EXH5.DE vs. IUS2.DE
EXH5.DE (iShares STOXX Europe 600 Insurance UCITS ETF (DE)) and IUS2.DE (iShares S&P U.S. Banks UCITS ETF USD (Acc)) are both Financials Equities funds from iShares - EXH5.DE tracks the STOXX® Europe 600 Insurance while IUS2.DE tracks the S&P 900 Banks 7/4 Capped. Both are passively managed. Over the past 5 years, EXH5.DE returned 13.96%/yr vs 5.75%/yr for IUS2.DE. A 0.57 correlation means they provide meaningful diversification when combined. EXH5.DE charges 0.46%/yr vs 0.35%/yr for IUS2.DE.
Performance
EXH5.DE vs. IUS2.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 IUS2.DE's 4.22% 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%
IUS2.DE
- 1D
- 3.48%
- 1M
- 1.75%
- YTD
- 4.22%
- 6M
- 7.92%
- 1Y
- 25.71%
- 3Y*
- 22.96%
- 5Y*
- 5.75%
- 10Y*
- —
EXH5.DE vs. IUS2.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | -10.31% |
IUS2.DE iShares S&P U.S. Banks UCITS ETF USD (Acc) | 4.22% | 8.89% | 33.51% | -6.27% | -14.40% | 53.00% | -20.33% | 37.52% | -20.65% |
Correlation
The correlation between EXH5.DE and IUS2.DE is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since May 25, 2018 | 0.57 |
The correlation between EXH5.DE and IUS2.DE shifts across timeframes, from 0.41 (3 years) to 0.57 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EXH5.DE vs. IUS2.DE — Risk / Return Rank
EXH5.DE
IUS2.DE
EXH5.DE vs. IUS2.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 S&P U.S. Banks UCITS ETF USD (Acc) (IUS2.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 | IUS2.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.04 | ||
| Sortino ratioReturn per unit of downside risk | -1.36 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.22 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 0.38 | 1.74 | -1.36 |
| Martin ratioReturn relative to average drawdown | 0.78 | 4.72 | -3.93 |
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 | IUS2.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.19 | 1.22 | -1.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.21 | +0.62 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.20 | +0.11 |
Drawdowns
EXH5.DE vs. IUS2.DE - Drawdown Comparison
The maximum EXH5.DE drawdown since its inception was -73.44%, which is greater than IUS2.DE's maximum drawdown of -49.73%. Use the drawdown chart below to compare losses from any high point for EXH5.DE and IUS2.DE.
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Drawdown Indicators
| EXH5.DE | IUS2.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.44% | -49.73% | -23.71% |
Max Drawdown (1Y)Largest decline over 1 year | -7.40% | -14.73% | +7.33% |
Max Drawdown (3Y)Largest decline over 3 years | -12.31% | -32.32% | +20.01% |
Max Drawdown (5Y)Largest decline over 5 years | -18.63% | -48.08% | +29.45% |
Max Drawdown (10Y)Largest decline over 10 years | -46.55% | — | — |
Current DrawdownCurrent decline from peak | -5.47% | -3.92% | -1.55% |
Average DrawdownAverage peak-to-trough decline | -15.47% | -16.24% | +0.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.57% | 5.44% | -1.87% |
Volatility
EXH5.DE vs. IUS2.DE - Volatility Comparison
The current volatility for iShares STOXX Europe 600 Insurance UCITS ETF (DE) (EXH5.DE) is 4.83%, while iShares S&P U.S. Banks UCITS ETF USD (Acc) (IUS2.DE) has a volatility of 5.80%. This indicates that EXH5.DE experiences smaller price fluctuations and is considered to be less risky than IUS2.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 | IUS2.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.83% | 5.80% | -0.97% |
Volatility (6M)Calculated over the trailing 6-month period | 11.66% | 15.40% | -3.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.13% | 20.99% | -5.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.59% | 26.98% | -10.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.93% | 30.10% | -10.17% |
EXH5.DE vs. IUS2.DE - Expense Ratio Comparison
EXH5.DE has a 0.46% expense ratio, which is higher than IUS2.DE's 0.35% expense ratio.
Dividends
EXH5.DE vs. IUS2.DE - Dividend Comparison
EXH5.DE's dividend yield for the trailing twelve months is around 3.48%, while IUS2.DE has not paid dividends to shareholders.
| 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% |
IUS2.DE iShares S&P U.S. Banks UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EXH5.DE and IUS2.DE have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IUS2.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUS2.DE is cheaper with a 0.35% expense ratio, compared with 0.46% for EXH5.DE.
EXH5.DE tracks STOXX® Europe 600 Insurance, while IUS2.DE tracks S&P 900 Banks 7/4 Capped. Their fees differ too: 0.46% for EXH5.DE and 0.35% for IUS2.DE.
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