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EXH5.DE vs. MUV2.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EXH5.DE vs. MUV2.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 Münchener Rückversicherungs-Gesellschaft Aktiengesellschaft in München (MUV2.DE). The values are adjusted to include any dividend payments, if applicable.

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EXH5.DE vs. MUV2.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

EXH5.DE vs. MUV2.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: 2323
Overall Rank
EXH5.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
EXH5.DE Sortino Ratio Rank: 2121
Sortino Ratio Rank
EXH5.DE Omega Ratio Rank: 2222
Omega Ratio Rank
EXH5.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
EXH5.DE Martin Ratio Rank: 2525
Martin Ratio Rank

MUV2.DE
MUV2.DE Risk / Return Rank: 2929
Overall Rank
MUV2.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
MUV2.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
MUV2.DE Omega Ratio Rank: 2525
Omega Ratio Rank
MUV2.DE Calmar Ratio Rank: 3131
Calmar Ratio Rank
MUV2.DE Martin Ratio Rank: 3232
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. 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.DEMUV2.DEDifference

Sharpe ratio

Return per unit of total volatility

0.39

-0.22

+0.61

Sortino ratio

Return per unit of downside risk

0.63

-0.14

+0.77

Omega ratio

Gain probability vs. loss probability

1.09

0.98

+0.11

Calmar ratio

Return relative to maximum drawdown

0.66

-0.31

+0.97

Martin ratio

Return relative to average drawdown

1.97

-0.53

+2.49

EXH5.DE vs. MUV2.DE - Sharpe Ratio Comparison

The current EXH5.DE Sharpe Ratio is 0.39, which is higher than the MUV2.DE Sharpe Ratio of -0.22. The chart below compares the historical Sharpe Ratios of EXH5.DE and MUV2.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EXH5.DEMUV2.DEDifference

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.


TTM20252024202320222021202020192018201720162015
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.DEMUV2.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-2.90%

-11.09%

+8.19%

Average Drawdown

Average peak-to-trough decline

-15.56%

-30.71%

+15.15%

Ulcer Index

Depth 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.DEMUV2.DEDifference

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%