EXS1.DE vs. CXSE
Compare and contrast key facts about iShares Core DAX UCITS ETF (DE) (EXS1.DE) and WisdomTree China ex-State-Owned Enterprises Fund (CXSE).
EXS1.DE and CXSE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EXS1.DE is a passively managed fund by iShares that tracks the performance of the DAX®. It was launched on Dec 27, 2000. CXSE is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree China ex-State-Owned Enterprises Index. It was launched on Sep 19, 2012. Both EXS1.DE and CXSE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EXS1.DE or CXSE.
Key characteristics
| EXS1.DE | CXSE | |
|---|---|---|
| YTD Return | 14.38% | 12.01% |
| 1Y Return | 21.70% | 4.23% |
| 3Y Return (Ann) | 5.32% | -16.80% |
| 5Y Return (Ann) | 7.10% | -3.04% |
| 10Y Return (Ann) | 7.03% | 3.37% |
| Sharpe Ratio | 1.69 | 0.17 |
| Sortino Ratio | 2.32 | 0.51 |
| Omega Ratio | 1.30 | 1.06 |
| Calmar Ratio | 2.48 | 0.08 |
| Martin Ratio | 9.17 | 0.46 |
| Ulcer Index | 2.23% | 12.37% |
| Daily Std Dev | 12.07% | 33.38% |
| Max Drawdown | -60.30% | -70.01% |
| Current Drawdown | -1.98% | -59.71% |
Correlation
The correlation between EXS1.DE and CXSE is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
EXS1.DE vs. CXSE - Performance Comparison
In the year-to-date period, EXS1.DE achieves a 14.38% return, which is significantly higher than CXSE's 12.01% return. Over the past 10 years, EXS1.DE has outperformed CXSE with an annualized return of 7.03%, while CXSE has yielded a comparatively lower 3.37% 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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EXS1.DE vs. CXSE - Expense Ratio Comparison
EXS1.DE has a 0.16% expense ratio, which is lower than CXSE's 0.32% expense ratio.
Risk-Adjusted Performance
EXS1.DE vs. CXSE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core DAX UCITS ETF (DE) (EXS1.DE) and WisdomTree China ex-State-Owned Enterprises Fund (CXSE). 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.
Dividends
EXS1.DE vs. CXSE - Dividend Comparison
EXS1.DE has not paid dividends to shareholders, while CXSE's dividend yield for the trailing twelve months is around 1.76%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXS1.DE iShares Core DAX UCITS ETF (DE) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.51% | 0.48% | 0.73% | 0.66% | 0.60% | 0.67% |
CXSE WisdomTree China ex-State-Owned Enterprises Fund | 1.76% | 1.71% | 1.55% | 0.86% | 0.54% | 0.96% | 1.49% | 1.24% | 1.39% | 1.02% | 2.29% | 2.75% |
Drawdowns
EXS1.DE vs. CXSE - Drawdown Comparison
The maximum EXS1.DE drawdown since its inception was -60.30%, smaller than the maximum CXSE drawdown of -70.01%. Use the drawdown chart below to compare losses from any high point for EXS1.DE and CXSE. For additional features, visit the drawdowns tool.
Volatility
EXS1.DE vs. CXSE - Volatility Comparison
The current volatility for iShares Core DAX UCITS ETF (DE) (EXS1.DE) is 5.75%, while WisdomTree China ex-State-Owned Enterprises Fund (CXSE) has a volatility of 12.09%. This indicates that EXS1.DE experiences smaller price fluctuations and is considered to be less risky than CXSE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.