EXH5.DE vs. MUV2.DE
Compare and contrast key facts about iShares STOXX Europe 600 Insurance UCITS ETF (DE) (EXH5.DE) and Münchener Rückversicherungs-Gesellschaft Aktiengesellschaft in München (MUV2.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.
Performance
EXH5.DE vs. MUV2.DE - Performance Comparison
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EXH5.DE vs. MUV2.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) | -2.90% | 29.72% | 22.68% | 12.56% | 3.63% | 19.44% | -10.66% | 30.48% | -7.15% | 11.47% |
MUV2.DE Münchener Rückversicherungs-Gesellschaft Aktiengesellschaft in München | -3.88% | 19.39% | 34.63% | 27.77% | 22.28% | 11.54% | -3.39% | 43.99% | 10.22% | 5.40% |
Returns By Period
In the year-to-date period, EXH5.DE achieves a -2.90% return, which is significantly higher than MUV2.DE's -3.88% return. Over the past 10 years, EXH5.DE has underperformed MUV2.DE with an annualized return of 11.58%, while MUV2.DE has yielded a comparatively higher 16.66% annualized return.
EXH5.DE
- 1D
- 1.90%
- 1M
- -0.87%
- YTD
- -2.90%
- 6M
- 1.34%
- 1Y
- 7.12%
- 3Y*
- 19.99%
- 5Y*
- 13.88%
- 10Y*
- 11.58%
MUV2.DE
- 1D
- 0.19%
- 1M
- -2.07%
- YTD
- -3.88%
- 6M
- -1.31%
- 1Y
- -5.29%
- 3Y*
- 23.00%
- 5Y*
- 19.85%
- 10Y*
- 16.66%
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Return for Risk
EXH5.DE vs. MUV2.DE — Risk / Return Rank
EXH5.DE
MUV2.DE
EXH5.DE vs. MUV2.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 Münchener Rückversicherungs-Gesellschaft Aktiengesellschaft in München (MUV2.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 | MUV2.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.39 | -0.22 | +0.61 |
Sortino ratioReturn per unit of downside risk | 0.63 | -0.14 | +0.77 |
Omega ratioGain probability vs. loss probability | 1.09 | 0.98 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.66 | -0.31 | +0.97 |
Martin ratioReturn relative to average drawdown | 1.97 | -0.53 | +2.49 |
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 | MUV2.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.39 | -0.22 | +0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.88 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.68 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.32 | 0.00 |
Correlation
The correlation between EXH5.DE and MUV2.DE is 0.70, 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.
Dividends
EXH5.DE vs. MUV2.DE - Dividend Comparison
EXH5.DE's dividend yield for the trailing twelve months is around 3.46%, less than MUV2.DE's 3.70% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXH5.DE iShares STOXX Europe 600 Insurance UCITS ETF (DE) | 3.46% | 3.39% | 3.59% | 3.79% | 4.51% | 3.56% | 2.52% | 3.84% | 4.03% | 4.87% | 4.34% | 3.67% |
MUV2.DE Münchener Rückversicherungs-Gesellschaft Aktiengesellschaft in München | 3.70% | 3.56% | 3.08% | 3.09% | 3.62% | 3.76% | 4.04% | 3.52% | 4.51% | 4.76% | 4.59% | 4.20% |
Drawdowns
EXH5.DE vs. MUV2.DE - Drawdown Comparison
The maximum EXH5.DE drawdown since its inception was -73.44%, smaller than the maximum MUV2.DE drawdown of -86.40%. Use the drawdown chart below to compare losses from any high point for EXH5.DE and MUV2.DE.
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Drawdown Indicators
| EXH5.DE | MUV2.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.44% | -86.40% | +12.96% |
Max Drawdown (1Y)Largest decline over 1 year | -12.00% | -16.62% | +4.62% |
Max Drawdown (5Y)Largest decline over 5 years | -18.63% | -25.36% | +6.73% |
Max Drawdown (10Y)Largest decline over 10 years | -46.55% | -48.43% | +1.88% |
Current DrawdownCurrent decline from peak | -2.90% | -11.09% | +8.19% |
Average DrawdownAverage peak-to-trough decline | -15.56% | -30.71% | +15.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.66% | 9.82% | -6.16% |
Volatility
EXH5.DE vs. MUV2.DE - Volatility Comparison
The current volatility for iShares STOXX Europe 600 Insurance UCITS ETF (DE) (EXH5.DE) is 5.30%, while Münchener Rückversicherungs-Gesellschaft Aktiengesellschaft in München (MUV2.DE) has a volatility of 6.13%. This indicates that EXH5.DE experiences smaller price fluctuations and is considered to be less risky than MUV2.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 | MUV2.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.30% | 6.13% | -0.83% |
Volatility (6M)Calculated over the trailing 6-month period | 10.74% | 13.57% | -2.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.04% | 23.85% | -5.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.49% | 22.35% | -5.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.98% | 24.18% | -4.20% |