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EXH8.DE vs. XDWS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EXH8.DE vs. XDWS.DE

Last updated Jun 5, 2026

EXH8.DE (iShares STOXX Europe 600 Retail UCITS ETF (DE)) and XDWS.DE (Xtrackers MSCI World Consumer Staples UCITS ETF 1C) are both Consumer Staples Equities funds - EXH8.DE tracks the STOXX® Europe 600 Retail while XDWS.DE tracks the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR. Both are passively managed. Over the past 10 years, EXH8.DE returned 6.32%/yr vs 5.34%/yr for XDWS.DE. At a 0.38 correlation, their price movements are largely independent. EXH8.DE charges 0.46%/yr vs 0.25%/yr for XDWS.DE.

Performance

EXH8.DE vs. XDWS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares STOXX Europe 600 Retail UCITS ETF (DE) (EXH8.DE) and Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.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, EXH8.DE achieves a -1.84% return, which is significantly lower than XDWS.DE's 4.43% return. Over the past 10 years, EXH8.DE has outperformed XDWS.DE with an annualized return of 6.32%, while XDWS.DE has yielded a comparatively lower 5.34% annualized return.

EXH8.DE

1D
0.97%
1M
7.60%
YTD
-1.84%
6M
0.30%
1Y
6.21%
3Y*
12.48%
5Y*
1.95%
10Y*
6.32%

XDWS.DE

1D
-0.24%
1M
-2.22%
YTD
4.43%
6M
3.49%
1Y
0.24%
3Y*
3.32%
5Y*
4.93%
10Y*
5.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXH8.DE vs. XDWS.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
EXH8.DE
iShares STOXX Europe 600 Retail UCITS ETF (DE)		-1.84%13.47%10.93%36.87%-30.57%13.16%9.68%38.72%-9.61%-0.73%
XDWS.DE
Xtrackers MSCI World Consumer Staples UCITS ETF 1C		4.43%-3.34%12.56%-1.53%-0.06%22.38%-1.96%25.94%-5.88%2.82%

Correlation

The correlation between EXH8.DE and XDWS.DE is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.19

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

0.23

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

0.27

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

0.38

Correlation (All Time)
Calculated using the full available price history since Mar 23, 2016

0.38

The correlation between EXH8.DE and XDWS.DE shifts across timeframes, from 0.19 (1 year) to 0.38 (all time), reflecting how their relationship changes across market environments.

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iShares STOXX Europe 600 Retail UCITS ETF (DE)

Xtrackers MSCI World Consumer Staples UCITS ETF 1C

Often compared with EXH8.DE:
EXH8.DE vs. 6AQQ.DEEXH8.DE vs. I500.DEEXH8.DE vs. DXSK.DEEXH8.DE vs. 7RIP.DEEXH8.DE vs. 36BB.DEEXH8.DE vs. 6TVL.DEEXH8.DE vs. GLUX.DE
Often compared with XDWS.DE:
XDWS.DE vs. XDWH.LXDWS.DE vs. IQQ0.DEXDWS.DE vs. IQQQ.DEXDWS.DE vs. VWCE.DEXDWS.DE vs. XLPXDWS.DE vs. IWDA.ASXDWS.DE vs. SXR8.DE

Return for Risk

EXH8.DE vs. XDWS.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EXH8.DE
EXH8.DE Risk / Return Rank: 1414
Overall Rank
EXH8.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
EXH8.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
EXH8.DE Omega Ratio Rank: 1414
Omega Ratio Rank
EXH8.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
EXH8.DE Martin Ratio Rank: 1414
Martin Ratio Rank
XDWS.DE
XDWS.DE Risk / Return Rank: 88
Overall Rank
XDWS.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
XDWS.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
XDWS.DE Omega Ratio Rank: 88
Omega Ratio Rank
XDWS.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
XDWS.DE Martin Ratio Rank: 88
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.

EXH8.DE vs. XDWS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Retail UCITS ETF (DE) (EXH8.DE) and Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.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.

EXH8.DEXDWS.DEDifference
Sharpe ratioReturn per unit of total volatility
0.33
-0.07

+0.41

Sortino ratioReturn per unit of downside risk
0.61
-0.02

+0.63

Omega ratioGain probability vs. loss probability

1.07

1.00

+0.07

Calmar ratioReturn relative to maximum drawdown

0.48

-0.10

+0.58

Martin ratioReturn relative to average drawdown

1.09

-0.20

+1.30

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

EXH8.DE vs. XDWS.DE - Sharpe Ratio Comparison

The current EXH8.DE Sharpe Ratio is 0.33, which is higher than the XDWS.DE Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of EXH8.DE and XDWS.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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Sharpe Ratios by Period

EXH8.DEXDWS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.33

-0.07

+0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.43

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

0.44

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.45

-0.15

Drawdowns

EXH8.DE vs. XDWS.DE - Drawdown Comparison

The maximum EXH8.DE drawdown since its inception was -54.89%, which is greater than XDWS.DE's maximum drawdown of -22.95%. Use the drawdown chart below to compare losses from any high point for EXH8.DE and XDWS.DE.

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Drawdown Indicators

EXH8.DEXDWS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-54.89%

-22.95%

-31.94%

Max Drawdown (1Y)

Largest decline over 1 year

-12.96%

-8.78%

-4.18%

Max Drawdown (3Y)

Largest decline over 3 years

-19.54%

-11.90%

-7.64%

Max Drawdown (5Y)

Largest decline over 5 years

-48.60%

-12.47%

-36.13%

Max Drawdown (10Y)

Largest decline over 10 years

-48.60%

-22.95%

-25.65%

Current Drawdown

Current decline from peak

-3.99%

-7.60%

+3.61%

Average Drawdown

Average peak-to-trough decline

-16.64%

-5.04%

-11.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.67%

4.34%

+1.33%

Volatility

EXH8.DE vs. XDWS.DE - Volatility Comparison

iShares STOXX Europe 600 Retail UCITS ETF (DE) (EXH8.DE) has a higher volatility of 6.03% compared to Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.DE) at 5.00%. This indicates that EXH8.DE's price experiences larger fluctuations and is considered to be riskier than XDWS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EXH8.DEXDWS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.03%

5.00%

+1.03%

Volatility (6M)

Calculated over the trailing 6-month period

15.20%

10.01%

+5.19%

Volatility (1Y)

Calculated over the trailing 1-year period

18.59%

12.06%

+6.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.53%

11.35%

+10.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.73%

12.19%

+7.54%

EXH8.DE vs. XDWS.DE - Expense Ratio Comparison

EXH8.DE has a 0.46% expense ratio, which is higher than XDWS.DE's 0.25% expense ratio.

Dividends

EXH8.DE vs. XDWS.DE - Dividend Comparison

EXH8.DE's dividend yield for the trailing twelve months is around 2.13%, while XDWS.DE has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
EXH8.DE
iShares STOXX Europe 600 Retail UCITS ETF (DE)		2.13%2.30%2.40%2.34%3.25%1.04%1.26%2.10%3.20%2.91%2.88%3.27%
XDWS.DE
Xtrackers MSCI World Consumer Staples 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%

Frequently Asked Questions

EXH8.DE and XDWS.DE have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDWS.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDWS.DE is cheaper with a 0.25% expense ratio, compared with 0.46% for EXH8.DE.

EXH8.DE tracks STOXX® Europe 600 Retail, while XDWS.DE tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.46% for EXH8.DE and 0.25% for XDWS.DE.

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