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EXH4.DE vs. XUIN.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXH4.DE vs. XUIN.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares STOXX Europe 600 Industrial Goods & Services UCITS ETF (DE) (EXH4.DE) and Xtrackers MSCI USA Industrials UCITS ETF 1D (XUIN.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, EXH4.DE achieves a 8.61% return, which is significantly lower than XUIN.DE's 14.33% 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%

XUIN.DE

1D
-0.21%
1M
2.46%
YTD
14.33%
6M
14.81%
1Y
21.18%
3Y*
19.11%
5Y*
13.45%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXH4.DE vs. XUIN.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EXH4.DE
iShares STOXX Europe 600 Industrial Goods & Services UCITS ETF (DE)
8.61%23.72%14.66%23.26%-18.58%27.59%
XUIN.DE
Xtrackers MSCI USA Industrials UCITS ETF 1D
14.33%6.01%23.58%16.69%-1.88%32.02%

Correlation

The correlation between EXH4.DE and XUIN.DE is 0.65, 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

0.65

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

0.62

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

0.64

Correlation (All Time)
Calculated using the full available price history since Jan 28, 2021

0.64

The correlation between EXH4.DE and XUIN.DE has been stable across timeframes, ranging from 0.62 to 0.65 - a consistent structural relationship.

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Return for Risk

EXH4.DE vs. XUIN.DE — Risk / Return Rank

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

EXH4.DE
EXH4.DE Risk / Return Rank: 2424
Overall Rank
EXH4.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
EXH4.DE Sortino Ratio Rank: 2323
Sortino Ratio Rank
EXH4.DE Omega Ratio Rank: 2323
Omega Ratio Rank
EXH4.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
EXH4.DE Martin Ratio Rank: 2828
Martin Ratio Rank

XUIN.DE
XUIN.DE Risk / Return Rank: 4545
Overall Rank
XUIN.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
XUIN.DE Sortino Ratio Rank: 4343
Sortino Ratio Rank
XUIN.DE Omega Ratio Rank: 4141
Omega Ratio Rank
XUIN.DE Calmar Ratio Rank: 4949
Calmar Ratio Rank
XUIN.DE Martin Ratio Rank: 4747
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.

EXH4.DE vs. XUIN.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 USA Industrials UCITS ETF 1D (XUIN.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.DEXUIN.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.73

Sortino ratioReturn per unit of downside risk

-0.96

Omega ratioGain probability vs. loss probability

1.15

1.26

-0.12

Calmar ratioReturn relative to maximum drawdown

1.09

2.39

-1.30

Martin ratioReturn relative to average drawdown

3.91

7.70

-3.79

EXH4.DE vs. XUIN.DE - Sharpe Ratio Comparison

The current EXH4.DE Sharpe Ratio is 0.73, which is lower than the XUIN.DE Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of EXH4.DE and XUIN.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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Sharpe Ratios by Period


EXH4.DEXUIN.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

1.47

-0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.80

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.98

-0.50

Drawdowns

EXH4.DE vs. XUIN.DE - Drawdown Comparison

The maximum EXH4.DE drawdown since its inception was -60.02%, which is greater than XUIN.DE's maximum drawdown of -22.79%. Use the drawdown chart below to compare losses from any high point for EXH4.DE and XUIN.DE.


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Drawdown Indicators


EXH4.DEXUIN.DEDifference

Max Drawdown

Largest peak-to-trough decline

-60.02%

-22.79%

-37.23%

Max Drawdown (1Y)

Largest decline over 1 year

-13.28%

-8.83%

-4.45%

Max Drawdown (3Y)

Largest decline over 3 years

-19.33%

-22.79%

+3.46%

Max Drawdown (5Y)

Largest decline over 5 years

-31.07%

-22.79%

-8.28%

Max Drawdown (10Y)

Largest decline over 10 years

-41.94%

Current Drawdown

Current decline from peak

-1.40%

-0.21%

-1.19%

Average Drawdown

Average peak-to-trough decline

-9.81%

-3.81%

-6.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.69%

2.74%

+0.95%

Volatility

EXH4.DE vs. XUIN.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 USA Industrials UCITS ETF 1D (XUIN.DE) at 3.92%. This indicates that EXH4.DE's price experiences larger fluctuations and is considered to be riskier than XUIN.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.DEXUIN.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.36%

3.92%

+2.44%

Volatility (6M)

Calculated over the trailing 6-month period

16.56%

10.90%

+5.66%

Volatility (1Y)

Calculated over the trailing 1-year period

19.71%

14.37%

+5.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.66%

16.64%

+3.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.93%

16.71%

+3.22%

EXH4.DE vs. XUIN.DE - Expense Ratio Comparison

EXH4.DE has a 0.46% expense ratio, which is higher than XUIN.DE's 0.12% expense ratio.


Dividends

EXH4.DE vs. XUIN.DE - Dividend Comparison

EXH4.DE's dividend yield for the trailing twelve months is around 1.18%, more than XUIN.DE's 0.90% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
XUIN.DE
Xtrackers MSCI USA Industrials UCITS ETF 1D
0.90%1.07%1.07%1.20%0.65%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EXH4.DE and XUIN.DE have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XUIN.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XUIN.DE is cheaper with a 0.12% expense ratio, compared with 0.46% for EXH4.DE.

EXH4.DE tracks STOXX® Europe 600 Industrial Goods & Services, while XUIN.DE tracks MSCI World/Materials NR USD. They also come from different issuers: iShares and DWS. Their fees differ too: 0.46% for EXH4.DE and 0.12% for XUIN.DE.

Portfolio Optimizer

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