EXS1.DE vs. DAXX.L

Last updated Apr 2, 2026

Compare and contrast key facts about iShares Core DAX UCITS ETF (DE) (EXS1.DE) and Lyxor DAX (DR) UCITS ETF - Acc (DAXX.L).

EXS1.DE and DAXX.L 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. DAXX.L is a passively managed fund by Amundi that tracks the performance of the FSE DAX TR EUR. It was launched on Jun 1, 2006. Both EXS1.DE and DAXX.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

EXS1.DE vs. DAXX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core DAX UCITS ETF (DE) (EXS1.DE) and Lyxor DAX (DR) UCITS ETF - Acc (DAXX.L). The values are adjusted to include any dividend payments, if applicable.

EXS1.DE vs. DAXX.L - 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%
DAXX.L Lyxor DAX (DR) UCITS ETF - Acc	-4.95%	21.78%	18.64%	19.60%	-12.45%	14.55%	3.71%	23.53%	-18.09%	11.87%

Different Trading Currencies

EXS1.DE is traded in EUR, while DAXX.L is traded in GBp. To make them comparable, the DAXX.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with EXS1.DE having a -5.06% return and DAXX.L slightly higher at -4.95%. Both investments have delivered pretty close results over the past 10 years, with EXS1.DE having a 8.52% annualized return and DAXX.L not far behind at 8.49%.

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%

DAXX.L

• 1D: 3.21%
• 1M: -5.72%
• YTD: -4.95%
• 6M: -3.59%
• 1Y: 2.77%
• 3Y*: 13.65%
• 5Y*: 8.50%
• 10Y*: 8.49%

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

EXS1.DE vs. DAXX.L - Expense Ratio Comparison

EXS1.DE has a 0.16% expense ratio, which is higher than DAXX.L's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

EXS1.DE

iShares Core DAX UCITS ETF (DE)

DAXX.L

Lyxor DAX (DR) UCITS ETF - Acc

Return for Risk

EXS1.DE vs. DAXX.L — 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

DAXX.L

DAXX.L Risk / Return Rank: 23
DAXX.L Sharpe Ratio Rank: 23
DAXX.L Sortino Ratio Rank: 22
DAXX.L Omega Ratio Rank: 21
DAXX.L Calmar Ratio Rank: 24
DAXX.L Martin Ratio Rank: 26

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. DAXX.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core DAX UCITS ETF (DE) (EXS1.DE) and Lyxor DAX (DR) UCITS ETF - Acc (DAXX.L). 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	DAXX.L	Difference
Sharpe ratio Return per unit of total volatility	0.17	0.16	+0.01
Sortino ratio Return per unit of downside risk	0.35	0.33	+0.02
Omega ratio Gain probability vs. loss probability	1.05	1.04	0.00
Calmar ratio Return relative to maximum drawdown	0.29	0.25	+0.04
Martin ratio Return relative to average drawdown	0.98	0.86	+0.12
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. DAXX.L - Sharpe Ratio Comparison

The current EXS1.DE Sharpe Ratio is 0.17, which is comparable to the DAXX.L Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of EXS1.DE and DAXX.L, 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	DAXX.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.17	0.16	+0.01
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.49	0.50	-0.01
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.46	0.46	0.00
Sharpe Ratio (All Time) Calculated using the full available price history	0.21	0.39	-0.18

Correlation

The correlation between EXS1.DE and DAXX.L is 0.94, 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.

Dividends

EXS1.DE vs. DAXX.L - Dividend Comparison

Neither EXS1.DE nor DAXX.L has paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EXS1.DE iShares Core DAX UCITS ETF (DE)	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.51%	0.48%	0.73%	0.66%
DAXX.L Lyxor DAX (DR) UCITS ETF - Acc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

EXS1.DE vs. DAXX.L - Drawdown Comparison

The maximum EXS1.DE drawdown since its inception was -68.00%, which is greater than DAXX.L's maximum drawdown of -39.44%. Use the drawdown chart below to compare losses from any high point for EXS1.DE and DAXX.L.

Drawdown Indicators

	EXS1.DE	DAXX.L	Difference
Max Drawdown Largest peak-to-trough decline	-68.00%	-35.41%	-32.59%
Max Drawdown (1Y) Largest decline over 1 year	-12.35%	-12.92%	+0.57%
Max Drawdown (5Y) Largest decline over 5 years	-26.69%	-23.43%	-3.26%
Max Drawdown (10Y) Largest decline over 10 years	-38.68%	-35.41%	-3.27%
Current Drawdown Current decline from peak	-8.40%	-8.82%	+0.42%
Average Drawdown Average peak-to-trough decline	-17.12%	-6.84%	-10.28%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.65%	3.51%	+0.14%

Volatility

EXS1.DE vs. DAXX.L - Volatility Comparison

iShares Core DAX UCITS ETF (DE) (EXS1.DE) and Lyxor DAX (DR) UCITS ETF - Acc (DAXX.L) have volatilities of 6.92% and 7.09%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EXS1.DE	DAXX.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.92%	7.09%	-0.17%
Volatility (6M) Calculated over the trailing 6-month period	11.33%	11.40%	-0.07%
Volatility (1Y) Calculated over the trailing 1-year period	17.66%	17.42%	+0.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.95%	16.97%	-0.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.32%	18.49%	-0.17%