EXH4.DE vs. DXSL.DE
EXH4.DE (iShares STOXX Europe 600 Industrial Goods & Services UCITS ETF (DE)) and DXSL.DE (Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C) are both Industrials Equities funds - EXH4.DE tracks the STOXX® Europe 600 Industrial Goods & Services while DXSL.DE tracks the MSCI Europe Industrials ESG Screened 20-35. Both are passively managed. Over the past 10 years, EXH4.DE returned 12.08%/yr vs 11.00%/yr for DXSL.DE. Their correlation of 0.89 suggests significant overlap in exposure. EXH4.DE charges 0.46%/yr vs 0.17%/yr for DXSL.DE.
Performance
EXH4.DE vs. DXSL.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with EXH4.DE having a 8.61% return and DXSL.DE slightly higher at 8.84%. Over the past 10 years, EXH4.DE has outperformed DXSL.DE with an annualized return of 12.08%, while DXSL.DE has yielded a comparatively lower 11.00% annualized return.
EXH4.DE
- 1D
- 0.57%
- 1M
- 1.72%
- YTD
- 8.61%
- 6M
- 10.71%
- 1Y
- 14.50%
- 3Y*
- 17.96%
- 5Y*
- 11.25%
- 10Y*
- 12.08%
DXSL.DE
- 1D
- 0.45%
- 1M
- -0.31%
- YTD
- 8.84%
- 6M
- 10.88%
- 1Y
- 14.61%
- 3Y*
- 14.15%
- 5Y*
- 9.06%
- 10Y*
- 11.00%
EXH4.DE vs. DXSL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXH4.DE iShares STOXX Europe 600 Industrial Goods & Services UCITS ETF (DE) | 8.61% | 23.72% | 14.66% | 23.26% | -18.58% | 27.14% | 5.60% | 36.93% | -13.73% | 16.86% |
DXSL.DE Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C | 8.84% | 15.36% | 9.82% | 24.09% | -19.61% | 29.29% | 6.12% | 36.96% | -13.91% | 17.04% |
Correlation
The correlation between EXH4.DE and DXSL.DE is 0.91, 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 | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Aug 21, 2007 | 0.89 |
The correlation between EXH4.DE and DXSL.DE has been stable across timeframes, ranging from 0.89 to 0.97 - a consistent structural relationship.
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Return for Risk
EXH4.DE vs. DXSL.DE — Risk / Return Rank
EXH4.DE
DXSL.DE
EXH4.DE vs. DXSL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Industrial Goods & Services UCITS ETF (DE) (EXH4.DE) and Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C (DXSL.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.
| EXH4.DE | DXSL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.02 | ||
| Sortino ratioReturn per unit of downside risk | -0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.15 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.09 | 1.10 | -0.01 |
| Martin ratioReturn relative to average drawdown | 3.91 | 3.89 | +0.02 |
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
| EXH4.DE | DXSL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.73 | 0.75 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.47 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.56 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.38 | +0.10 |
Drawdowns
EXH4.DE vs. DXSL.DE - Drawdown Comparison
The maximum EXH4.DE drawdown since its inception was -60.02%, roughly equal to the maximum DXSL.DE drawdown of -58.54%. Use the drawdown chart below to compare losses from any high point for EXH4.DE and DXSL.DE.
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Drawdown Indicators
| EXH4.DE | DXSL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.02% | -58.54% | -1.48% |
Max Drawdown (1Y)Largest decline over 1 year | -13.28% | -13.21% | -0.07% |
Max Drawdown (3Y)Largest decline over 3 years | -19.33% | -20.06% | +0.73% |
Max Drawdown (5Y)Largest decline over 5 years | -31.07% | -31.06% | -0.01% |
Max Drawdown (10Y)Largest decline over 10 years | -41.94% | -41.92% | -0.02% |
Current DrawdownCurrent decline from peak | -1.40% | -3.07% | +1.67% |
Average DrawdownAverage peak-to-trough decline | -9.81% | -10.00% | +0.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.69% | 3.75% | -0.06% |
Volatility
EXH4.DE vs. DXSL.DE - Volatility Comparison
iShares STOXX Europe 600 Industrial Goods & Services UCITS ETF (DE) (EXH4.DE) has a higher volatility of 6.36% compared to Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C (DXSL.DE) at 6.00%. This indicates that EXH4.DE's price experiences larger fluctuations and is considered to be riskier than DXSL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EXH4.DE | DXSL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.36% | 6.00% | +0.36% |
Volatility (6M)Calculated over the trailing 6-month period | 16.56% | 15.78% | +0.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.71% | 19.33% | +0.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.66% | 19.22% | +0.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.93% | 19.64% | +0.29% |
EXH4.DE vs. DXSL.DE - Expense Ratio Comparison
EXH4.DE has a 0.46% expense ratio, which is higher than DXSL.DE's 0.17% expense ratio.
Dividends
EXH4.DE vs. DXSL.DE - Dividend Comparison
EXH4.DE's dividend yield for the trailing twelve months is around 1.18%, while DXSL.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DXSL.DE Xtrackers MSCI Europe Industrials 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% |
EXH4.DE iShares STOXX Europe 600 Industrial Goods & Services UCITS ETF (DE) | 1.18% | 1.31% | 1.51% | 1.72% | 1.68% | 1.08% | 0.85% | 1.69% | 1.67% | 2.38% | 2.10% | 2.79% |
Frequently Asked Questions
With a correlation of 0.91, EXH4.DE and DXSL.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, DXSL.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DXSL.DE is cheaper with a 0.17% expense ratio, compared with 0.46% for EXH4.DE.
EXH4.DE tracks STOXX® Europe 600 Industrial Goods & Services, while DXSL.DE tracks MSCI Europe Industrials ESG Screened 20-35. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.46% for EXH4.DE and 0.17% for DXSL.DE.
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