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EXH7.DE vs. EXH3.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXH7.DE vs. EXH3.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares STOXX Europe 600 Personal & Household Goods UCITS ETF (DE) (EXH7.DE) and iShares STOXX Europe 600 Food & Beverage UCITS ETF (DE) (EXH3.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EXH7.DE achieves a -4.04% return, which is significantly lower than EXH3.DE's 9.61% return. Over the past 10 years, EXH7.DE has outperformed EXH3.DE with an annualized return of 5.68%, while EXH3.DE has yielded a comparatively lower 2.60% annualized return.


EXH7.DE

1D
0.39%
1M
3.29%
YTD
-4.04%
6M
-3.15%
1Y
8.56%
3Y*
0.38%
5Y*
1.20%
10Y*
5.68%

EXH3.DE

1D
0.84%
1M
3.39%
YTD
9.61%
6M
10.44%
1Y
6.77%
3Y*
-1.89%
5Y*
-2.03%
10Y*
2.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXH7.DE vs. EXH3.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXH7.DE
iShares STOXX Europe 600 Personal & Household Goods UCITS ETF (DE)
-4.04%6.41%3.93%7.55%-10.74%20.45%5.33%31.80%-14.12%12.16%
EXH3.DE
iShares STOXX Europe 600 Food & Beverage UCITS ETF (DE)
9.61%0.44%-10.82%-2.05%-13.20%22.57%-6.15%29.56%-7.32%12.78%

Correlation

The correlation between EXH7.DE and EXH3.DE is 0.57, 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

0.57

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

0.59

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

0.64

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

0.69

Correlation (All Time)
Calculated using the full available price history since Sep 18, 2006

0.67

The correlation between EXH7.DE and EXH3.DE shifts across timeframes, from 0.57 (1 year) to 0.69 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

EXH7.DE vs. EXH3.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EXH7.DE
EXH7.DE Risk / Return Rank: 1616
Overall Rank
EXH7.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
EXH7.DE Sortino Ratio Rank: 1616
Sortino Ratio Rank
EXH7.DE Omega Ratio Rank: 1515
Omega Ratio Rank
EXH7.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
EXH7.DE Martin Ratio Rank: 1414
Martin Ratio Rank

EXH3.DE
EXH3.DE Risk / Return Rank: 1515
Overall Rank
EXH3.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
EXH3.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
EXH3.DE Omega Ratio Rank: 1414
Omega Ratio Rank
EXH3.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
EXH3.DE Martin Ratio Rank: 1515
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.

EXH7.DE vs. EXH3.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Personal & Household Goods UCITS ETF (DE) (EXH7.DE) and iShares STOXX Europe 600 Food & Beverage UCITS ETF (DE) (EXH3.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.


EXH7.DEEXH3.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

+0.10

Omega ratioGain probability vs. loss probability

1.10

1.09

+0.01

Calmar ratioReturn relative to maximum drawdown

0.54

0.53

+0.01

Martin ratioReturn relative to average drawdown

1.22

1.17

+0.05

EXH7.DE vs. EXH3.DE - Sharpe Ratio Comparison

The current EXH7.DE Sharpe Ratio is 0.50, which is comparable to the EXH3.DE Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of EXH7.DE and EXH3.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.


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Drawdowns

EXH7.DE vs. EXH3.DE - Drawdown Comparison

The maximum EXH7.DE drawdown since its inception was -45.49%, which is greater than EXH3.DE's maximum drawdown of -39.85%. Use the drawdown chart below to compare losses from any high point for EXH7.DE and EXH3.DE.


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Drawdown Indicators


EXH7.DEEXH3.DEDifference

Max Drawdown

Largest peak-to-trough decline

-45.49%

-39.85%

-5.64%

Max Drawdown (1Y)

Largest decline over 1 year

-15.83%

-12.77%

-3.06%

Max Drawdown (3Y)

Largest decline over 3 years

-17.88%

-21.11%

+3.23%

Max Drawdown (5Y)

Largest decline over 5 years

-22.00%

-28.68%

+6.68%

Max Drawdown (10Y)

Largest decline over 10 years

-29.18%

-30.20%

+1.02%

Current Drawdown

Current decline from peak

-7.38%

-17.89%

+10.51%

Average Drawdown

Average peak-to-trough decline

-8.07%

-8.93%

+0.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.01%

5.78%

+1.23%

Volatility

EXH7.DE vs. EXH3.DE - Volatility Comparison

iShares STOXX Europe 600 Personal & Household Goods UCITS ETF (DE) (EXH7.DE) and iShares STOXX Europe 600 Food & Beverage UCITS ETF (DE) (EXH3.DE) have volatilities of 4.97% and 4.93%, 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


EXH7.DEEXH3.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.97%

4.93%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

14.00%

12.13%

+1.87%

Volatility (1Y)

Calculated over the trailing 1-year period

16.96%

15.51%

+1.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.45%

14.19%

+3.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.73%

14.39%

+2.34%

EXH7.DE vs. EXH3.DE - Expense Ratio Comparison

Both EXH7.DE and EXH3.DE have an expense ratio of 0.46%.


Dividends

EXH7.DE vs. EXH3.DE - Dividend Comparison

EXH7.DE's dividend yield for the trailing twelve months is around 2.58%, more than EXH3.DE's 1.98% yield.


PositionTTM20252024202320222021202020192018201720162015
EXH3.DE
iShares STOXX Europe 600 Food & Beverage UCITS ETF (DE)
1.98%2.10%2.16%1.70%1.56%0.88%1.45%1.46%1.70%2.08%2.45%2.52%
EXH7.DE
iShares STOXX Europe 600 Personal & Household Goods UCITS ETF (DE)
2.58%2.31%2.35%2.27%2.39%1.76%1.82%2.36%1.96%5.68%2.74%2.79%

Frequently Asked Questions


EXH7.DE and EXH3.DE have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.46% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

EXH7.DE and EXH3.DE have the same expense ratio: 0.46% per year.

EXH7.DE tracks STOXX® Europe 600 Personal & Household Goods, while EXH3.DE tracks STOXX® Europe 600 Food & Beverage.

Portfolio Optimizer

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