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EXH1.DE vs. VONG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXH1.DE vs. VONG - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares STOXX Europe 600 Oil & Gas UCITS ETF (DE) (EXH1.DE) and Vanguard Russell 1000 Growth ETF (VONG). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EXH1.DE is traded in EUR, while VONG is traded in USD. To make them comparable, the VONG values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, EXH1.DE achieves a 32.64% return, which is significantly higher than VONG's 8.62% return. Over the past 10 years, EXH1.DE has underperformed VONG with an annualized return of 11.26%, while VONG has yielded a comparatively higher 18.33% annualized return.


EXH1.DE

1D
-0.74%
1M
-4.62%
YTD
32.64%
6M
30.47%
1Y
55.62%
3Y*
21.27%
5Y*
19.54%
10Y*
11.26%

VONG

1D
0.07%
1M
6.06%
YTD
8.62%
6M
6.82%
1Y
23.42%
3Y*
21.74%
5Y*
16.50%
10Y*
18.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXH1.DE vs. VONG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXH1.DE
iShares STOXX Europe 600 Oil & Gas UCITS ETF (DE)
32.64%27.13%-3.22%7.61%29.31%20.65%-21.80%11.26%-1.32%2.22%
VONG
Vanguard Russell 1000 Growth ETF
8.62%4.39%41.99%38.40%-24.79%37.15%26.90%39.13%3.09%14.07%

Correlation

The correlation between EXH1.DE and VONG is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

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

0.09

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

0.10

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

0.18

Correlation (All Time)
Calculated using the full available price history since Sep 23, 2010

0.28

The correlation between EXH1.DE and VONG shifts across timeframes, from 0.09 (3 years) to 0.28 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

EXH1.DE vs. VONG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EXH1.DE
EXH1.DE Risk / Return Rank: 9090
Overall Rank
EXH1.DE Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
EXH1.DE Sortino Ratio Rank: 8484
Sortino Ratio Rank
EXH1.DE Omega Ratio Rank: 8686
Omega Ratio Rank
EXH1.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
EXH1.DE Martin Ratio Rank: 9494
Martin Ratio Rank

VONG
VONG Risk / Return Rank: 4242
Overall Rank
VONG Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
VONG Sortino Ratio Rank: 4747
Sortino Ratio Rank
VONG Omega Ratio Rank: 4747
Omega Ratio Rank
VONG Calmar Ratio Rank: 3232
Calmar Ratio Rank
VONG Martin Ratio Rank: 3636
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.

EXH1.DE vs. VONG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Oil & Gas UCITS ETF (DE) (EXH1.DE) and Vanguard Russell 1000 Growth ETF (VONG). 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.


EXH1.DEVONGDifference
Sharpe ratioReturn per unit of total volatility

+1.55

Sortino ratioReturn per unit of downside risk

+1.71

Omega ratioGain probability vs. loss probability

1.52

1.27

+0.26

Calmar ratioReturn relative to maximum drawdown

8.05

1.55

+6.51

Martin ratioReturn relative to average drawdown

26.11

4.51

+21.60

EXH1.DE vs. VONG - Sharpe Ratio Comparison

The current EXH1.DE Sharpe Ratio is 3.05, which is higher than the VONG Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of EXH1.DE and VONG, 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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Sharpe Ratios by Period


EXH1.DEVONGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.05

1.50

+1.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

0.78

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.87

-0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.93

-0.68

Drawdowns

EXH1.DE vs. VONG - Drawdown Comparison

The maximum EXH1.DE drawdown since its inception was -55.76%, which is greater than VONG's maximum drawdown of -31.19%. Use the drawdown chart below to compare losses from any high point for EXH1.DE and VONG.


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Drawdown Indicators


EXH1.DEVONGDifference

Max Drawdown

Largest peak-to-trough decline

-55.76%

-31.19%

-24.57%

Max Drawdown (1Y)

Largest decline over 1 year

-6.87%

-15.20%

+8.33%

Max Drawdown (3Y)

Largest decline over 3 years

-20.96%

-27.92%

+6.96%

Max Drawdown (5Y)

Largest decline over 5 years

-20.96%

-27.92%

+6.96%

Max Drawdown (10Y)

Largest decline over 10 years

-55.76%

-31.19%

-24.57%

Current Drawdown

Current decline from peak

-4.62%

-1.28%

-3.34%

Average Drawdown

Average peak-to-trough decline

-13.64%

-4.93%

-8.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.12%

5.21%

-3.09%

Volatility

EXH1.DE vs. VONG - Volatility Comparison

iShares STOXX Europe 600 Oil & Gas UCITS ETF (DE) (EXH1.DE) has a higher volatility of 5.94% compared to Vanguard Russell 1000 Growth ETF (VONG) at 3.10%. This indicates that EXH1.DE's price experiences larger fluctuations and is considered to be riskier than VONG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXH1.DEVONGDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.94%

3.10%

+2.84%

Volatility (6M)

Calculated over the trailing 6-month period

14.85%

11.12%

+3.73%

Volatility (1Y)

Calculated over the trailing 1-year period

18.20%

15.70%

+2.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.63%

21.12%

+0.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.08%

21.24%

+2.84%

EXH1.DE vs. VONG - Expense Ratio Comparison

EXH1.DE has a 0.47% expense ratio, which is higher than VONG's 0.06% expense ratio.


Dividends

EXH1.DE vs. VONG - Dividend Comparison

EXH1.DE's dividend yield for the trailing twelve months is around 2.98%, more than VONG's 0.43% yield.


PositionTTM20252024202320222021202020192018201720162015
EXH1.DE
iShares STOXX Europe 600 Oil & Gas UCITS ETF (DE)
2.98%4.05%4.54%4.44%3.38%3.26%5.05%4.00%2.85%5.39%4.20%5.08%
VONG
Vanguard Russell 1000 Growth ETF
0.43%0.45%0.55%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%

Frequently Asked Questions


EXH1.DE and VONG have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VONG is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VONG is cheaper with a 0.06% expense ratio, compared with 0.47% for EXH1.DE.

EXH1.DE is categorized as Energy Equities, while VONG is Large Cap Growth Equities. EXH1.DE tracks STOXX® Europe 600 Oil & Gas, while VONG tracks Russell 1000 Growth Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.47% for EXH1.DE and 0.06% for VONG.

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