EXS1.DE vs. ^STOXX
EXS1.DE (iShares Core DAX UCITS ETF (DE)) is Europe Equities fund tracking the DAX®, while ^STOXX (STOXX Europe 600 Index) is an index. Over the past 10 years, EXS1.DE returned 8.97%/yr vs 6.63%/yr for ^STOXX. Their correlation of 0.90 suggests significant overlap in exposure.
Performance
EXS1.DE vs. ^STOXX - Performance Comparison
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Returns By Period
In the year-to-date period, EXS1.DE achieves a 1.53% return, which is significantly lower than ^STOXX's 8.32% return. Over the past 10 years, EXS1.DE has outperformed ^STOXX with an annualized return of 8.97%, while ^STOXX has yielded a comparatively lower 6.63% annualized return.
EXS1.DE
- 1D
- -0.48%
- 1M
- 0.41%
- 6M
- -1.62%
- YTD
- 1.53%
- 1Y
- 3.40%
- 3Y*
- 15.17%
- 5Y*
- 9.34%
- 10Y*
- 8.97%
^STOXX
- 1D
- 0.17%
- 1M
- 1.21%
- 6M
- 4.99%
- YTD
- 8.32%
- 1Y
- 17.83%
- 3Y*
- 11.69%
- 5Y*
- 7.08%
- 10Y*
- 6.63%
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) | 1.53% | 22.63% | 18.07% | 19.45% | -12.79% | 15.16% | 2.98% | 24.67% | -18.48% | 12.30% |
^STOXX STOXX Europe 600 Index | 8.32% | 17.42% | 5.39% | 12.74% | -13.06% | 22.10% | -3.83% | 23.78% | -13.61% | 7.68% |
Correlation
The correlation between EXS1.DE and ^STOXX is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Nov 2, 2006 | 0.90 |
The correlation between EXS1.DE and ^STOXX has been stable across timeframes, ranging from 0.83 to 0.90 - a consistent structural relationship.
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Return for Risk
EXS1.DE vs. ^STOXX — Risk / Return Rank
EXS1.DE
^STOXX
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.
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.
| EXS1.DE | ^STOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.22 | ||
| Sortino ratioReturn per unit of downside risk | -1.71 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.27 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.27 | 1.84 | -1.57 |
| Martin ratioReturn relative to average drawdown | 0.86 | 6.72 | -5.87 |
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Drawdowns
EXS1.DE vs. ^STOXX - Drawdown Comparison
The maximum EXS1.DE drawdown since its inception was -55.14%, smaller than the maximum ^STOXX drawdown of -60.54%. Use the drawdown chart below to compare losses from any high point for EXS1.DE and ^STOXX.
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Drawdown Indicators
| EXS1.DE | ^STOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.14% | -60.54% | +5.40% |
Max Drawdown (1Y)Largest decline over 1 year | -12.39% | -9.56% | -2.83% |
Max Drawdown (3Y)Largest decline over 3 years | -15.93% | -16.56% | +0.63% |
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 DrawdownCurrent decline from peak | -3.12% | -1.63% | -1.49% |
Average DrawdownAverage peak-to-trough decline | -11.71% | -14.55% | +2.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.96% | 2.62% | +1.34% |
Volatility
EXS1.DE vs. ^STOXX - Volatility Comparison
iShares Core DAX UCITS ETF (DE) (EXS1.DE) has a higher volatility of 4.61% compared to STOXX Europe 600 Index (^STOXX) at 3.16%. 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.
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Volatility by Period
| EXS1.DE | ^STOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.61% | 3.16% | +1.45% |
Volatility (6M)Calculated over the trailing 6-month period | 13.62% | 10.44% | +3.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.21% | 12.33% | +3.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.22% | 14.20% | +3.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.11% | 15.13% | +2.98% |
Frequently Asked Questions
EXS1.DE and ^STOXX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for EXS1.DE and ^STOXX
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