EXS1.DE vs. H4ZA.DE
EXS1.DE (iShares Core DAX UCITS ETF (DE)) and H4ZA.DE (HSBC EURO STOXX 50 UCITS ETF EUR) are both Europe Equities funds - EXS1.DE tracks the DAX® while H4ZA.DE tracks the EURO STOXX® 50. Both are passively managed. Over the past 10 years, EXS1.DE returned 8.88%/yr vs 10.80%/yr for H4ZA.DE. Their correlation of 0.91 suggests significant overlap in exposure. EXS1.DE charges 0.16%/yr vs 0.05%/yr for H4ZA.DE.
Performance
EXS1.DE vs. H4ZA.DE - 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 H4ZA.DE's 7.24% return. Over the past 10 years, EXS1.DE has underperformed H4ZA.DE with an annualized return of 8.88%, while H4ZA.DE has yielded a comparatively higher 10.80% 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%
H4ZA.DE
- 1D
- 0.77%
- 1M
- 4.72%
- YTD
- 7.24%
- 6M
- 8.63%
- 1Y
- 15.73%
- 3Y*
- 16.60%
- 5Y*
- 12.12%
- 10Y*
- 10.80%
EXS1.DE vs. H4ZA.DE - 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% |
H4ZA.DE HSBC EURO STOXX 50 UCITS ETF EUR | 7.24% | 22.26% | 13.81% | 22.59% | -8.87% | 23.72% | -2.73% | 30.07% | -11.96% | 10.07% |
Correlation
The correlation between EXS1.DE and H4ZA.DE is 0.91, 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 | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Oct 12, 2010 | 0.91 |
The correlation between EXS1.DE and H4ZA.DE has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.
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Return for Risk
EXS1.DE vs. H4ZA.DE — Risk / Return Rank
EXS1.DE
H4ZA.DE
EXS1.DE vs. H4ZA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core DAX UCITS ETF (DE) (EXS1.DE) and HSBC EURO STOXX 50 UCITS ETF EUR (H4ZA.DE). 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 | H4ZA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.84 | ||
| Sortino ratioReturn per unit of downside risk | -1.22 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.18 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 0.18 | 1.43 | -1.25 |
| Martin ratioReturn relative to average drawdown | 0.57 | 4.85 | -4.28 |
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 | H4ZA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.14 | 0.98 | -0.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.69 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.59 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.41 | -0.20 |
Drawdowns
EXS1.DE vs. H4ZA.DE - Drawdown Comparison
The maximum EXS1.DE drawdown since its inception was -68.00%, which is greater than H4ZA.DE's maximum drawdown of -38.41%. Use the drawdown chart below to compare losses from any high point for EXS1.DE and H4ZA.DE.
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Drawdown Indicators
| EXS1.DE | H4ZA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.00% | -38.41% | -29.59% |
Max Drawdown (1Y)Largest decline over 1 year | -12.35% | -10.97% | -1.38% |
Max Drawdown (3Y)Largest decline over 3 years | -15.93% | -16.40% | +0.47% |
Max Drawdown (5Y)Largest decline over 5 years | -26.69% | -23.26% | -3.43% |
Max Drawdown (10Y)Largest decline over 10 years | -38.68% | -38.41% | -0.27% |
Current DrawdownCurrent decline from peak | -2.23% | -0.50% | -1.73% |
Average DrawdownAverage peak-to-trough decline | -17.04% | -7.84% | -9.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.99% | 3.24% | +0.75% |
Volatility
EXS1.DE vs. H4ZA.DE - Volatility Comparison
iShares Core DAX UCITS ETF (DE) (EXS1.DE) and HSBC EURO STOXX 50 UCITS ETF EUR (H4ZA.DE) have volatilities of 5.16% and 4.95%, 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.
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Volatility by Period
| EXS1.DE | H4ZA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.16% | 4.95% | +0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 12.95% | 12.99% | -0.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.04% | 15.99% | +0.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.18% | 17.50% | -0.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.36% | 18.17% | +0.19% |
EXS1.DE vs. H4ZA.DE - Expense Ratio Comparison
EXS1.DE has a 0.16% expense ratio, which is higher than H4ZA.DE's 0.05% 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%.
Dividends
EXS1.DE vs. H4ZA.DE - Dividend Comparison
EXS1.DE has not paid dividends to shareholders, while H4ZA.DE's dividend yield for the trailing twelve months is around 2.44%.
| Position | 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% |
H4ZA.DE HSBC EURO STOXX 50 UCITS ETF EUR | 2.44% | 2.49% | 5.35% | 2.93% | 2.94% | 1.94% | 2.06% | 2.84% | 3.55% | 2.73% | 2.85% | 2.70% |
Frequently Asked Questions
With a correlation of 0.91, EXS1.DE and H4ZA.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, H4ZA.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
H4ZA.DE is cheaper with a 0.05% expense ratio, compared with 0.16% for EXS1.DE.
EXS1.DE tracks DAX®, while H4ZA.DE tracks EURO STOXX® 50. They also come from different issuers: iShares and HSBC. Their fees differ too: 0.16% for EXS1.DE and 0.05% for H4ZA.DE.
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