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EXIE.DE vs. B41J.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXIE.DE vs. B41J.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares STOXX Europe 600 UCITS ETF (DE) EUR Acc (EXIE.DE) and Global X European Infrastructure Development UCITS ETF EUR Accumulating (B41J.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with EXIE.DE having a 7.44% return and B41J.DE slightly lower at 7.25%.


EXIE.DE

1D
0.59%
1M
0.81%
YTD
7.44%
6M
9.96%
1Y
16.03%
3Y*
13.87%
5Y*
10Y*

B41J.DE

1D
0.02%
1M
-2.78%
YTD
7.25%
6M
8.50%
1Y
8.67%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXIE.DE vs. B41J.DE - Yearly Performance Comparison


Correlation

The correlation between EXIE.DE and B41J.DE is 0.72, 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

0.72

Correlation (All Time)
Calculated using the full available price history since Sep 6, 2024

0.72

The correlation between EXIE.DE and B41J.DE has been stable across timeframes, ranging from 0.72 to 0.72 - a consistent structural relationship.

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Return for Risk

EXIE.DE vs. B41J.DE — Risk / Return Rank

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

EXIE.DE
EXIE.DE Risk / Return Rank: 3737
Overall Rank
EXIE.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
EXIE.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
EXIE.DE Omega Ratio Rank: 3636
Omega Ratio Rank
EXIE.DE Calmar Ratio Rank: 3535
Calmar Ratio Rank
EXIE.DE Martin Ratio Rank: 4141
Martin Ratio Rank

B41J.DE
B41J.DE Risk / Return Rank: 2020
Overall Rank
B41J.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
B41J.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
B41J.DE Omega Ratio Rank: 1818
Omega Ratio Rank
B41J.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
B41J.DE Martin Ratio Rank: 2222
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.

EXIE.DE vs. B41J.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 UCITS ETF (DE) EUR Acc (EXIE.DE) and Global X European Infrastructure Development UCITS ETF EUR Accumulating (B41J.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.


EXIE.DEB41J.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.67

Sortino ratioReturn per unit of downside risk

+0.94

Omega ratioGain probability vs. loss probability

1.23

1.11

+0.12

Calmar ratioReturn relative to maximum drawdown

1.70

0.94

+0.75

Martin ratioReturn relative to average drawdown

6.42

2.70

+3.72

EXIE.DE vs. B41J.DE - Sharpe Ratio Comparison

The current EXIE.DE Sharpe Ratio is 1.25, which is higher than the B41J.DE Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of EXIE.DE and B41J.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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Sharpe Ratios by Period


EXIE.DEB41J.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

0.58

+0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

1.01

1.12

-0.12

Drawdowns

EXIE.DE vs. B41J.DE - Drawdown Comparison

The maximum EXIE.DE drawdown since its inception was -16.04%, which is greater than B41J.DE's maximum drawdown of -12.00%. Use the drawdown chart below to compare losses from any high point for EXIE.DE and B41J.DE.


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Drawdown Indicators


EXIE.DEB41J.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.04%

-12.00%

-4.04%

Max Drawdown (1Y)

Largest decline over 1 year

-9.58%

-9.34%

-0.24%

Max Drawdown (3Y)

Largest decline over 3 years

-16.04%

Current Drawdown

Current decline from peak

-1.65%

-4.55%

+2.90%

Average Drawdown

Average peak-to-trough decline

-2.03%

-2.45%

+0.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.54%

3.24%

-0.70%

Volatility

EXIE.DE vs. B41J.DE - Volatility Comparison

The current volatility for iShares STOXX Europe 600 UCITS ETF (DE) EUR Acc (EXIE.DE) is 4.35%, while Global X European Infrastructure Development UCITS ETF EUR Accumulating (B41J.DE) has a volatility of 4.95%. This indicates that EXIE.DE experiences smaller price fluctuations and is considered to be less risky than B41J.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXIE.DEB41J.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.35%

4.95%

-0.60%

Volatility (6M)

Calculated over the trailing 6-month period

10.75%

12.73%

-1.98%

Volatility (1Y)

Calculated over the trailing 1-year period

13.00%

15.27%

-2.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.99%

16.11%

-3.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.99%

16.11%

-3.12%

EXIE.DE vs. B41J.DE - Expense Ratio Comparison

EXIE.DE has a 0.20% expense ratio, which is lower than B41J.DE's 0.47% expense ratio.


Dividends

EXIE.DE vs. B41J.DE - Dividend Comparison

Neither EXIE.DE nor B41J.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


EXIE.DE and B41J.DE have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EXIE.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EXIE.DE is cheaper with a 0.20% expense ratio, compared with 0.47% for B41J.DE.

EXIE.DE tracks STOXX® Europe 600, while B41J.DE tracks Mirae Asset European Infrastructure Development Index. They also come from different issuers: iShares and Global X. Their fees differ too: 0.20% for EXIE.DE and 0.47% for B41J.DE.

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