EXS1.DE vs. ^STOXX

Last updated Apr 2, 2026

Compare and contrast key facts about iShares Core DAX UCITS ETF (DE) (EXS1.DE) and STOXX Europe 600 Index (^STOXX).

EXS1.DE is a passively managed fund by iShares that tracks the performance of the DAX®. It was launched on Dec 27, 2000.

Performance

EXS1.DE vs. ^STOXX - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core DAX UCITS ETF (DE) (EXS1.DE) and STOXX Europe 600 Index (^STOXX). The values are adjusted to include any dividend payments, if applicable.

EXS1.DE vs. ^STOXX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EXS1.DE iShares Core DAX UCITS ETF (DE)	-5.06%	22.63%	18.07%	19.45%	-12.79%	15.16%	2.98%	24.67%	-18.48%	12.30%
^STOXX STOXX Europe 600 Index	0.93%	16.66%	5.98%	12.73%	-12.90%	22.25%	-4.04%	23.16%	-13.24%	7.68%

Returns By Period

In the year-to-date period, EXS1.DE achieves a -5.06% return, which is significantly lower than ^STOXX's 0.93% return. Over the past 10 years, EXS1.DE has outperformed ^STOXX with an annualized return of 8.52%, while ^STOXX has yielded a comparatively lower 6.02% annualized return.

EXS1.DE

• 1D: 2.72%
• 1M: -5.34%
• YTD: -5.06%
• 6M: -3.53%
• 1Y: 2.96%
• 3Y*: 13.55%
• 5Y*: 8.44%
• 10Y*: 8.52%

^STOXX

• 1D: 2.50%
• 1M: -4.16%
• YTD: 0.93%
• 6M: 5.86%
• 1Y: 10.76%
• 3Y*: 9.29%
• 5Y*: 6.70%
• 10Y*: 6.02%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

EXS1.DE vs. ^STOXX — Risk / Return Rank

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

EXS1.DE

EXS1.DE Risk / Return Rank: 16
EXS1.DE Sharpe Ratio Rank: 15
EXS1.DE Sortino Ratio Rank: 15
EXS1.DE Omega Ratio Rank: 15
EXS1.DE Calmar Ratio Rank: 18
EXS1.DE Martin Ratio Rank: 18

^STOXX

^STOXX Risk / Return Rank: 61
^STOXX Sharpe Ratio Rank: 43
^STOXX Sortino Ratio Rank: 39
^STOXX Omega Ratio Rank: 45
^STOXX Calmar Ratio Rank: 89
^STOXX Martin Ratio Rank: 88

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.

EXS1.DE vs. ^STOXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core DAX UCITS ETF (DE) (EXS1.DE) and STOXX Europe 600 Index (^STOXX). 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.

	EXS1.DE	^STOXX	Difference
Sharpe ratio Return per unit of total volatility	0.17	0.72	-0.55
Sortino ratio Return per unit of downside risk	0.35	1.01	-0.66
Omega ratio Gain probability vs. loss probability	1.05	1.16	-0.11
Calmar ratio Return relative to maximum drawdown	0.29	2.73	-2.44
Martin ratio Return relative to average drawdown	0.98	11.03	-10.05
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EXS1.DE vs. ^STOXX - Sharpe Ratio Comparison

The current EXS1.DE Sharpe Ratio is 0.17, which is lower than the ^STOXX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of EXS1.DE and ^STOXX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	EXS1.DE	^STOXX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.17	0.72	-0.55
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.49	0.47	+0.02
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.46	0.39	+0.08
Sharpe Ratio (All Time) Calculated using the full available price history	0.21	0.30	-0.09

Correlation

The correlation between EXS1.DE and ^STOXX is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Drawdowns

EXS1.DE vs. ^STOXX - Drawdown Comparison

The maximum EXS1.DE drawdown since its inception was -68.00%, which is greater than ^STOXX's maximum drawdown of -61.04%. Use the drawdown chart below to compare losses from any high point for EXS1.DE and ^STOXX.

Drawdown Indicators

	EXS1.DE	^STOXX	Difference
Max Drawdown Largest peak-to-trough decline	-68.00%	-61.04%	-6.96%
Max Drawdown (1Y) Largest decline over 1 year	-12.35%	-12.48%	+0.13%
Max Drawdown (5Y) Largest decline over 5 years	-26.69%	-22.55%	-4.14%
Max Drawdown (10Y) Largest decline over 10 years	-38.68%	-35.55%	-3.13%
Current Drawdown Current decline from peak	-8.40%	-5.70%	-2.70%
Average Drawdown Average peak-to-trough decline	-17.12%	-16.84%	-0.28%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.65%	2.37%	+1.28%

Volatility

EXS1.DE vs. ^STOXX - Volatility Comparison

iShares Core DAX UCITS ETF (DE) (EXS1.DE) has a higher volatility of 6.92% compared to STOXX Europe 600 Index (^STOXX) at 5.75%. This indicates that EXS1.DE's price experiences larger fluctuations and is considered to be riskier than ^STOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EXS1.DE	^STOXX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.92%	5.75%	+1.17%
Volatility (6M) Calculated over the trailing 6-month period	11.33%	8.97%	+2.36%
Volatility (1Y) Calculated over the trailing 1-year period	17.66%	14.68%	+2.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.95%	13.85%	+3.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.32%	15.30%	+3.02%