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

Performance

EXH1.DE vs. WNDY.DE - 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 Global X Wind Energy UCITS ETF USD Accumulating (WNDY.DE). The values are adjusted to include any dividend payments, if applicable.

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EXH1.DE vs. WNDY.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
EXH1.DE
iShares STOXX Europe 600 Oil & Gas UCITS ETF (DE)
33.86%27.13%-3.22%7.61%15.05%
WNDY.DE
Global X Wind Energy UCITS ETF USD Accumulating
21.99%17.05%-14.98%-22.01%-8.38%

Returns By Period

In the year-to-date period, EXH1.DE achieves a 33.86% return, which is significantly higher than WNDY.DE's 21.99% return.


EXH1.DE

1D
-2.75%
1M
9.29%
YTD
33.86%
6M
41.98%
1Y
51.19%
3Y*
21.58%
5Y*
20.19%
10Y*
12.39%

WNDY.DE

1D
0.03%
1M
4.95%
YTD
21.99%
6M
28.09%
1Y
47.78%
3Y*
-0.44%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EXH1.DE vs. WNDY.DE - Expense Ratio Comparison

EXH1.DE has a 0.47% expense ratio, which is lower than WNDY.DE's 0.50% expense ratio.


Return for Risk

EXH1.DE vs. WNDY.DE — 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: 9494
Overall Rank
EXH1.DE Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
EXH1.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
EXH1.DE Omega Ratio Rank: 9494
Omega Ratio Rank
EXH1.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
EXH1.DE Martin Ratio Rank: 9696
Martin Ratio Rank

WNDY.DE
WNDY.DE Risk / Return Rank: 9292
Overall Rank
WNDY.DE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
WNDY.DE Sortino Ratio Rank: 9191
Sortino Ratio Rank
WNDY.DE Omega Ratio Rank: 8989
Omega Ratio Rank
WNDY.DE Calmar Ratio Rank: 9696
Calmar Ratio Rank
WNDY.DE Martin Ratio Rank: 9494
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. WNDY.DE - 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 Global X Wind Energy UCITS ETF USD Accumulating (WNDY.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.


EXH1.DEWNDY.DEDifference

Sharpe ratio

Return per unit of total volatility

2.51

2.15

+0.37

Sortino ratio

Return per unit of downside risk

2.88

2.78

+0.11

Omega ratio

Gain probability vs. loss probability

1.46

1.39

+0.07

Calmar ratio

Return relative to maximum drawdown

3.56

4.65

-1.09

Martin ratio

Return relative to average drawdown

18.10

16.10

+2.00

EXH1.DE vs. WNDY.DE - Sharpe Ratio Comparison

The current EXH1.DE Sharpe Ratio is 2.51, which is comparable to the WNDY.DE Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of EXH1.DE and WNDY.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EXH1.DEWNDY.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.51

2.15

+0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

-0.16

+0.41

Correlation

The correlation between EXH1.DE and WNDY.DE is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

EXH1.DE vs. WNDY.DE - Dividend Comparison

EXH1.DE's dividend yield for the trailing twelve months is around 2.89%, while WNDY.DE has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
EXH1.DE
iShares STOXX Europe 600 Oil & Gas UCITS ETF (DE)
2.89%4.05%4.54%4.44%3.38%3.26%5.05%4.00%2.85%5.39%4.20%5.08%
WNDY.DE
Global X Wind Energy 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%

Drawdowns

EXH1.DE vs. WNDY.DE - Drawdown Comparison

The maximum EXH1.DE drawdown since its inception was -55.76%, which is greater than WNDY.DE's maximum drawdown of -52.12%. Use the drawdown chart below to compare losses from any high point for EXH1.DE and WNDY.DE.


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Drawdown Indicators


EXH1.DEWNDY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-55.76%

-52.12%

-3.64%

Max Drawdown (1Y)

Largest decline over 1 year

-19.10%

-11.33%

-7.77%

Max Drawdown (5Y)

Largest decline over 5 years

-20.96%

Max Drawdown (10Y)

Largest decline over 10 years

-55.76%

Current Drawdown

Current decline from peak

-2.75%

-20.53%

+17.78%

Average Drawdown

Average peak-to-trough decline

-13.71%

-30.46%

+16.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

2.93%

-0.05%

Volatility

EXH1.DE vs. WNDY.DE - Volatility Comparison

The current volatility for iShares STOXX Europe 600 Oil & Gas UCITS ETF (DE) (EXH1.DE) is 6.38%, while Global X Wind Energy UCITS ETF USD Accumulating (WNDY.DE) has a volatility of 8.00%. This indicates that EXH1.DE experiences smaller price fluctuations and is considered to be less risky than WNDY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXH1.DEWNDY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.38%

8.00%

-1.62%

Volatility (6M)

Calculated over the trailing 6-month period

13.04%

14.77%

-1.73%

Volatility (1Y)

Calculated over the trailing 1-year period

20.26%

22.17%

-1.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.53%

21.19%

+0.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.07%

21.19%

+2.88%