EXH5.DE vs. XUFN.DE
EXH5.DE (iShares STOXX Europe 600 Insurance UCITS ETF (DE)) and XUFN.DE (Xtrackers MSCI USA Financials UCITS ETF 1D) are both Financials Equities funds - EXH5.DE tracks the STOXX® Europe 600 Insurance while XUFN.DE tracks the MSCI USA Financials. Both are passively managed. Over the past 5 years, EXH5.DE returned 13.96%/yr vs 9.47%/yr for XUFN.DE. A 0.63 correlation means they provide meaningful diversification when combined. EXH5.DE charges 0.46%/yr vs 0.12%/yr for XUFN.DE.
Performance
EXH5.DE vs. XUFN.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 higher than XUFN.DE's -4.69% return.
EXH5.DE
- 1D
- 0.28%
- 1M
- -3.87%
- YTD
- -2.53%
- 6M
- 3.06%
- 1Y
- 2.56%
- 3Y*
- 18.16%
- 5Y*
- 13.96%
- 10Y*
- 11.04%
XUFN.DE
- 1D
- 3.20%
- 1M
- 1.29%
- YTD
- -4.69%
- 6M
- -2.50%
- 1Y
- 2.59%
- 3Y*
- 16.27%
- 5Y*
- 9.47%
- 10Y*
- —
EXH5.DE vs. XUFN.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% | 4.29% |
XUFN.DE Xtrackers MSCI USA Financials UCITS ETF 1D | -4.69% | 3.41% | 38.69% | 10.96% | -7.89% | 49.37% | -12.55% | 36.23% | -11.22% | 14.21% |
Correlation
The correlation between EXH5.DE and XUFN.DE is 0.54, 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 | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Sep 18, 2017 | 0.63 |
The correlation between EXH5.DE and XUFN.DE shifts across timeframes, from 0.48 (3 years) to 0.63 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EXH5.DE vs. XUFN.DE — Risk / Return Rank
EXH5.DE
XUFN.DE
EXH5.DE vs. XUFN.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 Xtrackers MSCI USA Financials UCITS ETF 1D (XUFN.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 | XUFN.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.03 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.38 | 0.14 | +0.24 |
| Martin ratioReturn relative to average drawdown | 0.78 | 0.33 | +0.46 |
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 | XUFN.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.19 | 0.13 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.50 | +0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.52 | -0.20 |
Drawdowns
EXH5.DE vs. XUFN.DE - Drawdown Comparison
The maximum EXH5.DE drawdown since its inception was -73.44%, which is greater than XUFN.DE's maximum drawdown of -43.39%. Use the drawdown chart below to compare losses from any high point for EXH5.DE and XUFN.DE.
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Drawdown Indicators
| EXH5.DE | XUFN.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.44% | -43.39% | -30.05% |
Max Drawdown (1Y)Largest decline over 1 year | -7.40% | -13.24% | +5.84% |
Max Drawdown (3Y)Largest decline over 3 years | -12.31% | -23.03% | +10.72% |
Max Drawdown (5Y)Largest decline over 5 years | -18.63% | -23.03% | +4.40% |
Max Drawdown (10Y)Largest decline over 10 years | -46.55% | — | — |
Current DrawdownCurrent decline from peak | -5.47% | -9.49% | +4.02% |
Average DrawdownAverage peak-to-trough decline | -15.47% | -7.81% | -7.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.57% | 5.77% | -2.20% |
Volatility
EXH5.DE vs. XUFN.DE - Volatility Comparison
iShares STOXX Europe 600 Insurance UCITS ETF (DE) (EXH5.DE) has a higher volatility of 4.83% compared to Xtrackers MSCI USA Financials UCITS ETF 1D (XUFN.DE) at 4.40%. This indicates that EXH5.DE's price experiences larger fluctuations and is considered to be riskier than XUFN.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 | XUFN.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.83% | 4.40% | +0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 11.66% | 10.85% | +0.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.13% | 15.00% | +0.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.59% | 18.60% | -2.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.93% | 21.59% | -1.66% |
EXH5.DE vs. XUFN.DE - Expense Ratio Comparison
EXH5.DE has a 0.46% expense ratio, which is higher than XUFN.DE's 0.12% expense ratio.
Dividends
EXH5.DE vs. XUFN.DE - Dividend Comparison
EXH5.DE's dividend yield for the trailing twelve months is around 3.48%, more than XUFN.DE's 1.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXH5.DE iShares STOXX Europe 600 Insurance UCITS ETF (DE) | 3.48% | 3.39% | 3.59% | 3.79% | 4.51% | 3.56% | 2.52% | 3.84% | 4.03% | 4.87% | 4.34% | 3.67% |
XUFN.DE Xtrackers MSCI USA Financials UCITS ETF 1D | 1.15% | 1.17% | 1.08% | 1.66% | 2.69% | 1.25% | 1.34% | 3.46% | 0.66% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EXH5.DE and XUFN.DE have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XUFN.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XUFN.DE is cheaper with a 0.12% expense ratio, compared with 0.46% for EXH5.DE.
EXH5.DE tracks STOXX® Europe 600 Insurance, while XUFN.DE tracks MSCI USA Financials. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.46% for EXH5.DE and 0.12% for XUFN.DE.
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