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EXH6.DE vs. TSWE.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EXH6.DE vs. TSWE.AS

Last updated Jun 5, 2026

EXH6.DE (iShares STOXX Europe 600 Media UCITS ETF (DE)) and TSWE.AS (VanEck Sustainable World Equal Weight UCITS ETF) are both exchange-traded funds - EXH6.DE is a Communications Equities fund tracking the STOXX® Europe 600 Media, while TSWE.AS is a Global Equities fund tracking the MSCI ACWI NR USD. Both are passively managed. Over the past 10 years, EXH6.DE returned 5.17%/yr vs 11.95%/yr for TSWE.AS. A 0.56 correlation means they provide meaningful diversification when combined. EXH6.DE charges 0.46%/yr vs 0.20%/yr for TSWE.AS.

Performance

EXH6.DE vs. TSWE.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares STOXX Europe 600 Media UCITS ETF (DE) (EXH6.DE) and VanEck Sustainable World Equal Weight UCITS ETF (TSWE.AS). The values are adjusted to include any dividend payments, if applicable.

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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 TSWE.AS's 13.44% return. Over the past 10 years, EXH6.DE has underperformed TSWE.AS with an annualized return of 5.17%, while TSWE.AS has yielded a comparatively higher 11.95% 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%

TSWE.AS

1D
-0.05%
1M
6.66%
YTD
13.44%
6M
15.12%
1Y
25.23%
3Y*
17.00%
5Y*
11.63%
10Y*
11.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXH6.DE vs. TSWE.AS - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
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%
TSWE.AS
VanEck Sustainable World Equal Weight UCITS ETF		13.44%13.10%17.22%16.38%-13.18%29.50%5.58%26.46%-5.21%8.51%

Correlation

The correlation between EXH6.DE and TSWE.AS is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.41

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

0.49

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

0.60

Correlation (10Y)
Calculated over the trailing 10-year period

0.58

Correlation (All Time)
Calculated using the full available price history since May 16, 2013

0.56

The correlation between EXH6.DE and TSWE.AS shifts across timeframes, from 0.41 (1 year) to 0.60 (5 years), reflecting how their relationship changes across market environments.

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iShares STOXX Europe 600 Media UCITS ETF (DE)

VanEck Sustainable World Equal Weight UCITS ETF

Often compared with EXH6.DE:
EXH6.DE vs. INDB.DEEXH6.DE vs. EXV2.DEEXH6.DE vs. LTCM.DEEXH6.DE vs. DXSG.DEEXH6.DE vs. SC0Q.DEEXH6.DE vs. SPYT.DEEXH6.DE vs. IU5C.DE
Often compared with TSWE.AS:
TSWE.AS vs. VWRL.ASTSWE.AS vs. VTITSWE.AS vs. VFEM.DETSWE.AS vs. MXWS.LTSWE.AS vs. GGRG.LTSWE.AS vs. QQQTSWE.AS vs. VVGM.DE

Return for Risk

EXH6.DE vs. TSWE.AS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EXH6.DE
EXH6.DE Risk / Return Rank: 33
Overall Rank
EXH6.DE Sharpe Ratio Rank: 11
Sharpe Ratio Rank
EXH6.DE Sortino Ratio Rank: 22
Sortino Ratio Rank
EXH6.DE Omega Ratio Rank: 22
Omega Ratio Rank
EXH6.DE Calmar Ratio Rank: 44
Calmar Ratio Rank
EXH6.DE Martin Ratio Rank: 44
Martin Ratio Rank
TSWE.AS
TSWE.AS Risk / Return Rank: 6363
Overall Rank
TSWE.AS Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
TSWE.AS Sortino Ratio Rank: 6464
Sortino Ratio Rank
TSWE.AS Omega Ratio Rank: 6060
Omega Ratio Rank
TSWE.AS Calmar Ratio Rank: 6464
Calmar Ratio Rank
TSWE.AS Martin Ratio Rank: 6767
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.

EXH6.DE vs. TSWE.AS - 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 VanEck Sustainable World Equal Weight UCITS ETF (TSWE.AS). 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.DETSWE.ASDifference
Sharpe ratioReturn per unit of total volatility
-1.02
1.96

-2.98

Sortino ratioReturn per unit of downside risk
-1.35
2.91

-4.26

Omega ratioGain probability vs. loss probability

0.84

1.36

-0.52

Calmar ratioReturn relative to maximum drawdown

-0.61

3.12

-3.73

Martin ratioReturn relative to average drawdown

-1.15

12.24

-13.39

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EXH6.DE vs. TSWE.AS - Sharpe Ratio Comparison

The current EXH6.DE Sharpe Ratio is -1.02, which is lower than the TSWE.AS Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of EXH6.DE and TSWE.AS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

EXH6.DETSWE.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.02

1.96

-2.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.84

-0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

0.79

-0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.73

-0.37

Drawdowns

EXH6.DE vs. TSWE.AS - Drawdown Comparison

The maximum EXH6.DE drawdown since its inception was -53.43%, which is greater than TSWE.AS's maximum drawdown of -33.67%. Use the drawdown chart below to compare losses from any high point for EXH6.DE and TSWE.AS.

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Drawdown Indicators

EXH6.DETSWE.ASDifference

Max Drawdown

Largest peak-to-trough decline

-53.43%

-33.67%

-19.76%

Max Drawdown (1Y)

Largest decline over 1 year

-32.46%

-7.97%

-24.49%

Max Drawdown (3Y)

Largest decline over 3 years

-37.70%

-19.53%

-18.17%

Max Drawdown (5Y)

Largest decline over 5 years

-37.70%

-19.53%

-18.17%

Max Drawdown (10Y)

Largest decline over 10 years

-39.45%

-33.67%

-5.78%

Current Drawdown

Current decline from peak

-26.16%

-0.24%

-25.92%

Average Drawdown

Average peak-to-trough decline

-10.78%

-4.82%

-5.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.27%

2.05%

+15.22%

Volatility

EXH6.DE vs. TSWE.AS - Volatility Comparison

iShares STOXX Europe 600 Media UCITS ETF (DE) (EXH6.DE) has a higher volatility of 5.32% compared to VanEck Sustainable World Equal Weight UCITS ETF (TSWE.AS) at 3.17%. This indicates that EXH6.DE's price experiences larger fluctuations and is considered to be riskier than TSWE.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EXH6.DETSWE.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.32%

3.17%

+2.15%

Volatility (6M)

Calculated over the trailing 6-month period

15.89%

9.93%

+5.96%

Volatility (1Y)

Calculated over the trailing 1-year period

19.35%

12.75%

+6.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.35%

13.65%

+3.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.11%

14.93%

+4.18%

EXH6.DE vs. TSWE.AS - Expense Ratio Comparison

EXH6.DE has a 0.46% expense ratio, which is higher than TSWE.AS's 0.20% expense ratio.

Dividends

EXH6.DE vs. TSWE.AS - Dividend Comparison

EXH6.DE's dividend yield for the trailing twelve months is around 2.52%, more than TSWE.AS's 1.83% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
TSWE.AS
VanEck Sustainable World Equal Weight UCITS ETF		1.83%1.94%2.18%2.23%2.38%1.64%1.88%2.34%2.45%2.09%1.85%1.87%

Frequently Asked Questions

EXH6.DE and TSWE.AS have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TSWE.AS is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TSWE.AS is cheaper with a 0.20% expense ratio, compared with 0.46% for EXH6.DE.

EXH6.DE is categorized as Communications Equities, while TSWE.AS is Global Equities. EXH6.DE tracks STOXX® Europe 600 Media, while TSWE.AS tracks MSCI ACWI NR USD. They also come from different issuers: iShares and VanEck. Their fees differ too: 0.46% for EXH6.DE and 0.20% for TSWE.AS.

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