EXH6.DE vs. DXSG.DE
EXH6.DE (iShares STOXX Europe 600 Media UCITS ETF (DE)) and DXSG.DE (Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C) are both Communications Equities funds - EXH6.DE tracks the STOXX® Europe 600 Media while DXSG.DE tracks the MSCI Europe Communication Services ESG Screened 20-35. Both are passively managed. Over the past 10 years, EXH6.DE returned 5.17%/yr vs 1.87%/yr for DXSG.DE. At a 0.44 correlation, their price movements are largely independent. EXH6.DE charges 0.46%/yr vs 0.17%/yr for DXSG.DE.
Performance
EXH6.DE vs. DXSG.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXH6.DE achieves a -6.40% return, which is significantly lower than DXSG.DE's 5.28% return. Over the past 10 years, EXH6.DE has outperformed DXSG.DE with an annualized return of 5.17%, while DXSG.DE has yielded a comparatively lower 1.87% annualized return.
EXH6.DE
- 1D
- 0.41%
- 1M
- 3.09%
- YTD
- -6.40%
- 6M
- -4.52%
- 1Y
- -19.84%
- 3Y*
- 3.75%
- 5Y*
- 5.43%
- 10Y*
- 5.17%
DXSG.DE
- 1D
- -0.08%
- 1M
- 3.09%
- YTD
- 5.28%
- 6M
- 7.13%
- 1Y
- -8.38%
- 3Y*
- 9.90%
- 5Y*
- 5.78%
- 10Y*
- 1.87%
EXH6.DE vs. DXSG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXH6.DE iShares STOXX Europe 600 Media UCITS ETF (DE) | -6.40% | -12.94% | 17.36% | 26.35% | -10.58% | 37.10% | -5.43% | 20.85% | -2.67% | 0.18% |
DXSG.DE Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C | 5.28% | 4.40% | 16.70% | 16.80% | -11.47% | 14.65% | -12.51% | 5.46% | -8.81% | 0.66% |
Correlation
The correlation between EXH6.DE and DXSG.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Aug 31, 2007 | 0.44 |
The correlation between EXH6.DE and DXSG.DE shifts across timeframes, from 0.43 (1 year) to 0.55 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
EXH6.DE vs. DXSG.DE — Risk / Return Rank
EXH6.DE
DXSG.DE
EXH6.DE vs. DXSG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Media UCITS ETF (DE) (EXH6.DE) and Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C (DXSG.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.
| EXH6.DE | DXSG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.46 | ||
| Sortino ratioReturn per unit of downside risk | -0.64 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 0.92 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | -0.61 | -0.48 | -0.13 |
| Martin ratioReturn relative to average drawdown | -1.15 | -0.91 | -0.23 |
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
| EXH6.DE | DXSG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.02 | -0.57 | -0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.42 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.12 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.17 | +0.20 |
Drawdowns
EXH6.DE vs. DXSG.DE - Drawdown Comparison
The maximum EXH6.DE drawdown since its inception was -53.43%, which is greater than DXSG.DE's maximum drawdown of -47.38%. Use the drawdown chart below to compare losses from any high point for EXH6.DE and DXSG.DE.
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Drawdown Indicators
| EXH6.DE | DXSG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.43% | -47.38% | -6.05% |
Max Drawdown (1Y)Largest decline over 1 year | -32.46% | -17.28% | -15.18% |
Max Drawdown (3Y)Largest decline over 3 years | -37.70% | -17.28% | -20.42% |
Max Drawdown (5Y)Largest decline over 5 years | -37.70% | -20.23% | -17.47% |
Max Drawdown (10Y)Largest decline over 10 years | -39.45% | -37.33% | -2.12% |
Current DrawdownCurrent decline from peak | -26.16% | -9.16% | -17.00% |
Average DrawdownAverage peak-to-trough decline | -10.78% | -19.89% | +9.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.27% | 8.89% | +8.38% |
Volatility
EXH6.DE vs. DXSG.DE - Volatility Comparison
iShares STOXX Europe 600 Media UCITS ETF (DE) (EXH6.DE) and Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C (DXSG.DE) have volatilities of 5.32% and 5.43%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EXH6.DE | DXSG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.32% | 5.43% | -0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 15.89% | 12.35% | +3.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.35% | 14.82% | +4.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.35% | 13.73% | +3.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.11% | 15.88% | +3.23% |
EXH6.DE vs. DXSG.DE - Expense Ratio Comparison
EXH6.DE has a 0.46% expense ratio, which is higher than DXSG.DE's 0.17% expense ratio.
Dividends
EXH6.DE vs. DXSG.DE - Dividend Comparison
EXH6.DE's dividend yield for the trailing twelve months is around 2.52%, while DXSG.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DXSG.DE Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EXH6.DE iShares STOXX Europe 600 Media UCITS ETF (DE) | 2.52% | 2.97% | 1.75% | 1.28% | 16.13% | 1.46% | 1.29% | 2.81% | 2.26% | 7.07% | 5.07% | 3.99% |
Frequently Asked Questions
EXH6.DE and DXSG.DE have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DXSG.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DXSG.DE is cheaper with a 0.17% expense ratio, compared with 0.46% for EXH6.DE.
EXH6.DE tracks STOXX® Europe 600 Media, while DXSG.DE tracks MSCI Europe Communication Services ESG Screened 20-35. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.46% for EXH6.DE and 0.17% for DXSG.DE.
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