EXS1.DE vs. ICGA.DE
Compare and contrast key facts about iShares Core DAX UCITS ETF (DE) (EXS1.DE) and iShares MSCI China UCITS ETF USD Acc (ICGA.DE).
EXS1.DE and ICGA.DE 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. ICGA.DE is a passively managed fund by iShares that tracks the performance of the MSCI China. It was launched on Jun 20, 2019. Both EXS1.DE and ICGA.DE 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 ICGA.DE.
Key characteristics
| EXS1.DE | ICGA.DE | |
|---|---|---|
| YTD Return | 14.38% | 23.65% |
| 1Y Return | 21.70% | 12.08% |
| 3Y Return (Ann) | 5.32% | -7.44% |
| 5Y Return (Ann) | 7.10% | -1.42% |
| Sharpe Ratio | 1.69 | 0.55 |
| Sortino Ratio | 2.32 | 1.03 |
| Omega Ratio | 1.30 | 1.12 |
| Calmar Ratio | 2.48 | 0.27 |
| Martin Ratio | 9.17 | 1.61 |
| Ulcer Index | 2.23% | 9.37% |
| Daily Std Dev | 12.07% | 27.62% |
| Max Drawdown | -60.30% | -55.95% |
| Current Drawdown | -1.98% | -39.69% |
Correlation
The correlation between EXS1.DE and ICGA.DE is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
EXS1.DE vs. ICGA.DE - Performance Comparison
In the year-to-date period, EXS1.DE achieves a 14.38% return, which is significantly lower than ICGA.DE's 23.65% 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. ICGA.DE - Expense Ratio Comparison
EXS1.DE has a 0.16% expense ratio, which is lower than ICGA.DE's 0.28% expense ratio.
Risk-Adjusted Performance
EXS1.DE vs. ICGA.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core DAX UCITS ETF (DE) (EXS1.DE) and iShares MSCI China UCITS ETF USD Acc (ICGA.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.
Dividends
EXS1.DE vs. ICGA.DE - Dividend Comparison
Neither EXS1.DE nor ICGA.DE has paid dividends to shareholders.
| 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% |
ICGA.DE iShares MSCI China UCITS ETF USD 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. ICGA.DE - Drawdown Comparison
The maximum EXS1.DE drawdown since its inception was -60.30%, which is greater than ICGA.DE's maximum drawdown of -55.95%. Use the drawdown chart below to compare losses from any high point for EXS1.DE and ICGA.DE. For additional features, visit the drawdowns tool.
Volatility
EXS1.DE vs. ICGA.DE - Volatility Comparison
The current volatility for iShares Core DAX UCITS ETF (DE) (EXS1.DE) is 5.75%, while iShares MSCI China UCITS ETF USD Acc (ICGA.DE) has a volatility of 11.02%. This indicates that EXS1.DE experiences smaller price fluctuations and is considered to be less risky than ICGA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.