EXIA.DE vs. EXS2.DE
EXIA.DE (iShares DAX ESG UCITS ETF (DE)) and EXS2.DE (iShares TecDAX UCITS ETF (DE)) are both Europe Equities funds from iShares - EXIA.DE tracks the DAX® ESG Target while EXS2.DE tracks the TecDAX®. Both are passively managed. Over the past 5 years, EXIA.DE returned 8.95%/yr vs 3.72%/yr for EXS2.DE. A 0.80 correlation means they provide meaningful diversification when combined. EXIA.DE charges 0.12%/yr vs 0.51%/yr for EXS2.DE.
Performance
EXIA.DE vs. EXS2.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXIA.DE achieves a 4.30% return, which is significantly lower than EXS2.DE's 15.70% return.
EXIA.DE
- 1D
- 0.37%
- 1M
- 3.23%
- YTD
- 4.30%
- 6M
- 7.19%
- 1Y
- 3.51%
- 3Y*
- 15.53%
- 5Y*
- 8.95%
- 10Y*
- —
EXS2.DE
- 1D
- 0.52%
- 1M
- 10.51%
- YTD
- 15.70%
- 6M
- 16.91%
- 1Y
- 6.46%
- 3Y*
- 8.54%
- 5Y*
- 3.72%
- 10Y*
- 9.01%
EXIA.DE vs. EXS2.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
EXIA.DE iShares DAX ESG UCITS ETF (DE) | 4.30% | 17.20% | 18.59% | 21.57% | -14.54% | 4.16% |
EXS2.DE iShares TecDAX UCITS ETF (DE) | 15.70% | 5.33% | 1.63% | 13.54% | -26.00% | 15.89% |
Correlation
The correlation between EXIA.DE and EXS2.DE is 0.78, 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 | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since May 21, 2021 | 0.80 |
The correlation between EXIA.DE and EXS2.DE has been stable across timeframes, ranging from 0.78 to 0.80 - a consistent structural relationship.
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Return for Risk
EXIA.DE vs. EXS2.DE — Risk / Return Rank
EXIA.DE
EXS2.DE
EXIA.DE vs. EXS2.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares DAX ESG UCITS ETF (DE) (EXIA.DE) and iShares TecDAX UCITS ETF (DE) (EXS2.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.
| EXIA.DE | EXS2.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.15 | ||
| Sortino ratioReturn per unit of downside risk | -0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.07 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.30 | 0.40 | -0.10 |
| Martin ratioReturn relative to average drawdown | 0.86 | 0.80 | +0.06 |
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
| EXIA.DE | EXS2.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.22 | 0.36 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.20 | +0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.46 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.14 | +0.41 |
Drawdowns
EXIA.DE vs. EXS2.DE - Drawdown Comparison
The maximum EXIA.DE drawdown since its inception was -28.15%, smaller than the maximum EXS2.DE drawdown of -84.49%. Use the drawdown chart below to compare losses from any high point for EXIA.DE and EXS2.DE.
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Drawdown Indicators
| EXIA.DE | EXS2.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.15% | -84.49% | +56.34% |
Max Drawdown (1Y)Largest decline over 1 year | -11.54% | -16.12% | +4.58% |
Max Drawdown (3Y)Largest decline over 3 years | -15.97% | -17.93% | +1.96% |
Max Drawdown (5Y)Largest decline over 5 years | -28.15% | -34.97% | +6.82% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.97% | — |
Current DrawdownCurrent decline from peak | -1.70% | -0.81% | -0.89% |
Average DrawdownAverage peak-to-trough decline | -6.05% | -39.46% | +33.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.08% | 8.07% | -3.99% |
Volatility
EXIA.DE vs. EXS2.DE - Volatility Comparison
The current volatility for iShares DAX ESG UCITS ETF (DE) (EXIA.DE) is 4.76%, while iShares TecDAX UCITS ETF (DE) (EXS2.DE) has a volatility of 5.29%. This indicates that EXIA.DE experiences smaller price fluctuations and is considered to be less risky than EXS2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EXIA.DE | EXS2.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.76% | 5.29% | -0.53% |
Volatility (6M)Calculated over the trailing 6-month period | 12.64% | 14.25% | -1.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.12% | 17.83% | -1.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.98% | 18.80% | -1.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.92% | 19.47% | -2.55% |
EXIA.DE vs. EXS2.DE - Expense Ratio Comparison
EXIA.DE has a 0.12% expense ratio, which is lower than EXS2.DE's 0.51% expense ratio.
Dividends
EXIA.DE vs. EXS2.DE - Dividend Comparison
Neither EXIA.DE nor EXS2.DE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXIA.DE iShares DAX ESG UCITS ETF (DE) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EXS2.DE iShares TecDAX UCITS ETF (DE) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.04% | 0.15% | 0.25% | 0.36% |
Frequently Asked Questions
EXIA.DE and EXS2.DE have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EXIA.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXIA.DE is cheaper with a 0.12% expense ratio, compared with 0.51% for EXS2.DE.
EXIA.DE tracks DAX® ESG Target, while EXS2.DE tracks TecDAX®. Their fees differ too: 0.12% for EXIA.DE and 0.51% for EXS2.DE.
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