E61Z.DE vs. EXH8.DE
E61Z.DE (Global X E-commerce UCITS ETF USD Accumulating) and EXH8.DE (iShares STOXX Europe 600 Retail UCITS ETF (DE)) are both Consumer Staples Equities funds - E61Z.DE tracks the Solactive E-commerce while EXH8.DE tracks the STOXX® Europe 600 Retail. Both are passively managed. Over the past 3 years, E61Z.DE returned 13.25%/yr vs 12.32%/yr for EXH8.DE. A 0.53 correlation means they provide meaningful diversification when combined. E61Z.DE charges 0.50%/yr vs 0.46%/yr for EXH8.DE.
Performance
E61Z.DE vs. EXH8.DE - Performance Comparison
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Returns By Period
In the year-to-date period, E61Z.DE achieves a -15.24% return, which is significantly lower than EXH8.DE's 2.01% return.
E61Z.DE
- 1D
- 0.00%
- 1M
- -1.06%
- YTD
- -15.24%
- 6M
- -14.26%
- 1Y
- -6.80%
- 3Y*
- 13.25%
- 5Y*
- —
- 10Y*
- —
EXH8.DE
- 1D
- -1.58%
- 1M
- 5.31%
- YTD
- 2.01%
- 6M
- 2.72%
- 1Y
- 16.11%
- 3Y*
- 12.32%
- 5Y*
- 2.26%
- 10Y*
- 7.40%
E61Z.DE vs. EXH8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
E61Z.DE Global X E-commerce UCITS ETF USD Accumulating | -15.24% | 7.18% | 37.44% | 27.85% | -36.99% | -15.19% |
EXH8.DE iShares STOXX Europe 600 Retail UCITS ETF (DE) | 2.01% | 13.30% | 10.53% | 36.36% | -30.85% | -4.05% |
Correlation
The correlation between E61Z.DE and EXH8.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Nov 18, 2021 | 0.53 |
The correlation between E61Z.DE and EXH8.DE has been stable across timeframes, ranging from 0.43 to 0.53 - a consistent structural relationship.
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Return for Risk
E61Z.DE vs. EXH8.DE — Risk / Return Rank
E61Z.DE
EXH8.DE
E61Z.DE vs. EXH8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X E-commerce UCITS ETF USD Accumulating (E61Z.DE) and iShares STOXX Europe 600 Retail UCITS ETF (DE) (EXH8.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.
| E61Z.DE | EXH8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.20 | ||
| Sortino ratioReturn per unit of downside risk | -1.68 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.16 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.27 | 1.24 | -1.51 |
| Martin ratioReturn relative to average drawdown | -0.50 | 3.17 | -3.67 |
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Drawdowns
E61Z.DE vs. EXH8.DE - Drawdown Comparison
The maximum E61Z.DE drawdown since its inception was -49.16%, smaller than the maximum EXH8.DE drawdown of -52.64%. Use the drawdown chart below to compare losses from any high point for E61Z.DE and EXH8.DE.
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Drawdown Indicators
| E61Z.DE | EXH8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.16% | -52.64% | +3.48% |
Max Drawdown (1Y)Largest decline over 1 year | -25.19% | -12.97% | -12.22% |
Max Drawdown (3Y)Largest decline over 3 years | -30.13% | -19.66% | -10.47% |
Max Drawdown (5Y)Largest decline over 5 years | — | -48.56% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -48.79% | — |
Current DrawdownCurrent decline from peak | -21.85% | -1.58% | -20.27% |
Average DrawdownAverage peak-to-trough decline | -25.66% | -16.44% | -9.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.74% | 5.07% | +8.67% |
Volatility
E61Z.DE vs. EXH8.DE - Volatility Comparison
Global X E-commerce UCITS ETF USD Accumulating (E61Z.DE) has a higher volatility of 6.35% compared to iShares STOXX Europe 600 Retail UCITS ETF (DE) (EXH8.DE) at 5.37%. This indicates that E61Z.DE's price experiences larger fluctuations and is considered to be riskier than EXH8.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| E61Z.DE | EXH8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.35% | 5.37% | +0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 15.31% | 15.25% | +0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.77% | 18.90% | +0.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.16% | 21.56% | +5.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.16% | 19.43% | +7.73% |
E61Z.DE vs. EXH8.DE - Expense Ratio Comparison
E61Z.DE has a 0.50% expense ratio, which is higher than EXH8.DE's 0.46% expense ratio.
Dividends
E61Z.DE vs. EXH8.DE - Dividend Comparison
E61Z.DE has not paid dividends to shareholders, while EXH8.DE's dividend yield for the trailing twelve months is around 2.05%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
E61Z.DE Global X E-commerce UCITS ETF USD Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EXH8.DE iShares STOXX Europe 600 Retail UCITS ETF (DE) | 2.05% | 2.18% | 2.07% | 2.01% | 2.79% | 0.89% | 1.08% | 1.81% | 2.49% | 2.51% | 2.48% | 2.81% |
Frequently Asked Questions
E61Z.DE and EXH8.DE have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EXH8.DE is cheaper at 0.46% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXH8.DE is cheaper with a 0.46% expense ratio, compared with 0.50% for E61Z.DE.
E61Z.DE tracks Solactive E-commerce, while EXH8.DE tracks STOXX® Europe 600 Retail. They also come from different issuers: Global X and iShares. Their fees differ too: 0.50% for E61Z.DE and 0.46% for EXH8.DE.
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