EXH2.DE vs. XUFN.DE
EXH2.DE (iShares STOXX Europe 600 Financial Services UCITS ETF (DE)) and XUFN.DE (Xtrackers MSCI USA Financials UCITS ETF 1D) are both Financials Equities funds - EXH2.DE tracks the STOXX® Europe 600 Financial Services while XUFN.DE tracks the MSCI USA Financials. Both are passively managed. Over the past 5 years, EXH2.DE returned 8.07%/yr vs 9.47%/yr for XUFN.DE. A 0.62 correlation means they provide meaningful diversification when combined. EXH2.DE charges 0.46%/yr vs 0.12%/yr for XUFN.DE.
Performance
EXH2.DE vs. XUFN.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXH2.DE achieves a 2.24% return, which is significantly higher than XUFN.DE's -4.69% return.
EXH2.DE
- 1D
- 1.80%
- 1M
- 0.13%
- YTD
- 2.24%
- 6M
- 8.65%
- 1Y
- 6.97%
- 3Y*
- 16.88%
- 5Y*
- 8.07%
- 10Y*
- 10.91%
XUFN.DE
- 1D
- 3.20%
- 1M
- 1.29%
- YTD
- -4.69%
- 6M
- -2.50%
- 1Y
- 2.59%
- 3Y*
- 16.27%
- 5Y*
- 9.47%
- 10Y*
- —
EXH2.DE vs. XUFN.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXH2.DE iShares STOXX Europe 600 Financial Services UCITS ETF (DE) | 2.24% | 12.00% | 17.32% | 28.77% | -23.05% | 26.14% | 6.43% | 47.00% | -14.02% | 3.72% |
XUFN.DE Xtrackers MSCI USA Financials UCITS ETF 1D | -4.69% | 3.41% | 38.69% | 10.96% | -7.89% | 49.37% | -12.55% | 36.23% | -11.22% | 14.21% |
Correlation
The correlation between EXH2.DE and XUFN.DE is 0.57, 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 | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Sep 18, 2017 | 0.62 |
The correlation between EXH2.DE and XUFN.DE has been stable across timeframes, ranging from 0.55 to 0.62 - a consistent structural relationship.
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Return for Risk
EXH2.DE vs. XUFN.DE — Risk / Return Rank
EXH2.DE
XUFN.DE
EXH2.DE vs. XUFN.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Financial Services UCITS ETF (DE) (EXH2.DE) and Xtrackers MSCI USA Financials UCITS ETF 1D (XUFN.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.
| EXH2.DE | XUFN.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.30 | ||
| Sortino ratioReturn per unit of downside risk | +0.43 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.03 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 0.53 | 0.14 | +0.39 |
| Martin ratioReturn relative to average drawdown | 1.53 | 0.33 | +1.20 |
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
| EXH2.DE | XUFN.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.43 | 0.13 | +0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.50 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.52 | +0.08 |
Drawdowns
EXH2.DE vs. XUFN.DE - Drawdown Comparison
The maximum EXH2.DE drawdown since its inception was -42.02%, roughly equal to the maximum XUFN.DE drawdown of -43.39%. Use the drawdown chart below to compare losses from any high point for EXH2.DE and XUFN.DE.
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Drawdown Indicators
| EXH2.DE | XUFN.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.02% | -43.39% | +1.37% |
Max Drawdown (1Y)Largest decline over 1 year | -13.11% | -13.24% | +0.13% |
Max Drawdown (3Y)Largest decline over 3 years | -19.77% | -23.03% | +3.26% |
Max Drawdown (5Y)Largest decline over 5 years | -31.95% | -23.03% | -8.92% |
Max Drawdown (10Y)Largest decline over 10 years | -42.02% | — | — |
Current DrawdownCurrent decline from peak | -3.27% | -9.49% | +6.22% |
Average DrawdownAverage peak-to-trough decline | -7.85% | -7.81% | -0.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.57% | 5.77% | -1.20% |
Volatility
EXH2.DE vs. XUFN.DE - Volatility Comparison
iShares STOXX Europe 600 Financial Services UCITS ETF (DE) (EXH2.DE) has a higher volatility of 5.10% compared to Xtrackers MSCI USA Financials UCITS ETF 1D (XUFN.DE) at 4.40%. This indicates that EXH2.DE's price experiences larger fluctuations and is considered to be riskier than XUFN.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EXH2.DE | XUFN.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.10% | 4.40% | +0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 12.82% | 10.85% | +1.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.19% | 15.00% | +1.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.37% | 18.60% | +0.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.28% | 21.59% | -1.31% |
EXH2.DE vs. XUFN.DE - Expense Ratio Comparison
EXH2.DE has a 0.46% expense ratio, which is higher than XUFN.DE's 0.12% expense ratio.
Dividends
EXH2.DE vs. XUFN.DE - Dividend Comparison
EXH2.DE's dividend yield for the trailing twelve months is around 1.64%, more than XUFN.DE's 1.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXH2.DE iShares STOXX Europe 600 Financial Services UCITS ETF (DE) | 1.64% | 1.63% | 1.52% | 1.73% | 2.06% | 1.32% | 1.65% | 2.06% | 2.71% | 3.92% | 3.49% | 3.77% |
XUFN.DE Xtrackers MSCI USA Financials UCITS ETF 1D | 1.15% | 1.17% | 1.08% | 1.66% | 2.69% | 1.25% | 1.34% | 3.46% | 0.66% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EXH2.DE and XUFN.DE have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XUFN.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XUFN.DE is cheaper with a 0.12% expense ratio, compared with 0.46% for EXH2.DE.
EXH2.DE tracks STOXX® Europe 600 Financial Services, while XUFN.DE tracks MSCI USA Financials. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.46% for EXH2.DE and 0.12% for XUFN.DE.
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