EXS1.DE vs. ^STOXX
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EXS1.DE or ^STOXX.
Key characteristics
| EXS1.DE | ^STOXX | |
|---|---|---|
| YTD Return | 14.38% | 5.85% |
| 1Y Return | 21.70% | 11.55% |
| 3Y Return (Ann) | 5.32% | 1.23% |
| 5Y Return (Ann) | 7.10% | 4.45% |
| 10Y Return (Ann) | 7.03% | 4.09% |
| Sharpe Ratio | 1.69 | 1.11 |
| Sortino Ratio | 2.32 | 1.53 |
| Omega Ratio | 1.30 | 1.20 |
| Calmar Ratio | 2.48 | 1.49 |
| Martin Ratio | 9.17 | 6.05 |
| Ulcer Index | 2.23% | 1.86% |
| Daily Std Dev | 12.07% | 10.14% |
| Max Drawdown | -60.30% | -61.04% |
| Current Drawdown | -1.98% | -3.99% |
Correlation
The correlation between EXS1.DE and ^STOXX is 0.92, 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.
Performance
EXS1.DE vs. ^STOXX - Performance Comparison
In the year-to-date period, EXS1.DE achieves a 14.38% return, which is significantly higher than ^STOXX's 5.85% return. Over the past 10 years, EXS1.DE has outperformed ^STOXX with an annualized return of 7.03%, while ^STOXX has yielded a comparatively lower 4.09% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
EXS1.DE vs. ^STOXX - Risk-Adjusted Performance 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.
Drawdowns
EXS1.DE vs. ^STOXX - Drawdown Comparison
The maximum EXS1.DE drawdown since its inception was -60.30%, roughly equal to the maximum ^STOXX drawdown of -61.04%. Use the drawdown chart below to compare losses from any high point for EXS1.DE and ^STOXX. For additional features, visit the drawdowns tool.
Volatility
EXS1.DE vs. ^STOXX - Volatility Comparison
iShares Core DAX UCITS ETF (DE) (EXS1.DE) has a higher volatility of 5.75% compared to STOXX Europe 600 Index (^STOXX) at 4.63%. 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.