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EXH3.DE vs. DXSK.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXH3.DE vs. DXSK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares STOXX Europe 600 Food & Beverage UCITS ETF (DE) (EXH3.DE) and Xtrackers MSCI Europe Consumer Staples ESG Screened UCITS ETF 1C (DXSK.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EXH3.DE achieves a 10.86% return, which is significantly higher than DXSK.DE's 8.14% return. Over the past 10 years, EXH3.DE has underperformed DXSK.DE with an annualized return of 2.22%, while DXSK.DE has yielded a comparatively higher 2.44% annualized return.


EXH3.DE

1D
0.31%
1M
6.61%
6M
11.07%
YTD
10.86%
1Y
8.24%
3Y*
-1.83%
5Y*
-1.74%
10Y*
2.22%

DXSK.DE

1D
0.71%
1M
6.55%
6M
4.65%
YTD
8.14%
1Y
5.04%
3Y*
-2.02%
5Y*
-1.40%
10Y*
2.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXH3.DE vs. DXSK.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXH3.DE
iShares STOXX Europe 600 Food & Beverage UCITS ETF (DE)
10.86%0.44%-10.82%-2.05%-13.20%22.57%-6.15%29.56%-7.32%12.78%
DXSK.DE
Xtrackers MSCI Europe Consumer Staples ESG Screened UCITS ETF 1C
8.14%-1.90%-8.81%1.36%-10.89%20.71%-6.08%29.68%-7.36%12.63%

Correlation

The correlation between EXH3.DE and DXSK.DE is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.86

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

0.85

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

0.89

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

0.94

Correlation (All Time)
Calculated using the full available price history since Aug 22, 2007

0.90

The correlation between EXH3.DE and DXSK.DE has been stable across timeframes, ranging from 0.85 to 0.94 - a consistent structural relationship.

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Return for Risk

EXH3.DE vs. DXSK.DE — Risk / Return Rank

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

EXH3.DE
EXH3.DE Risk / Return Rank: 2020
Overall Rank
EXH3.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
EXH3.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
EXH3.DE Omega Ratio Rank: 1919
Omega Ratio Rank
EXH3.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
EXH3.DE Martin Ratio Rank: 1919
Martin Ratio Rank

DXSK.DE
DXSK.DE Risk / Return Rank: 1515
Overall Rank
DXSK.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
DXSK.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
DXSK.DE Omega Ratio Rank: 1515
Omega Ratio Rank
DXSK.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
DXSK.DE Martin Ratio Rank: 1313
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.

EXH3.DE vs. DXSK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Food & Beverage UCITS ETF (DE) (EXH3.DE) and Xtrackers MSCI Europe Consumer Staples ESG Screened UCITS ETF 1C (DXSK.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.


EXH3.DEDXSK.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.20

Sortino ratioReturn per unit of downside risk

+0.31

Omega ratioGain probability vs. loss probability

1.10

1.07

+0.04

Calmar ratioReturn relative to maximum drawdown

0.64

0.30

+0.35

Martin ratioReturn relative to average drawdown

1.44

0.62

+0.83

EXH3.DE vs. DXSK.DE - Sharpe Ratio Comparison

The current EXH3.DE Sharpe Ratio is 0.52, which is higher than the DXSK.DE Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of EXH3.DE and DXSK.DE, 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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Drawdowns

EXH3.DE vs. DXSK.DE - Drawdown Comparison

The maximum EXH3.DE drawdown since its inception was -39.85%, roughly equal to the maximum DXSK.DE drawdown of -39.67%. Use the drawdown chart below to compare losses from any high point for EXH3.DE and DXSK.DE.


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Drawdown Indicators


EXH3.DEDXSK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-39.85%

-39.67%

-0.18%

Max Drawdown (1Y)

Largest decline over 1 year

-12.77%

-16.96%

+4.19%

Max Drawdown (3Y)

Largest decline over 3 years

-21.11%

-19.53%

-1.58%

Max Drawdown (5Y)

Largest decline over 5 years

-28.68%

-24.50%

-4.18%

Max Drawdown (10Y)

Largest decline over 10 years

-30.20%

-29.70%

-0.50%

Current Drawdown

Current decline from peak

-16.95%

-13.82%

-3.13%

Average Drawdown

Average peak-to-trough decline

-8.99%

-8.47%

-0.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.69%

8.17%

-2.48%

Volatility

EXH3.DE vs. DXSK.DE - Volatility Comparison

iShares STOXX Europe 600 Food & Beverage UCITS ETF (DE) (EXH3.DE) and Xtrackers MSCI Europe Consumer Staples ESG Screened UCITS ETF 1C (DXSK.DE) have volatilities of 5.50% and 5.26%, 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


EXH3.DEDXSK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.50%

5.26%

+0.24%

Volatility (6M)

Calculated over the trailing 6-month period

12.45%

13.13%

-0.68%

Volatility (1Y)

Calculated over the trailing 1-year period

15.93%

16.15%

-0.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.28%

14.03%

+0.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.40%

14.38%

+0.02%

EXH3.DE vs. DXSK.DE - Expense Ratio Comparison

EXH3.DE has a 0.46% expense ratio, which is higher than DXSK.DE's 0.17% expense ratio.


Dividends

EXH3.DE vs. DXSK.DE - Dividend Comparison

EXH3.DE's dividend yield for the trailing twelve months is around 2.25%, while DXSK.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
DXSK.DE
Xtrackers MSCI Europe Consumer Staples ESG Screened UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EXH3.DE
iShares STOXX Europe 600 Food & Beverage UCITS ETF (DE)
2.25%2.10%2.16%1.70%1.56%0.88%1.45%1.46%1.70%2.08%2.45%2.52%

Frequently Asked Questions


EXH3.DE and DXSK.DE have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DXSK.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DXSK.DE is cheaper with a 0.17% expense ratio, compared with 0.46% for EXH3.DE.

EXH3.DE tracks STOXX® Europe 600 Food & Beverage, while DXSK.DE tracks MSCI Europe Consumer Staples ESG Screened 20-35. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.46% for EXH3.DE and 0.17% for DXSK.DE.

Portfolio Optimizer

Find the right allocation for EXH3.DE and DXSK.DE

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