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EXH5.DE vs. EXSG.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXH5.DE vs. EXSG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares STOXX Europe 600 Insurance UCITS ETF (DE) (EXH5.DE) and iShares EURO STOXX Select Dividend 30 UCITS ETF (DE) (EXSG.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, EXH5.DE achieves a -2.53% return, which is significantly lower than EXSG.DE's 7.97% return. Over the past 10 years, EXH5.DE has outperformed EXSG.DE with an annualized return of 11.04%, while EXSG.DE has yielded a comparatively lower 7.41% annualized return.


EXH5.DE

1D
0.28%
1M
-1.38%
YTD
-2.53%
6M
2.36%
1Y
2.81%
3Y*
18.16%
5Y*
13.96%
10Y*
11.04%

EXSG.DE

1D
0.33%
1M
3.45%
YTD
7.97%
6M
10.98%
1Y
21.30%
3Y*
20.16%
5Y*
9.16%
10Y*
7.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXH5.DE vs. EXSG.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXH5.DE
iShares STOXX Europe 600 Insurance UCITS ETF (DE)
-2.53%29.72%22.68%12.56%3.63%19.44%-10.66%30.48%-7.15%11.47%
EXSG.DE
iShares EURO STOXX Select Dividend 30 UCITS ETF (DE)
7.97%43.07%7.93%4.12%-13.46%23.87%-18.07%22.83%-11.04%10.11%

Correlation

The correlation between EXH5.DE and EXSG.DE is 0.73, 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

0.73

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

0.75

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

0.80

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

0.83

Correlation (All Time)
Calculated using the full available price history since May 13, 2005

0.81

The correlation between EXH5.DE and EXSG.DE has been stable across timeframes, ranging from 0.73 to 0.83 - a consistent structural relationship.

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Return for Risk

EXH5.DE vs. EXSG.DE — Risk / Return Rank

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

EXH5.DE
EXH5.DE Risk / Return Rank: 1212
Overall Rank
EXH5.DE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
EXH5.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
EXH5.DE Omega Ratio Rank: 1111
Omega Ratio Rank
EXH5.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
EXH5.DE Martin Ratio Rank: 1313
Martin Ratio Rank

EXSG.DE
EXSG.DE Risk / Return Rank: 5353
Overall Rank
EXSG.DE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
EXSG.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
EXSG.DE Omega Ratio Rank: 5555
Omega Ratio Rank
EXSG.DE Calmar Ratio Rank: 5555
Calmar Ratio Rank
EXSG.DE Martin Ratio Rank: 5050
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.

EXH5.DE vs. EXSG.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Insurance UCITS ETF (DE) (EXH5.DE) and iShares EURO STOXX Select Dividend 30 UCITS ETF (DE) (EXSG.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.


EXH5.DEEXSG.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.62

Sortino ratioReturn per unit of downside risk

-2.17

Omega ratioGain probability vs. loss probability

1.04

1.33

-0.29

Calmar ratioReturn relative to maximum drawdown

0.38

2.71

-2.33

Martin ratioReturn relative to average drawdown

0.78

8.47

-7.68

EXH5.DE vs. EXSG.DE - Sharpe Ratio Comparison

The current EXH5.DE Sharpe Ratio is 0.19, which is lower than the EXSG.DE Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of EXH5.DE and EXSG.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


EXH5.DEEXSG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.19

1.80

-1.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

0.61

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.42

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.27

+0.04

Drawdowns

EXH5.DE vs. EXSG.DE - Drawdown Comparison

The maximum EXH5.DE drawdown since its inception was -73.44%, roughly equal to the maximum EXSG.DE drawdown of -70.80%. Use the drawdown chart below to compare losses from any high point for EXH5.DE and EXSG.DE.


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Drawdown Indicators


EXH5.DEEXSG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-73.44%

-70.80%

-2.64%

Max Drawdown (1Y)

Largest decline over 1 year

-7.40%

-7.84%

+0.44%

Max Drawdown (3Y)

Largest decline over 3 years

-12.31%

-12.86%

+0.55%

Max Drawdown (5Y)

Largest decline over 5 years

-18.63%

-24.70%

+6.07%

Max Drawdown (10Y)

Largest decline over 10 years

-46.55%

-43.45%

-3.10%

Current Drawdown

Current decline from peak

-5.47%

-1.33%

-4.14%

Average Drawdown

Average peak-to-trough decline

-15.47%

-21.25%

+5.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.57%

2.51%

+1.06%

Volatility

EXH5.DE vs. EXSG.DE - Volatility Comparison

iShares STOXX Europe 600 Insurance UCITS ETF (DE) (EXH5.DE) has a higher volatility of 4.83% compared to iShares EURO STOXX Select Dividend 30 UCITS ETF (DE) (EXSG.DE) at 3.34%. This indicates that EXH5.DE's price experiences larger fluctuations and is considered to be riskier than EXSG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXH5.DEEXSG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.83%

3.34%

+1.49%

Volatility (6M)

Calculated over the trailing 6-month period

11.66%

9.52%

+2.14%

Volatility (1Y)

Calculated over the trailing 1-year period

15.13%

11.77%

+3.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.59%

14.75%

+1.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.93%

17.72%

+2.21%

EXH5.DE vs. EXSG.DE - Expense Ratio Comparison

EXH5.DE has a 0.46% expense ratio, which is higher than EXSG.DE's 0.32% expense ratio.


Dividends

EXH5.DE vs. EXSG.DE - Dividend Comparison

EXH5.DE's dividend yield for the trailing twelve months is around 3.48%, less than EXSG.DE's 4.10% yield.


PositionTTM20252024202320222021202020192018201720162015
EXH5.DE
iShares STOXX Europe 600 Insurance UCITS ETF (DE)
3.48%3.39%3.59%3.79%4.51%3.56%2.52%3.84%4.03%4.87%4.34%3.67%
EXSG.DE
iShares EURO STOXX Select Dividend 30 UCITS ETF (DE)
4.10%4.47%5.94%5.72%5.29%3.91%3.22%4.60%5.06%7.36%4.78%4.24%

Frequently Asked Questions


EXH5.DE and EXSG.DE have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EXSG.DE is cheaper at 0.32% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EXSG.DE is cheaper with a 0.32% expense ratio, compared with 0.46% for EXH5.DE.

EXH5.DE is categorized as Financials Equities, while EXSG.DE is Europe Equities. EXH5.DE tracks STOXX® Europe 600 Insurance, while EXSG.DE tracks EURO STOXX® Select Dividend 30. Their fees differ too: 0.46% for EXH5.DE and 0.32% for EXSG.DE.

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