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EXS1.DE vs. ROX.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EXS1.DE vs. ROX.DE

Last updated Jul 16, 2026
Documentation

EXS1.DE (iShares Core DAX UCITS ETF (DE)) and ROX.DE (Expat Romania BET UCITS ETF) are both Europe Equities funds - EXS1.DE tracks the DAX® while ROX.DE tracks the BET Index. Both are passively managed. Over the past 5 years, EXS1.DE returned 9.34%/yr vs 22.95%/yr for ROX.DE. At a 0.19 correlation, their price movements are largely independent. EXS1.DE charges 0.16%/yr vs 1.38%/yr for ROX.DE.

Performance

EXS1.DE vs. ROX.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core DAX UCITS ETF (DE) (EXS1.DE) and Expat Romania BET UCITS ETF (ROX.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EXS1.DE achieves a 1.53% return, which is significantly lower than ROX.DE's 36.66% return.

EXS1.DE

1D
-0.48%
1M
0.41%
6M
-1.62%
YTD
1.53%
1Y
3.40%
3Y*
15.17%
5Y*
9.34%
10Y*
8.97%

ROX.DE

1D
-0.61%
1M
13.62%
6M
23.70%
YTD
36.66%
1Y
72.86%
3Y*
35.39%
5Y*
22.95%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXS1.DE vs. ROX.DE - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
EXS1.DE
iShares Core DAX UCITS ETF (DE)		1.53%22.63%18.07%19.45%-12.79%15.16%2.98%24.67%-15.20%
ROX.DE
Expat Romania BET UCITS ETF		36.66%43.69%13.19%22.15%-3.87%34.78%-1.71%34.41%-15.49%

Correlation

The correlation between EXS1.DE and ROX.DE is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.10

Correlation (3Y)
Calculated over the trailing 3-year period

0.10

Correlation (5Y)
Calculated over the trailing 5-year period

0.17

Correlation (All Time)
Calculated using the full available price history since Mar 19, 2018

0.19

Compare stocks, funds, or ETFs

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iShares Core DAX UCITS ETF (DE)

Expat Romania BET UCITS ETF

Often compared with EXS1.DE:
EXS1.DE vs. SPYEXS1.DE vs. FLSWEXS1.DE vs. SXRT.DEEXS1.DE vs. ^NDXEXS1.DE vs. DAXX.LEXS1.DE vs. ICGA.DEEXS1.DE vs. ^STOXX

Return for Risk

EXS1.DE vs. ROX.DE — 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: 1313
Overall Rank
EXS1.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
EXS1.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
EXS1.DE Omega Ratio Rank: 1212
Omega Ratio Rank
EXS1.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
EXS1.DE Martin Ratio Rank: 1414
Martin Ratio Rank
ROX.DE
ROX.DE Risk / Return Rank: 9696
Overall Rank
ROX.DE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
ROX.DE Sortino Ratio Rank: 9696
Sortino Ratio Rank
ROX.DE Omega Ratio Rank: 9595
Omega Ratio Rank
ROX.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
ROX.DE Martin Ratio Rank: 9696
Martin Ratio Rank
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. ROX.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 Expat Romania BET UCITS ETF (ROX.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

EXS1.DEROX.DEDifference
Sharpe ratioReturn per unit of total volatility
0.21
3.75

-3.54

Sortino ratioReturn per unit of downside risk
0.41
4.81

-4.40

Omega ratioGain probability vs. loss probability

1.05

1.62

-0.57

Calmar ratioReturn relative to maximum drawdown

0.27

9.16

-8.89

Martin ratioReturn relative to average drawdown

0.86

28.50

-27.65

EXS1.DE vs. ROX.DE - Sharpe Ratio Comparison

The current EXS1.DE Sharpe Ratio is 0.21, which is lower than the ROX.DE Sharpe Ratio of 3.75. The chart below compares the historical Sharpe Ratios of EXS1.DE and ROX.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

EXS1.DE vs. ROX.DE - Drawdown Comparison

The maximum EXS1.DE drawdown since its inception was -55.14%, which is greater than ROX.DE's maximum drawdown of -29.00%. Use the drawdown chart below to compare losses from any high point for EXS1.DE and ROX.DE.

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Drawdown Indicators

EXS1.DEROX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-55.14%

-29.00%

-26.14%

Max Drawdown (1Y)

Largest decline over 1 year

-12.39%

-7.91%

-4.48%

Max Drawdown (3Y)

Largest decline over 3 years

-15.93%

-17.52%

+1.59%

Max Drawdown (5Y)

Largest decline over 5 years

-26.69%

-19.51%

-7.18%

Max Drawdown (10Y)

Largest decline over 10 years

-38.68%

—

—

Current Drawdown

Current decline from peak

-3.12%

-0.61%

-2.51%

Average Drawdown

Average peak-to-trough decline

-11.71%

-5.26%

-6.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.96%

2.55%

+1.41%

Volatility

EXS1.DE vs. ROX.DE - Volatility Comparison

The current volatility for iShares Core DAX UCITS ETF (DE) (EXS1.DE) is 4.61%, while Expat Romania BET UCITS ETF (ROX.DE) has a volatility of 5.33%. This indicates that EXS1.DE experiences smaller price fluctuations and is considered to be less risky than ROX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EXS1.DEROX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.61%

5.33%

-0.72%

Volatility (6M)

Calculated over the trailing 6-month period

13.62%

13.80%

-0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

16.21%

19.34%

-3.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.22%

19.81%

-2.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.11%

21.02%

-2.91%

EXS1.DE vs. ROX.DE - Expense Ratio Comparison

EXS1.DE has a 0.16% expense ratio, which is lower than ROX.DE's 1.38% expense ratio.

Dividends

EXS1.DE vs. ROX.DE - Dividend Comparison

Neither EXS1.DE nor ROX.DE has paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
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%
ROX.DE
Expat Romania BET UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

EXS1.DE and ROX.DE have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EXS1.DE is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EXS1.DE is cheaper with a 0.16% expense ratio, compared with 1.38% for ROX.DE.

EXS1.DE tracks DAX®, while ROX.DE tracks BET Index. They also come from different issuers: iShares and Expat. Their fees differ too: 0.16% for EXS1.DE and 1.38% for ROX.DE.

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