EXH5.DE vs. EXSG.DE
EXH5.DE (iShares STOXX Europe 600 Insurance UCITS ETF (DE)) and EXSG.DE (iShares EURO STOXX Select Dividend 30 UCITS ETF (DE)) are both exchange-traded funds - EXH5.DE is a Financials Equities fund tracking the STOXX® Europe 600 Insurance, while EXSG.DE is a Europe Equities fund tracking the EURO STOXX® Select Dividend 30. Both are passively managed. Over the past 10 years, EXH5.DE returned 11.04%/yr vs 7.41%/yr for EXSG.DE. Their correlation of 0.81 suggests significant overlap in exposure. EXH5.DE charges 0.46%/yr vs 0.32%/yr for EXSG.DE.
Performance
EXH5.DE vs. EXSG.DE - Performance Comparison
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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%
EXH5.DE vs. EXSG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
EXH5.DE
EXSG.DE
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.DE | EXSG.DE | Difference | |
|---|---|---|---|
| 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 |
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
| EXH5.DE | EXSG.DE | Difference | |
|---|---|---|---|
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.DE | EXSG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -5.47% | -1.33% | -4.14% |
Average DrawdownAverage peak-to-trough decline | -15.47% | -21.25% | +5.78% |
Ulcer IndexDepth 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.DE | EXSG.DE | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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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