ES50.DE vs. EXS2.DE
ES50.DE (iShares EURO STOXX 50 ESG UCITS ETF EUR (Acc)) and EXS2.DE (iShares TecDAX UCITS ETF (DE)) are both Europe Equities funds from iShares - ES50.DE tracks the EURO STOXX 50 ESG Index while EXS2.DE tracks the TecDAX®. Both are passively managed. Over the past year, ES50.DE returned 18.74% vs 5.55% for EXS2.DE. A 0.75 correlation means they provide meaningful diversification when combined. ES50.DE charges 0.10%/yr vs 0.51%/yr for EXS2.DE.
Performance
ES50.DE vs. EXS2.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ES50.DE achieves a 8.46% return, which is significantly lower than EXS2.DE's 15.70% return.
ES50.DE
- 1D
- 0.43%
- 1M
- 2.34%
- YTD
- 8.46%
- 6M
- 9.98%
- 1Y
- 18.74%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EXS2.DE
- 1D
- 0.52%
- 1M
- 10.24%
- YTD
- 15.70%
- 6M
- 16.12%
- 1Y
- 5.55%
- 3Y*
- 8.54%
- 5Y*
- 3.72%
- 10Y*
- 9.01%
ES50.DE vs. EXS2.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ES50.DE iShares EURO STOXX 50 ESG UCITS ETF EUR (Acc) | 8.46% | 25.72% | 13.20% | 6.66% |
EXS2.DE iShares TecDAX UCITS ETF (DE) | 15.70% | 5.33% | 1.63% | 3.00% |
Correlation
The correlation between ES50.DE and EXS2.DE is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Jul 27, 2023 | 0.75 |
The correlation between ES50.DE and EXS2.DE has been stable across timeframes, ranging from 0.69 to 0.75 - a consistent structural relationship.
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Return for Risk
ES50.DE vs. EXS2.DE — Risk / Return Rank
ES50.DE
EXS2.DE
ES50.DE vs. EXS2.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares EURO STOXX 50 ESG UCITS ETF EUR (Acc) (ES50.DE) and iShares TecDAX UCITS ETF (DE) (EXS2.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.
| ES50.DE | EXS2.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.75 | ||
| Sortino ratioReturn per unit of downside risk | +1.09 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.07 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.62 | 0.40 | +1.22 |
| Martin ratioReturn relative to average drawdown | 5.62 | 0.80 | +4.82 |
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
| ES50.DE | EXS2.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | 0.36 | +0.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.20 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.46 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.20 | 0.14 | +1.07 |
Drawdowns
ES50.DE vs. EXS2.DE - Drawdown Comparison
The maximum ES50.DE drawdown since its inception was -15.53%, smaller than the maximum EXS2.DE drawdown of -84.49%. Use the drawdown chart below to compare losses from any high point for ES50.DE and EXS2.DE.
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Drawdown Indicators
| ES50.DE | EXS2.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.53% | -84.49% | +68.96% |
Max Drawdown (1Y)Largest decline over 1 year | -11.70% | -16.12% | +4.42% |
Max Drawdown (3Y)Largest decline over 3 years | — | -17.93% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -34.97% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.97% | — |
Current DrawdownCurrent decline from peak | -0.44% | -0.81% | +0.37% |
Average DrawdownAverage peak-to-trough decline | -2.38% | -39.46% | +37.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.38% | 8.07% | -4.69% |
Volatility
ES50.DE vs. EXS2.DE - Volatility Comparison
iShares EURO STOXX 50 ESG UCITS ETF EUR (Acc) (ES50.DE) and iShares TecDAX UCITS ETF (DE) (EXS2.DE) have volatilities of 5.08% and 5.29%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ES50.DE | EXS2.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.08% | 5.29% | -0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 13.75% | 14.25% | -0.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.97% | 17.83% | -0.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.76% | 18.80% | -3.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.76% | 19.47% | -3.71% |
ES50.DE vs. EXS2.DE - Expense Ratio Comparison
ES50.DE has a 0.10% expense ratio, which is lower than EXS2.DE's 0.51% expense ratio.
Dividends
ES50.DE vs. EXS2.DE - Dividend Comparison
Neither ES50.DE nor EXS2.DE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ES50.DE iShares EURO STOXX 50 ESG UCITS ETF EUR (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EXS2.DE iShares TecDAX UCITS ETF (DE) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.04% | 0.15% | 0.25% | 0.36% |
Frequently Asked Questions
ES50.DE and EXS2.DE have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ES50.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ES50.DE is cheaper with a 0.10% expense ratio, compared with 0.51% for EXS2.DE.
ES50.DE tracks EURO STOXX 50 ESG Index, while EXS2.DE tracks TecDAX®. Their fees differ too: 0.10% for ES50.DE and 0.51% for EXS2.DE.
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