EXH5.DE vs. VUSA.DE
EXH5.DE (iShares STOXX Europe 600 Insurance UCITS ETF (DE)) and VUSA.DE (Vanguard S&P 500 UCITS ETF) are both exchange-traded funds - EXH5.DE is a Financials Equities fund tracking the STOXX® Europe 600 Insurance, while VUSA.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, EXH5.DE returned 17.59%/yr vs 13.53%/yr for VUSA.DE. At a 0.50 correlation, their price movements are largely independent. EXH5.DE charges 0.46%/yr vs 0.07%/yr for VUSA.DE.
Performance
EXH5.DE vs. VUSA.DE - Performance Comparison
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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%
EXH5.DE vs. VUSA.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) | 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.
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Return for Risk
EXH5.DE vs. VUSA.DE — Risk / Return Rank
EXH5.DE
VUSA.DE
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.DE | VUSA.DE | Difference | |
|---|---|---|---|
| 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 |
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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.
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Drawdown Indicators
| EXH5.DE | VUSA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.33% | -0.92% | +0.59% |
Average DrawdownAverage peak-to-trough decline | -15.49% | -4.34% | -11.15% |
Ulcer IndexDepth 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.
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Volatility by Period
| EXH5.DE | VUSA.DE | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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