EXI2.DE vs. ^GSPC
Compare and contrast key facts about iShares Dow Jones Global Titans 50 UCITS ETF (DE) (EXI2.DE) and S&P 500 (^GSPC).
EXI2.DE is a passively managed fund by iShares that tracks the performance of the Dow Jones Global Titans 50. It was launched on Aug 14, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EXI2.DE or ^GSPC.
Key characteristics
| EXI2.DE | ^GSPC | |
|---|---|---|
| YTD Return | 21.97% | 18.13% |
| 1Y Return | 26.10% | 26.52% |
| 3Y Return (Ann) | 11.99% | 8.36% |
| 5Y Return (Ann) | 15.40% | 13.43% |
| 10Y Return (Ann) | 13.44% | 10.88% |
| Sharpe Ratio | 2.03 | 2.10 |
| Daily Std Dev | 14.62% | 12.68% |
| Max Drawdown | -59.21% | -56.78% |
| Current Drawdown | -5.89% | -0.58% |
Correlation
The correlation between EXI2.DE and ^GSPC is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
EXI2.DE vs. ^GSPC - Performance Comparison
In the year-to-date period, EXI2.DE achieves a 21.97% return, which is significantly higher than ^GSPC's 18.13% return. Over the past 10 years, EXI2.DE has outperformed ^GSPC with an annualized return of 13.44%, while ^GSPC has yielded a comparatively lower 10.88% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
EXI2.DE vs. ^GSPC - Risk-Adjusted Performance 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 (^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.
Drawdowns
EXI2.DE vs. ^GSPC - Drawdown Comparison
The maximum EXI2.DE drawdown since its inception was -59.21%, roughly equal to the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for EXI2.DE and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
EXI2.DE vs. ^GSPC - Volatility Comparison
iShares Dow Jones Global Titans 50 UCITS ETF (DE) (EXI2.DE) has a higher volatility of 4.77% compared to S&P 500 (^GSPC) at 3.97%. 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.