BNKS.L vs. EXV1.DE
Compare and contrast key facts about iShares S&P U.S. Banks (BNKS.L) and iShares STOXX Europe 600 Banks UCITS ETF (DE) (EXV1.DE).
BNKS.L and EXV1.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BNKS.L is a passively managed fund by iShares that tracks the performance of the MSCI World/Financials NR USD. It was launched on May 22, 2018. EXV1.DE is a passively managed fund by iShares that tracks the performance of the STOXX® Europe 600 Banks. It was launched on Apr 25, 2001. Both BNKS.L and EXV1.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BNKS.L or EXV1.DE.
Key characteristics
| BNKS.L | EXV1.DE | |
|---|---|---|
| YTD Return | 37.61% | 27.87% |
| 1Y Return | 64.34% | 35.92% |
| 3Y Return (Ann) | 1.07% | 16.90% |
| 5Y Return (Ann) | 6.86% | 12.25% |
| Sharpe Ratio | 2.32 | 2.08 |
| Sortino Ratio | 3.37 | 2.62 |
| Omega Ratio | 1.43 | 1.37 |
| Calmar Ratio | 1.49 | 0.68 |
| Martin Ratio | 15.45 | 12.28 |
| Ulcer Index | 3.97% | 2.74% |
| Daily Std Dev | 26.91% | 16.11% |
| Max Drawdown | -51.35% | -82.30% |
| Current Drawdown | -3.78% | -32.09% |
Correlation
The correlation between BNKS.L and EXV1.DE is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
BNKS.L vs. EXV1.DE - Performance Comparison
In the year-to-date period, BNKS.L achieves a 37.61% return, which is significantly higher than EXV1.DE's 27.87% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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BNKS.L vs. EXV1.DE - Expense Ratio Comparison
BNKS.L has a 0.35% expense ratio, which is lower than EXV1.DE's 0.47% expense ratio.
Risk-Adjusted Performance
BNKS.L vs. EXV1.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P U.S. Banks (BNKS.L) 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.
Dividends
BNKS.L vs. EXV1.DE - Dividend Comparison
BNKS.L has not paid dividends to shareholders, while EXV1.DE's dividend yield for the trailing twelve months is around 5.73%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BNKS.L iShares S&P U.S. Banks | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EXV1.DE iShares STOXX Europe 600 Banks UCITS ETF (DE) | 5.73% | 4.53% | 6.37% | 1.06% | 1.52% | 4.31% | 4.03% | 6.01% | 3.49% | 3.41% | 2.54% | 3.68% |
Drawdowns
BNKS.L vs. EXV1.DE - Drawdown Comparison
The maximum BNKS.L drawdown since its inception was -51.35%, smaller than the maximum EXV1.DE drawdown of -82.30%. Use the drawdown chart below to compare losses from any high point for BNKS.L and EXV1.DE. For additional features, visit the drawdowns tool.
Volatility
BNKS.L vs. EXV1.DE - Volatility Comparison
iShares S&P U.S. Banks (BNKS.L) has a higher volatility of 11.07% compared to iShares STOXX Europe 600 Banks UCITS ETF (DE) (EXV1.DE) at 5.72%. This indicates that BNKS.L'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.