EXHE.DE vs. O
Compare and contrast key facts about iShares Pfandbriefe UCITS ETF (DE) (EXHE.DE) and Realty Income Corporation (O).
EXHE.DE is a passively managed fund by iShares that tracks the performance of the iBoxx® Pfandbriefe. It was launched on Dec 2, 2004.
Performance
EXHE.DE vs. O - Performance Comparison
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EXHE.DE vs. O - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXHE.DE iShares Pfandbriefe UCITS ETF (DE) | -0.40% | 2.34% | 2.81% | 5.29% | -13.04% | -2.32% | 1.50% | 2.46% | 0.26% | 0.10% |
O Realty Income Corporation | 13.82% | -1.11% | 4.35% | -7.41% | -1.63% | 33.22% | -18.88% | 24.01% | 21.38% | -9.07% |
Different Trading Currencies
EXHE.DE is traded in EUR, while O is traded in USD. To make them comparable, the O values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, EXHE.DE achieves a -0.40% return, which is significantly lower than O's 12.92% return. Over the past 10 years, EXHE.DE has underperformed O with an annualized return of -0.22%, while O has yielded a comparatively higher 4.92% annualized return.
EXHE.DE
- 1D
- 0.05%
- 1M
- -1.33%
- YTD
- -0.40%
- 6M
- -0.19%
- 1Y
- 1.45%
- 3Y*
- 2.75%
- 5Y*
- -1.13%
- 10Y*
- -0.22%
O
- 1D
- 0.00%
- 1M
- -6.26%
- YTD
- 12.92%
- 6M
- 7.21%
- 1Y
- 7.14%
- 3Y*
- 3.09%
- 5Y*
- 5.17%
- 10Y*
- 4.92%
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Return for Risk
EXHE.DE vs. O — Risk / Return Rank
EXHE.DE
O
EXHE.DE vs. O - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Pfandbriefe UCITS ETF (DE) (EXHE.DE) and Realty Income Corporation (O). 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.
| EXHE.DE | O | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.62 | 0.42 | +0.21 |
Sortino ratioReturn per unit of downside risk | 0.88 | 0.69 | +0.20 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.08 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.47 | 0.67 | -0.20 |
Martin ratioReturn relative to average drawdown | 1.99 | 1.48 | +0.51 |
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
| EXHE.DE | O | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 0.42 | +0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.29 | 0.28 | -0.57 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.07 | 0.19 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.35 | +0.06 |
Correlation
The correlation between EXHE.DE and O is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
EXHE.DE vs. O - Dividend Comparison
EXHE.DE's dividend yield for the trailing twelve months is around 1.68%, less than O's 5.20% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXHE.DE iShares Pfandbriefe UCITS ETF (DE) | 1.68% | 1.61% | 1.34% | 0.88% | 0.38% | 0.33% | 0.39% | 0.53% | 0.61% | 0.89% | 1.14% | 1.75% |
O Realty Income Corporation | 5.20% | 6.19% | 5.37% | 5.33% | 4.68% | 3.87% | 4.51% | 3.69% | 4.19% | 4.45% | 4.18% | 4.41% |
Drawdowns
EXHE.DE vs. O - Drawdown Comparison
The maximum EXHE.DE drawdown since its inception was -16.57%, smaller than the maximum O drawdown of -48.59%. Use the drawdown chart below to compare losses from any high point for EXHE.DE and O.
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Drawdown Indicators
| EXHE.DE | O | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.57% | -48.45% | +31.88% |
Max Drawdown (1Y)Largest decline over 1 year | -2.25% | -11.10% | +8.85% |
Max Drawdown (5Y)Largest decline over 5 years | -15.41% | -34.48% | +19.07% |
Max Drawdown (10Y)Largest decline over 10 years | -16.57% | -48.28% | +31.71% |
Current DrawdownCurrent decline from peak | -7.23% | -7.51% | +0.28% |
Average DrawdownAverage peak-to-trough decline | -3.34% | -9.22% | +5.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.53% | 3.73% | -3.20% |
Volatility
EXHE.DE vs. O - Volatility Comparison
The current volatility for iShares Pfandbriefe UCITS ETF (DE) (EXHE.DE) is 1.07%, while Realty Income Corporation (O) has a volatility of 4.57%. This indicates that EXHE.DE experiences smaller price fluctuations and is considered to be less risky than O based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EXHE.DE | O | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.07% | 4.57% | -3.50% |
Volatility (6M)Calculated over the trailing 6-month period | 1.61% | 11.54% | -9.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.31% | 17.22% | -14.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.84% | 18.84% | -15.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.14% | 25.99% | -22.85% |