EXH5.DE vs. ALV.DE
Compare and contrast key facts about iShares STOXX Europe 600 Insurance UCITS ETF (DE) (EXH5.DE) and Allianz SE (ALV.DE).
EXH5.DE is a passively managed fund by iShares that tracks the performance of the STOXX® Europe 600 Insurance. It was launched on Jul 8, 2002.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EXH5.DE or ALV.DE.
Key characteristics
| EXH5.DE | ALV.DE | |
|---|---|---|
| YTD Return | 11.96% | 14.60% |
| 1Y Return | 20.55% | 32.64% |
| 3Y Return (Ann) | 11.16% | 12.12% |
| 5Y Return (Ann) | 8.87% | 10.77% |
| 10Y Return (Ann) | 9.42% | 13.36% |
| Sharpe Ratio | 1.55 | 1.96 |
| Daily Std Dev | 11.96% | 15.60% |
| Max Drawdown | -73.45% | -89.53% |
| Current Drawdown | -0.71% | -1.05% |
Correlation
The correlation between EXH5.DE and ALV.DE is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
EXH5.DE vs. ALV.DE - Performance Comparison
In the year-to-date period, EXH5.DE achieves a 11.96% return, which is significantly lower than ALV.DE's 14.60% return. Over the past 10 years, EXH5.DE has underperformed ALV.DE with an annualized return of 9.42%, while ALV.DE has yielded a comparatively higher 13.36% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
EXH5.DE vs. ALV.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Insurance UCITS ETF (DE) (EXH5.DE) and Allianz SE (ALV.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.
Dividends
EXH5.DE vs. ALV.DE - Dividend Comparison
EXH5.DE's dividend yield for the trailing twelve months is around 3.45%, less than ALV.DE's 5.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXH5.DE iShares STOXX Europe 600 Insurance UCITS ETF (DE) | 3.45% | 3.79% | 4.51% | 3.56% | 2.52% | 3.84% | 4.03% | 4.87% | 4.34% | 3.67% | 2.27% | 2.99% |
ALV.DE Allianz SE | 5.24% | 4.71% | 5.38% | 4.62% | 4.78% | 4.12% | 4.57% | 3.97% | 4.65% | 4.19% | 3.86% | 3.45% |
Drawdowns
EXH5.DE vs. ALV.DE - Drawdown Comparison
The maximum EXH5.DE drawdown since its inception was -73.45%, smaller than the maximum ALV.DE drawdown of -89.53%. Use the drawdown chart below to compare losses from any high point for EXH5.DE and ALV.DE. For additional features, visit the drawdowns tool.
Volatility
EXH5.DE vs. ALV.DE - Volatility Comparison
iShares STOXX Europe 600 Insurance UCITS ETF (DE) (EXH5.DE) and Allianz SE (ALV.DE) have volatilities of 4.79% and 4.96%, 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.