PortfoliosLab logoPortfoliosLab logo
EXI3.DE vs. DJAM.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXI3.DE vs. DJAM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Dow Jones Industrial Average UCITS ETF (DE) (EXI3.DE) and Lyxor Dow Jones Industrial Average UCITS ETF Dist (DJAM.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both investments are quite close, with EXI3.DE having a 7.97% return and DJAM.DE slightly higher at 8.12%. Over the past 10 years, EXI3.DE has underperformed DJAM.DE with an annualized return of 11.97%, while DJAM.DE has yielded a comparatively higher 12.59% annualized return.


EXI3.DE

1D
1.20%
1M
4.70%
YTD
7.97%
6M
8.07%
1Y
20.04%
3Y*
13.03%
5Y*
10.15%
10Y*
11.97%

DJAM.DE

1D
1.22%
1M
4.72%
YTD
8.12%
6M
8.16%
1Y
20.50%
3Y*
13.60%
5Y*
10.75%
10Y*
12.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXI3.DE vs. DJAM.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXI3.DE
iShares Dow Jones Industrial Average UCITS ETF (DE)
7.97%1.60%20.65%11.22%-3.15%31.43%-2.14%27.50%-1.13%11.26%
DJAM.DE
Lyxor Dow Jones Industrial Average UCITS ETF Dist
8.12%2.01%21.39%11.90%-2.34%31.92%-1.77%28.23%-0.54%12.02%

Correlation

The correlation between EXI3.DE and DJAM.DE is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

1.00

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

1.00

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

1.00

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

1.00

Correlation (All Time)
Calculated using the full available price history since Aug 14, 2006

0.92

The correlation between EXI3.DE and DJAM.DE has been stable across timeframes, ranging from 0.92 to 1.00 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

EXI3.DE vs. DJAM.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EXI3.DE
EXI3.DE Risk / Return Rank: 5050
Overall Rank
EXI3.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
EXI3.DE Sortino Ratio Rank: 5050
Sortino Ratio Rank
EXI3.DE Omega Ratio Rank: 4747
Omega Ratio Rank
EXI3.DE Calmar Ratio Rank: 5555
Calmar Ratio Rank
EXI3.DE Martin Ratio Rank: 5252
Martin Ratio Rank

DJAM.DE
DJAM.DE Risk / Return Rank: 5353
Overall Rank
DJAM.DE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
DJAM.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
DJAM.DE Omega Ratio Rank: 5050
Omega Ratio Rank
DJAM.DE Calmar Ratio Rank: 5757
Calmar Ratio Rank
DJAM.DE Martin Ratio Rank: 5454
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.

EXI3.DE vs. DJAM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones Industrial Average UCITS ETF (DE) (EXI3.DE) and Lyxor Dow Jones Industrial Average UCITS ETF Dist (DJAM.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.


EXI3.DEDJAM.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

-0.09

Omega ratioGain probability vs. loss probability

1.30

1.31

-0.01

Calmar ratioReturn relative to maximum drawdown

2.66

2.77

-0.11

Martin ratioReturn relative to average drawdown

8.77

9.22

-0.45

EXI3.DE vs. DJAM.DE - Sharpe Ratio Comparison

The current EXI3.DE Sharpe Ratio is 1.64, which is comparable to the DJAM.DE Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of EXI3.DE and DJAM.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


EXI3.DEDJAM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.64

1.70

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.76

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.78

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.62

-0.22

Drawdowns

EXI3.DE vs. DJAM.DE - Drawdown Comparison

The maximum EXI3.DE drawdown since its inception was -53.00%, which is greater than DJAM.DE's maximum drawdown of -47.32%. Use the drawdown chart below to compare losses from any high point for EXI3.DE and DJAM.DE.


Loading charts...

Drawdown Indicators


EXI3.DEDJAM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-53.00%

-47.32%

-5.68%

Max Drawdown (1Y)

Largest decline over 1 year

-7.45%

-7.34%

-0.11%

Max Drawdown (3Y)

Largest decline over 3 years

-21.22%

-21.15%

-0.07%

Max Drawdown (5Y)

Largest decline over 5 years

-21.22%

-21.15%

-0.07%

Max Drawdown (10Y)

Largest decline over 10 years

-36.35%

-36.30%

-0.05%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-13.52%

-7.81%

-5.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.26%

2.21%

+0.05%

Volatility

EXI3.DE vs. DJAM.DE - Volatility Comparison

iShares Dow Jones Industrial Average UCITS ETF (DE) (EXI3.DE) and Lyxor Dow Jones Industrial Average UCITS ETF Dist (DJAM.DE) have volatilities of 2.86% and 2.87%, 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.


Loading charts...

Volatility by Period


EXI3.DEDJAM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.86%

2.87%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

8.40%

8.34%

+0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

12.05%

11.93%

+0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.08%

14.07%

+0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.06%

16.09%

-0.03%

EXI3.DE vs. DJAM.DE - Expense Ratio Comparison

EXI3.DE has a 0.51% expense ratio, which is higher than DJAM.DE's 0.50% expense ratio.


Dividends

EXI3.DE vs. DJAM.DE - Dividend Comparison

EXI3.DE's dividend yield for the trailing twelve months is around 0.59%, less than DJAM.DE's 0.73% yield.


PositionTTM20252024202320222021202020192018201720162015
DJAM.DE
Lyxor Dow Jones Industrial Average UCITS ETF Dist
0.73%0.79%1.17%1.06%1.80%1.11%1.62%1.25%1.90%1.71%2.26%2.44%
EXI3.DE
iShares Dow Jones Industrial Average UCITS ETF (DE)
0.59%0.63%0.75%0.91%0.93%0.67%1.08%1.06%0.73%1.23%1.43%1.95%

Frequently Asked Questions


With a correlation of 1.00, EXI3.DE and DJAM.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, DJAM.DE is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DJAM.DE is cheaper with a 0.50% expense ratio, compared with 0.51% for EXI3.DE.

Both ETFs track Dow Jones Industrial Average. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.51% for EXI3.DE and 0.50% for DJAM.DE.

Portfolio Optimizer

Find the right allocation for EXI3.DE and DJAM.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer