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EXI2.DE vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

EXI2.DE vs. ^GSPC

Last updated Jun 5, 2026

EXI2.DE (iShares Dow Jones Global Titans 50 UCITS ETF (DE)) is Global Equities fund tracking the Dow Jones Global Titans 50, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, EXI2.DE returned 16.14%/yr vs 13.40%/yr for ^GSPC. A 0.53 correlation means they provide meaningful diversification when combined.

Performance

EXI2.DE vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Dow Jones Global Titans 50 UCITS ETF (DE) (EXI2.DE) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EXI2.DE is traded in EUR, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to EUR using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with EXI2.DE having a 12.23% return and ^GSPC slightly lower at 12.06%. Over the past 10 years, EXI2.DE has outperformed ^GSPC with an annualized return of 16.14%, while ^GSPC has yielded a comparatively lower 13.40% annualized return.

EXI2.DE

1D
-0.27%
1M
5.25%
YTD
12.23%
6M
12.47%
1Y
34.12%
3Y*
22.85%
5Y*
17.19%
10Y*
16.14%

^GSPC

1D
0.27%
1M
5.17%
YTD
12.06%
6M
10.90%
1Y
24.89%
3Y*
17.85%
5Y*
13.43%
10Y*
13.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXI2.DE vs. ^GSPC - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
EXI2.DE
iShares Dow Jones Global Titans 50 UCITS ETF (DE)		12.23%10.38%38.84%33.44%-21.53%35.62%10.63%35.14%-0.86%6.38%
^GSPC
S&P 500 Index		12.06%2.58%31.45%20.51%-14.45%36.38%6.68%31.79%-1.84%4.74%

Correlation

The correlation between EXI2.DE and ^GSPC is 0.61, 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

0.61

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

0.58

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

0.58

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

0.59

Correlation (All Time)
Calculated using the full available price history since Aug 28, 2007

0.53

The correlation between EXI2.DE and ^GSPC has been stable across timeframes, ranging from 0.53 to 0.61 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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iShares Dow Jones Global Titans 50 UCITS ETF (DE)

S&P 500 Index

Often compared with EXI2.DE:
EXI2.DE vs. SPYEXI2.DE vs. IS3Q.DEEXI2.DE vs. IS3R.DEEXI2.DE vs. VYMEXI2.DE vs. QQQEXI2.DE vs. EQQU.LEXI2.DE vs. IOO
Often compared with ^GSPC:
^GSPC vs. ^IBEX^GSPC vs. AVGO^GSPC vs. SCHD^GSPC vs. GC=F^GSPC vs. TSMU^GSPC vs. QQQ^GSPC vs. ACWI

Return for Risk

EXI2.DE vs. ^GSPC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EXI2.DE
EXI2.DE Risk / Return Rank: 7979
Overall Rank
EXI2.DE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
EXI2.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
EXI2.DE Omega Ratio Rank: 7676
Omega Ratio Rank
EXI2.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
EXI2.DE Martin Ratio Rank: 8181
Martin Ratio Rank
^GSPC
^GSPC Risk / Return Rank: 8080
Overall Rank
^GSPC Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 7979
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 7979
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 7676
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 8686
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.

EXI2.DE vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones Global Titans 50 UCITS ETF (DE) (EXI2.DE) and S&P 500 Index (^GSPC). 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.

EXI2.DE^GSPCDifference
Sharpe ratioReturn per unit of total volatility
2.52
2.04

+0.48

Sortino ratioReturn per unit of downside risk
3.40
2.65

+0.74

Omega ratioGain probability vs. loss probability

1.44

1.37

+0.07

Calmar ratioReturn relative to maximum drawdown

4.21

3.30

+0.90

Martin ratioReturn relative to average drawdown

15.84

12.34

+3.50

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

EXI2.DE vs. ^GSPC - Sharpe Ratio Comparison

The current EXI2.DE Sharpe Ratio is 2.52, which is comparable to the ^GSPC Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of EXI2.DE and ^GSPC, 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

EXI2.DE^GSPCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.52

2.04

+0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.02

0.80

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.97

0.72

+0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.51

-0.10

Drawdowns

EXI2.DE vs. ^GSPC - Drawdown Comparison

The maximum EXI2.DE drawdown since its inception was -59.21%, which is greater than ^GSPC's maximum drawdown of -51.62%. Use the drawdown chart below to compare losses from any high point for EXI2.DE and ^GSPC.

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Drawdown Indicators

EXI2.DE^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-59.21%

-51.62%

-7.59%

Max Drawdown (1Y)

Largest decline over 1 year

-8.07%

-7.57%

-0.50%

Max Drawdown (3Y)

Largest decline over 3 years

-24.75%

-23.99%

-0.76%

Max Drawdown (5Y)

Largest decline over 5 years

-24.75%

-23.99%

-0.76%

Max Drawdown (10Y)

Largest decline over 10 years

-30.00%

-33.42%

+3.42%

Current Drawdown

Current decline from peak

-1.11%

-0.20%

-0.91%

Average Drawdown

Average peak-to-trough decline

-17.44%

-9.08%

-8.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

2.02%

+0.13%

Volatility

EXI2.DE vs. ^GSPC - Volatility Comparison

iShares Dow Jones Global Titans 50 UCITS ETF (DE) (EXI2.DE) has a higher volatility of 3.46% compared to S&P 500 Index (^GSPC) at 2.24%. This indicates that EXI2.DE's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EXI2.DE^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.46%

2.24%

+1.22%

Volatility (6M)

Calculated over the trailing 6-month period

9.18%

8.62%

+0.56%

Volatility (1Y)

Calculated over the trailing 1-year period

13.50%

12.29%

+1.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.60%

16.79%

-0.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.57%

18.59%

-2.02%

Frequently Asked Questions

EXI2.DE and ^GSPC have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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