PortfoliosLab logoPortfoliosLab logo
EXH5.DE vs. VUSA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXH5.DE vs. VUSA.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 Vanguard S&P 500 UCITS ETF (VUSA.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, EXH5.DE achieves a 9.84% return, which is significantly lower than VUSA.DE's 12.25% return.


EXH5.DE

1D
-0.33%
1M
6.38%
6M
12.93%
YTD
9.84%
1Y
16.90%
3Y*
23.05%
5Y*
17.59%
10Y*
13.28%
ALL TIME*
7.46%

VUSA.DE

1D
0.41%
1M
0.39%
6M
11.73%
YTD
12.25%
1Y
22.53%
3Y*
18.27%
5Y*
13.53%
10Y*
ALL TIME*
15.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
EXH5.DE
iShares STOXX Europe 600 Insurance UCITS ETF (DE)
9.84%29.72%22.68%12.56%3.41%19.70%-10.68%30.50%-9.94%0.31%
VUSA.DE
Vanguard S&P 500 UCITS ETF
12.25%4.74%32.32%22.44%-14.26%40.77%6.76%34.45%-1.11%4.09%

Correlation

The correlation between EXH5.DE and VUSA.DE is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.28

Correlation (3Y)
Calculated over the trailing 3-year period

0.31

Correlation (5Y)
Calculated over the trailing 5-year period

0.41

Correlation (All Time)
Calculated using the full available price history since Oct 26, 2017

0.50

Over the past year, the correlation between EXH5.DE and VUSA.DE has dropped to 0.28 - well below their long-term average of 0.50, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

EXH5.DE vs. VUSA.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: 4545
Overall Rank
EXH5.DE Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
EXH5.DE Sortino Ratio Rank: 3838
Sortino Ratio Rank
EXH5.DE Omega Ratio Rank: 4040
Omega Ratio Rank
EXH5.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
EXH5.DE Martin Ratio Rank: 4141
Martin Ratio Rank

VUSA.DE
VUSA.DE Risk / Return Rank: 8181
Overall Rank
VUSA.DE Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
VUSA.DE Sortino Ratio Rank: 7878
Sortino Ratio Rank
VUSA.DE Omega Ratio Rank: 8080
Omega Ratio Rank
VUSA.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
VUSA.DE Martin Ratio Rank: 8181
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. VUSA.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 Vanguard S&P 500 UCITS ETF (VUSA.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EXH5.DEVUSA.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.81

Sortino ratioReturn per unit of downside risk

-1.10

Omega ratioGain probability vs. loss probability

1.20

1.35

-0.15

Calmar ratioReturn relative to maximum drawdown

2.28

3.25

-0.97

Martin ratioReturn relative to average drawdown

4.90

11.59

-6.69

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

The current EXH5.DE Sharpe Ratio is 1.13, which is lower than the VUSA.DE Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of EXH5.DE and VUSA.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

EXH5.DE vs. VUSA.DE - Drawdown Comparison

The maximum EXH5.DE drawdown since its inception was -72.08%, which is greater than VUSA.DE's maximum drawdown of -33.64%. Use the drawdown chart below to compare losses from any high point for EXH5.DE and VUSA.DE.


Loading charts...

Drawdown Indicators


EXH5.DEVUSA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-72.08%

-33.64%

-38.44%

Max Drawdown (1Y)

Largest decline over 1 year

-7.39%

-6.91%

-0.48%

Max Drawdown (3Y)

Largest decline over 3 years

-12.32%

-23.24%

+10.92%

Max Drawdown (5Y)

Largest decline over 5 years

-18.62%

-23.24%

+4.62%

Max Drawdown (10Y)

Largest decline over 10 years

-46.55%

Current Drawdown

Current decline from peak

-0.33%

-0.92%

+0.59%

Average Drawdown

Average peak-to-trough decline

-15.49%

-4.34%

-11.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.44%

1.94%

+1.50%

Volatility

EXH5.DE vs. VUSA.DE - Volatility Comparison

The current volatility for iShares STOXX Europe 600 Insurance UCITS ETF (DE) (EXH5.DE) is 2.36%, while Vanguard S&P 500 UCITS ETF (VUSA.DE) has a volatility of 2.99%. This indicates that EXH5.DE experiences smaller price fluctuations and is considered to be less risky than VUSA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EXH5.DEVUSA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.36%

2.99%

-0.63%

Volatility (6M)

Calculated over the trailing 6-month period

11.35%

7.82%

+3.53%

Volatility (1Y)

Calculated over the trailing 1-year period

14.93%

11.58%

+3.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.41%

15.18%

+1.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.13%

16.70%

+2.43%

EXH5.DE vs. VUSA.DE - Expense Ratio Comparison

EXH5.DE has a 0.46% expense ratio, which is higher than VUSA.DE's 0.07% expense ratio.


Dividends

EXH5.DE vs. VUSA.DE - Dividend Comparison

EXH5.DE's dividend yield for the trailing twelve months is around 3.50%, more than VUSA.DE's 0.87% yield.


PositionTTM20252024202320222021202020192018201720162015
EXH5.DE
iShares STOXX Europe 600 Insurance UCITS ETF (DE)
3.50%3.39%3.59%3.79%4.51%3.56%2.52%3.84%0.72%4.87%4.34%3.67%
VUSA.DE
Vanguard S&P 500 UCITS ETF
0.87%0.97%1.00%1.25%1.45%1.02%1.43%1.45%1.74%0.41%0.00%0.00%

Frequently Asked Questions


EXH5.DE and VUSA.DE have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VUSA.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VUSA.DE is cheaper with a 0.07% expense ratio, compared with 0.46% for EXH5.DE.

EXH5.DE is categorized as Financials Equities, while VUSA.DE is S&P 500. EXH5.DE tracks STOXX® Europe 600 Insurance, while VUSA.DE tracks S&P 500 Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.46% for EXH5.DE and 0.07% for VUSA.DE.

Portfolio Optimizer

Find the right allocation for EXH5.DE and VUSA.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer