EXH5.DE vs. S7XE.DE
EXH5.DE (iShares STOXX Europe 600 Insurance UCITS ETF (DE)) and S7XE.DE (Invesco EURO STOXX Optimised Banks UCITS ETF) are both Financials Equities funds - EXH5.DE tracks the STOXX® Europe 600 Insurance while S7XE.DE tracks the EURO STOXX® Optimised Banks. Both are passively managed. Over the past 10 years, EXH5.DE returned 11.04%/yr vs 14.41%/yr for S7XE.DE. A 0.72 correlation means they provide meaningful diversification when combined. EXH5.DE charges 0.46%/yr vs 0.30%/yr for S7XE.DE.
Performance
EXH5.DE vs. S7XE.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 S7XE.DE's 4.99% return. Over the past 10 years, EXH5.DE has underperformed S7XE.DE with an annualized return of 11.04%, while S7XE.DE has yielded a comparatively higher 14.41% 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%
S7XE.DE
- 1D
- 1.09%
- 1M
- 6.30%
- YTD
- 4.99%
- 6M
- 11.64%
- 1Y
- 38.45%
- 3Y*
- 44.23%
- 5Y*
- 28.00%
- 10Y*
- 14.41%
EXH5.DE vs. S7XE.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% |
S7XE.DE Invesco EURO STOXX Optimised Banks UCITS ETF | 4.99% | 86.82% | 30.66% | 28.83% | 0.46% | 39.15% | -23.11% | 18.12% | -32.15% | 14.80% |
Correlation
The correlation between EXH5.DE and S7XE.DE is 0.61, 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 | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2011 | 0.72 |
The correlation between EXH5.DE and S7XE.DE shifts across timeframes, from 0.60 (3 years) to 0.72 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EXH5.DE vs. S7XE.DE — Risk / Return Rank
EXH5.DE
S7XE.DE
EXH5.DE vs. S7XE.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 Invesco EURO STOXX Optimised Banks UCITS ETF (S7XE.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 | S7XE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.41 | ||
| Sortino ratioReturn per unit of downside risk | -1.90 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.27 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.38 | 2.20 | -1.82 |
| Martin ratioReturn relative to average drawdown | 0.78 | 6.92 | -6.14 |
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 | S7XE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.19 | 1.59 | -1.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 1.08 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.50 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.24 | +0.08 |
Drawdowns
EXH5.DE vs. S7XE.DE - Drawdown Comparison
The maximum EXH5.DE drawdown since its inception was -73.44%, which is greater than S7XE.DE's maximum drawdown of -65.33%. Use the drawdown chart below to compare losses from any high point for EXH5.DE and S7XE.DE.
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Drawdown Indicators
| EXH5.DE | S7XE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.44% | -65.33% | -8.11% |
Max Drawdown (1Y)Largest decline over 1 year | -7.40% | -17.42% | +10.02% |
Max Drawdown (3Y)Largest decline over 3 years | -12.31% | -19.82% | +7.51% |
Max Drawdown (5Y)Largest decline over 5 years | -18.63% | -35.42% | +16.79% |
Max Drawdown (10Y)Largest decline over 10 years | -46.55% | -63.10% | +16.55% |
Current DrawdownCurrent decline from peak | -5.47% | -2.02% | -3.45% |
Average DrawdownAverage peak-to-trough decline | -15.47% | -23.01% | +7.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.57% | 5.54% | -1.97% |
Volatility
EXH5.DE vs. S7XE.DE - Volatility Comparison
The current volatility for iShares STOXX Europe 600 Insurance UCITS ETF (DE) (EXH5.DE) is 4.83%, while Invesco EURO STOXX Optimised Banks UCITS ETF (S7XE.DE) has a volatility of 6.10%. This indicates that EXH5.DE experiences smaller price fluctuations and is considered to be less risky than S7XE.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 | S7XE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.83% | 6.10% | -1.27% |
Volatility (6M)Calculated over the trailing 6-month period | 11.66% | 19.27% | -7.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.13% | 24.08% | -8.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.59% | 25.60% | -9.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.93% | 28.66% | -8.73% |
EXH5.DE vs. S7XE.DE - Expense Ratio Comparison
EXH5.DE has a 0.46% expense ratio, which is higher than S7XE.DE's 0.30% expense ratio.
Dividends
EXH5.DE vs. S7XE.DE - Dividend Comparison
EXH5.DE's dividend yield for the trailing twelve months is around 3.48%, while S7XE.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% |
S7XE.DE Invesco EURO STOXX Optimised Banks UCITS ETF | 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 S7XE.DE have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, S7XE.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
S7XE.DE is cheaper with a 0.30% expense ratio, compared with 0.46% for EXH5.DE.
EXH5.DE tracks STOXX® Europe 600 Insurance, while S7XE.DE tracks EURO STOXX® Optimised Banks. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.46% for EXH5.DE and 0.30% for S7XE.DE.
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