%/yr vs 17.00%/yr for EXV1.DE. At a 0.26 correlation, their price movements are largely independent.

Performance

ARES vs. EXV1.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ares Management Corporation (ARES) and iShares STOXX Europe 600 Banks UCITS ETF (DE) (EXV1.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ARES is traded in USD, while EXV1.DE is traded in EUR. To make them comparable, the EXV1.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ARES achieves a -31.41% return, which is significantly lower than EXV1.DE's 11.15% return. Over the past 10 years, ARES has outperformed EXV1.DE with an annualized return of 27.74%, while EXV1.DE has yielded a comparatively lower 17.00% annualized return.

ARES

1D
-1.40%
1M
-14.89%
YTD
-31.41%
6M
-34.42%
1Y
-34.85%
3Y*
7.32%
5Y*
14.87%
10Y*
27.74%

EXV1.DE

1D
0.13%
1M
3.27%
YTD
11.15%
6M
12.06%
1Y
45.77%
3Y*
45.71%
5Y*
29.85%
10Y*
17.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ARES vs. EXV1.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
ARES
Ares Management Corporation		-31.41%-5.72%52.68%79.52%-12.75%77.75%37.37%110.13%-5.54%10.72%
EXV1.DE
iShares STOXX Europe 600 Banks UCITS ETF (DE)		11.15%99.82%25.39%30.30%-3.93%27.32%-17.18%12.73%-29.33%27.43%

Correlation

The correlation between ARES and EXV1.DE is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.24

Correlation (3Y)
Calculated over the trailing 3-year period

0.26

Correlation (5Y)
Calculated over the trailing 5-year period

0.33

Correlation (10Y)
Calculated over the trailing 10-year period

0.28

Correlation (All Time)
Calculated using the full available price history since May 2, 2014

0.26

Compare stocks, funds, or ETFs

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Ares Management Corporation

iShares STOXX Europe 600 Banks UCITS ETF (DE)

Often compared with ARES:
ARES vs. APOARES vs. BXARES vs. CGARES vs. ORLYARES vs. OARES vs. STLDARES vs. SFM
Often compared with EXV1.DE:
EXV1.DE vs. BNKE.LEXV1.DE vs. LYBK.DEEXV1.DE vs. BNKS.LEXV1.DE vs. XSX6.DEEXV1.DE vs. IU5C.DEEXV1.DE vs. LYMS.DEEXV1.DE vs. IUS2.DE

Return for Risk

ARES vs. EXV1.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ARES
ARES Risk / Return Rank: 1212
Overall Rank
ARES Sharpe Ratio Rank: 99
Sharpe Ratio Rank
ARES Sortino Ratio Rank: 1212
Sortino Ratio Rank
ARES Omega Ratio Rank: 1313
Omega Ratio Rank
ARES Calmar Ratio Rank: 1717
Calmar Ratio Rank
ARES Martin Ratio Rank: 1111
Martin Ratio Rank
EXV1.DE
EXV1.DE Risk / Return Rank: 7575
Overall Rank
EXV1.DE Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
EXV1.DE Sortino Ratio Rank: 8080
Sortino Ratio Rank
EXV1.DE Omega Ratio Rank: 7474
Omega Ratio Rank
EXV1.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
EXV1.DE Martin Ratio Rank: 6868
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ARES vs. EXV1.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ares Management Corporation (ARES) and iShares STOXX Europe 600 Banks UCITS ETF (DE) (EXV1.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

ARESEXV1.DEDifference
Sharpe ratioReturn per unit of total volatility
-0.83
1.93

-2.76

Sortino ratioReturn per unit of downside risk
-1.05
2.65

-3.70

Omega ratioGain probability vs. loss probability

0.87

1.33

-0.46

Calmar ratioReturn relative to maximum drawdown

-0.71

2.56

-3.28

Martin ratioReturn relative to average drawdown

-1.35

8.46

-9.81

ARES vs. EXV1.DE - Sharpe Ratio Comparison

The current ARES Sharpe Ratio is -0.83, which is lower than the EXV1.DE Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of ARES and EXV1.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

ARES vs. EXV1.DE - Drawdown Comparison

The maximum ARES drawdown since its inception was -49.73%, smaller than the maximum EXV1.DE drawdown of -83.96%. Use the drawdown chart below to compare losses from any high point for ARES and EXV1.DE.

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Drawdown Indicators

ARESEXV1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-49.73%

-83.96%

+34.23%

Max Drawdown (1Y)

Largest decline over 1 year

-49.05%

-17.78%

-31.27%

Max Drawdown (3Y)

Largest decline over 3 years

-49.73%

-19.60%

-30.13%

Max Drawdown (5Y)

Largest decline over 5 years

-49.73%

-37.51%

-12.22%

Max Drawdown (10Y)

Largest decline over 10 years

-49.73%

-61.46%

+11.73%

Current Drawdown

Current decline from peak

-42.25%

-2.54%

-39.71%

Average Drawdown

Average peak-to-trough decline

-11.40%

-58.33%

+46.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.91%

5.39%

+20.52%

Volatility

ARES vs. EXV1.DE - Volatility Comparison

Ares Management Corporation (ARES) has a higher volatility of 13.98% compared to iShares STOXX Europe 600 Banks UCITS ETF (DE) (EXV1.DE) at 6.51%. This indicates that ARES's price experiences larger fluctuations and is considered to be riskier than EXV1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ARESEXV1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.98%

6.51%

+7.47%

Volatility (6M)

Calculated over the trailing 6-month period

36.10%

20.07%

+16.03%

Volatility (1Y)

Calculated over the trailing 1-year period

42.24%

23.66%

+18.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.59%

25.58%

+12.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.53%

26.07%

+10.46%

Dividends

ARES vs. EXV1.DE - Dividend Comparison

ARES's dividend yield for the trailing twelve months is around 6.16%, more than EXV1.DE's 3.37% yield.

PositionTTM20252024202320222021202020192018201720162015
ARES
Ares Management Corporation		6.16%3.29%2.10%2.59%3.57%2.31%3.40%3.59%7.50%5.65%4.32%6.81%
EXV1.DE
iShares STOXX Europe 600 Banks UCITS ETF (DE)		3.37%3.63%5.51%4.53%6.37%1.06%1.52%4.31%4.03%6.01%3.49%3.41%

Frequently Asked Questions

ARES and EXV1.DE have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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