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 8.88%/yr vs 6.19%/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 1.33% return, which is significantly lower than ^STOXX's 5.45% return. Over the past 10 years, EXS1.DE has outperformed ^STOXX with an annualized return of 8.88%, while ^STOXX has yielded a comparatively lower 6.19% annualized return.
EXS1.DE
- 1D
- 0.59%
- 1M
- 2.03%
- YTD
- 1.33%
- 6M
- 4.02%
- 1Y
- 2.26%
- 3Y*
- 15.45%
- 5Y*
- 9.09%
- 10Y*
- 8.88%
^STOXX
- 1D
- 0.52%
- 1M
- 2.42%
- YTD
- 5.45%
- 6M
- 7.88%
- 1Y
- 13.33%
- 3Y*
- 10.73%
- 5Y*
- 6.65%
- 10Y*
- 6.19%
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) | 1.33% | 22.63% | 18.07% | 19.45% | -12.79% | 15.16% | 2.98% | 24.67% | -18.48% | 12.30% |
^STOXX STOXX Europe 600 Index | 5.45% | 16.66% | 5.98% | 12.73% | -12.90% | 22.25% | -4.04% | 23.16% | -13.24% | 7.68% |
Correlation
The correlation between EXS1.DE and ^STOXX is 0.88, 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 | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2001 | 0.90 |
The correlation between EXS1.DE and ^STOXX has been stable across timeframes, ranging from 0.88 to 0.91 - 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.
| EXS1.DE | ^STOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.93 | ||
| Sortino ratioReturn per unit of downside risk | -1.28 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.20 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 0.18 | 1.37 | -1.19 |
| Martin ratioReturn relative to average drawdown | 0.57 | 4.91 | -4.34 |
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
| EXS1.DE | ^STOXX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.14 | 1.07 | -0.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.47 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.40 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.31 | -0.09 |
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.
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Drawdown Indicators
| EXS1.DE | ^STOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.00% | -61.04% | -6.96% |
Max Drawdown (1Y)Largest decline over 1 year | -12.35% | -9.56% | -2.79% |
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 | -2.23% | -1.48% | -0.75% |
Average DrawdownAverage peak-to-trough decline | -17.04% | -16.77% | -0.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.99% | 2.67% | +1.32% |
Volatility
EXS1.DE vs. ^STOXX - Volatility Comparison
iShares Core DAX UCITS ETF (DE) (EXS1.DE) has a higher volatility of 5.16% compared to STOXX Europe 600 Index (^STOXX) at 3.63%. 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.
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Volatility by Period
| EXS1.DE | ^STOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.16% | 3.63% | +1.53% |
Volatility (6M)Calculated over the trailing 6-month period | 12.95% | 10.21% | +2.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.04% | 12.22% | +3.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.18% | 13.98% | +3.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.36% | 15.31% | +3.05% |
Frequently Asked Questions
EXS1.DE and ^STOXX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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