EXI2.DE vs. ^GSPC
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 15.87%/yr vs 13.56%/yr for ^GSPC. A 0.54 correlation means they provide meaningful diversification when combined.
Performance
EXI2.DE vs. ^GSPC - Performance Comparison
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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
In the year-to-date period, EXI2.DE achieves a 7.94% return, which is significantly lower than ^GSPC's 11.08% return. Over the past 10 years, EXI2.DE has outperformed ^GSPC with an annualized return of 15.87%, while ^GSPC has yielded a comparatively lower 13.56% annualized return.
EXI2.DE
- 1D
- -1.63%
- 1M
- -3.01%
- YTD
- 7.94%
- 6M
- 8.15%
- 1Y
- 27.69%
- 3Y*
- 21.68%
- 5Y*
- 15.23%
- 10Y*
- 15.87%
^GSPC
- 1D
- -0.08%
- 1M
- 0.13%
- YTD
- 11.08%
- 6M
- 9.99%
- 1Y
- 23.85%
- 3Y*
- 17.70%
- 5Y*
- 12.53%
- 10Y*
- 13.56%
EXI2.DE vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXI2.DE iShares Dow Jones Global Titans 50 UCITS ETF (DE) | 7.94% | 10.38% | 38.84% | 33.44% | -21.87% | 36.20% | 10.64% | 35.14% | -0.86% | 6.38% |
^GSPC S&P 500 Index | 11.08% | 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 0.64, 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 | 0.64 |
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 Sep 20, 2007 | 0.54 |
The correlation between EXI2.DE and ^GSPC shifts across timeframes, from 0.54 (all time) to 0.64 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
EXI2.DE vs. ^GSPC — Risk / Return Rank
EXI2.DE
^GSPC
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.
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.
| EXI2.DE | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.10 | ||
| Sortino ratioReturn per unit of downside risk | +0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.35 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.34 | 3.17 | +0.17 |
| Martin ratioReturn relative to average drawdown | 11.64 | 11.71 | -0.07 |
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Drawdowns
EXI2.DE vs. ^GSPC - Drawdown Comparison
The maximum EXI2.DE drawdown since its inception was -50.46%, roughly equal to the maximum ^GSPC 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 | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.46% | -51.62% | +1.16% |
Max Drawdown (1Y)Largest decline over 1 year | -8.25% | -7.57% | -0.68% |
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 | -30.01% | -33.42% | +3.41% |
Current DrawdownCurrent decline from peak | -4.89% | -1.08% | -3.81% |
Average DrawdownAverage peak-to-trough decline | -9.43% | -9.08% | -0.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.37% | 2.04% | +0.33% |
Volatility
EXI2.DE vs. ^GSPC - Volatility Comparison
iShares Dow Jones Global Titans 50 UCITS ETF (DE) (EXI2.DE) and S&P 500 Index (^GSPC) have volatilities of 4.04% and 3.97%, 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
| EXI2.DE | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.04% | 3.97% | +0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 9.53% | 9.16% | +0.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.77% | 12.60% | +1.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.64% | 16.86% | -0.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.57% | 18.61% | -2.04% |
Frequently Asked Questions
EXI2.DE and ^GSPC have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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