EXI2.DE vs. P500.DE
EXI2.DE (iShares Dow Jones Global Titans 50 UCITS ETF (DE)) and P500.DE (Invesco S&P 500 UCITS ETF) are both exchange-traded funds - EXI2.DE is a Global Equities fund tracking the Dow Jones Global Titans 50, while P500.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, EXI2.DE returned 16.14%/yr vs 15.16%/yr for P500.DE. Their correlation of 0.91 suggests significant overlap in exposure. EXI2.DE charges 0.51%/yr vs 0.05%/yr for P500.DE.
Performance
EXI2.DE vs. P500.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXI2.DE achieves a 12.23% return, which is significantly higher than P500.DE's 11.47% return. Over the past 10 years, EXI2.DE has outperformed P500.DE with an annualized return of 16.14%, while P500.DE has yielded a comparatively lower 15.16% 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%
P500.DE
- 1D
- -0.10%
- 1M
- 5.26%
- YTD
- 11.47%
- 6M
- 11.50%
- 1Y
- 25.80%
- 3Y*
- 19.07%
- 5Y*
- 14.99%
- 10Y*
- 15.16%
EXI2.DE vs. P500.DE - 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) | 12.23% | 10.38% | 38.84% | 33.44% | -21.53% | 35.62% | 10.63% | 35.14% | -0.86% | 6.38% |
P500.DE Invesco S&P 500 UCITS ETF | 11.47% | 4.88% | 32.56% | 22.69% | -14.05% | 41.05% | 7.04% | 34.88% | -0.84% | 6.71% |
Correlation
The correlation between EXI2.DE and P500.DE is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Nov 17, 2011 | 0.91 |
The correlation between EXI2.DE and P500.DE has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.
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Return for Risk
EXI2.DE vs. P500.DE — Risk / Return Rank
EXI2.DE
P500.DE
EXI2.DE vs. P500.DE - 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 Invesco S&P 500 UCITS ETF (P500.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.
| EXI2.DE | P500.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.29 | ||
| Sortino ratioReturn per unit of downside risk | +0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.41 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 4.21 | 3.62 | +0.59 |
| Martin ratioReturn relative to average drawdown | 15.84 | 12.91 | +2.93 |
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
| EXI2.DE | P500.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.52 | 2.23 | +0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.02 | 0.98 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.97 | 0.94 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 1.01 | -0.60 |
Drawdowns
EXI2.DE vs. P500.DE - Drawdown Comparison
The maximum EXI2.DE drawdown since its inception was -59.21%, which is greater than P500.DE's maximum drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for EXI2.DE and P500.DE.
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Drawdown Indicators
| EXI2.DE | P500.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.21% | -33.78% | -25.43% |
Max Drawdown (1Y)Largest decline over 1 year | -8.07% | -7.11% | -0.96% |
Max Drawdown (3Y)Largest decline over 3 years | -24.75% | -23.34% | -1.41% |
Max Drawdown (5Y)Largest decline over 5 years | -24.75% | -23.34% | -1.41% |
Max Drawdown (10Y)Largest decline over 10 years | -30.00% | -33.78% | +3.78% |
Current DrawdownCurrent decline from peak | -1.11% | -0.40% | -0.71% |
Average DrawdownAverage peak-to-trough decline | -17.44% | -3.85% | -13.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.15% | 1.99% | +0.16% |
Volatility
EXI2.DE vs. P500.DE - Volatility Comparison
iShares Dow Jones Global Titans 50 UCITS ETF (DE) (EXI2.DE) has a higher volatility of 3.46% compared to Invesco S&P 500 UCITS ETF (P500.DE) at 2.65%. This indicates that EXI2.DE's price experiences larger fluctuations and is considered to be riskier than P500.DE 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 | P500.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.46% | 2.65% | +0.81% |
Volatility (6M)Calculated over the trailing 6-month period | 9.18% | 7.59% | +1.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.50% | 11.52% | +1.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.60% | 15.17% | +1.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.57% | 16.07% | +0.50% |
EXI2.DE vs. P500.DE - Expense Ratio Comparison
EXI2.DE has a 0.51% expense ratio, which is higher than P500.DE's 0.05% expense ratio.
Dividends
EXI2.DE vs. P500.DE - Dividend Comparison
EXI2.DE's dividend yield for the trailing twelve months is around 0.33%, while P500.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXI2.DE iShares Dow Jones Global Titans 50 UCITS ETF (DE) | 0.33% | 0.41% | 0.42% | 0.61% | 0.84% | 0.55% | 0.99% | 1.28% | 1.29% | 2.56% | 1.77% | 2.56% |
P500.DE Invesco S&P 500 UCITS ETF | 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
With a correlation of 0.93, EXI2.DE and P500.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, P500.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
P500.DE is cheaper with a 0.05% expense ratio, compared with 0.51% for EXI2.DE.
EXI2.DE is categorized as Global Equities, while P500.DE is S&P 500. EXI2.DE tracks Dow Jones Global Titans 50, while P500.DE tracks S&P 500 Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.51% for EXI2.DE and 0.05% for P500.DE.
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