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EXI5.DE vs. ESAD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXI5.DE vs. ESAD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares STOXX Europe 600 Real Estate UCITS ETF (DE) (EXI5.DE) and BNP Paribas Easy FTSE EPRA Nareit Global Developed Green CTB UCITS ETF EUR Capitalisation (ESAD.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EXI5.DE achieves a 5.09% return, which is significantly lower than ESAD.DE's 16.27% return.


EXI5.DE

1D
-1.05%
1M
5.11%
6M
4.05%
YTD
5.09%
1Y
1.97%
3Y*
6.84%
5Y*
-4.96%
10Y*
-0.26%
ALL TIME*
-0.19%

ESAD.DE

1D
0.00%
1M
5.82%
6M
13.70%
YTD
16.27%
1Y
17.57%
3Y*
5Y*
10Y*
ALL TIME*
4.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXI5.DE vs. ESAD.DE - Yearly Performance Comparison


Correlation

The correlation between EXI5.DE and ESAD.DE is 0.65, 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

0.65

Correlation (All Time)
Calculated using the full available price history since Dec 9, 2024

0.61

The correlation between EXI5.DE and ESAD.DE has been stable across timeframes, ranging from 0.61 to 0.65 - a consistent structural relationship.

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Return for Risk

EXI5.DE vs. ESAD.DE — Risk / Return Rank

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

EXI5.DE
EXI5.DE Risk / Return Rank: 1212
Overall Rank
EXI5.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
EXI5.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
EXI5.DE Omega Ratio Rank: 1212
Omega Ratio Rank
EXI5.DE Calmar Ratio Rank: 1212
Calmar Ratio Rank
EXI5.DE Martin Ratio Rank: 1212
Martin Ratio Rank

ESAD.DE
ESAD.DE Risk / Return Rank: 5656
Overall Rank
ESAD.DE Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
ESAD.DE Sortino Ratio Rank: 5858
Sortino Ratio Rank
ESAD.DE Omega Ratio Rank: 5656
Omega Ratio Rank
ESAD.DE Calmar Ratio Rank: 5656
Calmar Ratio Rank
ESAD.DE Martin Ratio Rank: 5555
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.

EXI5.DE vs. ESAD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Real Estate UCITS ETF (DE) (EXI5.DE) and BNP Paribas Easy FTSE EPRA Nareit Global Developed Green CTB UCITS ETF EUR Capitalisation (ESAD.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.

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.


EXI5.DEESAD.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.35

Sortino ratioReturn per unit of downside risk

-1.83

Omega ratioGain probability vs. loss probability

1.04

1.26

-0.23

Calmar ratioReturn relative to maximum drawdown

0.13

2.12

-1.99

Martin ratioReturn relative to average drawdown

0.31

7.00

-6.69

EXI5.DE vs. ESAD.DE - Sharpe Ratio Comparison

The current EXI5.DE Sharpe Ratio is 0.12, which is lower than the ESAD.DE Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of EXI5.DE and ESAD.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.


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Drawdowns

EXI5.DE vs. ESAD.DE - Drawdown Comparison

The maximum EXI5.DE drawdown since its inception was -77.04%, which is greater than ESAD.DE's maximum drawdown of -16.71%. Use the drawdown chart below to compare losses from any high point for EXI5.DE and ESAD.DE.


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Drawdown Indicators


EXI5.DEESAD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-77.04%

-16.71%

-60.33%

Max Drawdown (1Y)

Largest decline over 1 year

-15.30%

-8.26%

-7.04%

Max Drawdown (3Y)

Largest decline over 3 years

-21.00%

Max Drawdown (5Y)

Largest decline over 5 years

-48.10%

Max Drawdown (10Y)

Largest decline over 10 years

-48.10%

Current Drawdown

Current decline from peak

-26.12%

-0.43%

-25.69%

Average Drawdown

Average peak-to-trough decline

-31.01%

-5.63%

-25.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.40%

2.50%

+3.90%

Volatility

EXI5.DE vs. ESAD.DE - Volatility Comparison

iShares STOXX Europe 600 Real Estate UCITS ETF (DE) (EXI5.DE) has a higher volatility of 5.16% compared to BNP Paribas Easy FTSE EPRA Nareit Global Developed Green CTB UCITS ETF EUR Capitalisation (ESAD.DE) at 3.58%. This indicates that EXI5.DE's price experiences larger fluctuations and is considered to be riskier than ESAD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXI5.DEESAD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.16%

3.58%

+1.58%

Volatility (6M)

Calculated over the trailing 6-month period

13.69%

8.95%

+4.74%

Volatility (1Y)

Calculated over the trailing 1-year period

16.40%

11.91%

+4.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.26%

13.61%

+8.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.88%

13.61%

+6.27%

EXI5.DE vs. ESAD.DE - Expense Ratio Comparison

EXI5.DE has a 0.46% expense ratio, which is higher than ESAD.DE's 0.41% expense ratio.


Dividends

EXI5.DE vs. ESAD.DE - Dividend Comparison

EXI5.DE's dividend yield for the trailing twelve months is around 2.36%, while ESAD.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ESAD.DE
BNP Paribas Easy FTSE EPRA Nareit Global Developed Green CTB UCITS ETF EUR Capitalisation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EXI5.DE
iShares STOXX Europe 600 Real Estate UCITS ETF (DE)
2.36%2.02%1.82%2.05%2.19%0.93%1.30%2.10%2.15%3.10%2.79%2.67%

Frequently Asked Questions


EXI5.DE and ESAD.DE have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ESAD.DE is cheaper at 0.41% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ESAD.DE is cheaper with a 0.41% expense ratio, compared with 0.46% for EXI5.DE.

EXI5.DE tracks STOXX® Europe 600 Real Estate, while ESAD.DE tracks FTSE EPRA Nareit Developed Green EU CTB. They also come from different issuers: iShares and BNP Paribas. Their fees differ too: 0.46% for EXI5.DE and 0.41% for ESAD.DE.

Portfolio Optimizer

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