EXS1.DE vs. SXRW.DE
EXS1.DE (iShares Core DAX UCITS ETF (DE)) and SXRW.DE (iShares Core FTSE 100 UCITS ETF GBP (Acc)) are both Europe Equities funds from iShares - EXS1.DE tracks the DAX® while SXRW.DE tracks the FTSE 100. Both are passively managed. Over the past 10 years, EXS1.DE returned 8.88%/yr vs 8.04%/yr for SXRW.DE. A 0.73 correlation means they provide meaningful diversification when combined. EXS1.DE charges 0.16%/yr vs 0.07%/yr for SXRW.DE.
Performance
EXS1.DE vs. SXRW.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 SXRW.DE's 6.50% return. Over the past 10 years, EXS1.DE has outperformed SXRW.DE with an annualized return of 8.88%, while SXRW.DE has yielded a comparatively lower 8.04% annualized return.
EXS1.DE
- 1D
- 0.59%
- 1M
- 0.00%
- YTD
- 1.33%
- 6M
- 3.41%
- 1Y
- 2.03%
- 3Y*
- 15.45%
- 5Y*
- 9.09%
- 10Y*
- 8.88%
SXRW.DE
- 1D
- 0.14%
- 1M
- -0.73%
- YTD
- 6.50%
- 6M
- 9.61%
- 1Y
- 18.23%
- 3Y*
- 14.51%
- 5Y*
- 11.57%
- 10Y*
- 8.04%
EXS1.DE vs. SXRW.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% |
SXRW.DE iShares Core FTSE 100 UCITS ETF GBP (Acc) | 6.50% | 20.63% | 13.57% | 10.46% | -1.47% | 24.81% | -15.42% | 25.18% | -10.61% | 8.11% |
Correlation
The correlation between EXS1.DE and SXRW.DE is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2010 | 0.73 |
The correlation between EXS1.DE and SXRW.DE has been stable across timeframes, ranging from 0.65 to 0.75 - a consistent structural relationship.
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Return for Risk
EXS1.DE vs. SXRW.DE — Risk / Return Rank
EXS1.DE
SXRW.DE
EXS1.DE vs. SXRW.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 iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.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 | SXRW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.36 | ||
| Sortino ratioReturn per unit of downside risk | -1.82 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.28 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 0.18 | 2.30 | -2.12 |
| Martin ratioReturn relative to average drawdown | 0.57 | 8.40 | -7.83 |
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 | SXRW.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.14 | 1.50 | -1.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.81 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.47 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.50 | -0.29 |
Drawdowns
EXS1.DE vs. SXRW.DE - Drawdown Comparison
The maximum EXS1.DE drawdown since its inception was -68.00%, which is greater than SXRW.DE's maximum drawdown of -40.31%. Use the drawdown chart below to compare losses from any high point for EXS1.DE and SXRW.DE.
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Drawdown Indicators
| EXS1.DE | SXRW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.00% | -40.31% | -27.69% |
Max Drawdown (1Y)Largest decline over 1 year | -12.35% | -7.91% | -4.44% |
Max Drawdown (3Y)Largest decline over 3 years | -15.93% | -16.86% | +0.93% |
Max Drawdown (5Y)Largest decline over 5 years | -26.69% | -16.86% | -9.83% |
Max Drawdown (10Y)Largest decline over 10 years | -38.68% | -40.31% | +1.63% |
Current DrawdownCurrent decline from peak | -2.23% | -2.75% | +0.52% |
Average DrawdownAverage peak-to-trough decline | -17.04% | -6.05% | -10.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.99% | 2.17% | +1.82% |
Volatility
EXS1.DE vs. SXRW.DE - Volatility Comparison
iShares Core DAX UCITS ETF (DE) (EXS1.DE) has a higher volatility of 5.16% compared to iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE) at 4.45%. This indicates that EXS1.DE's price experiences larger fluctuations and is considered to be riskier than SXRW.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.DE | SXRW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.16% | 4.45% | +0.71% |
Volatility (6M)Calculated over the trailing 6-month period | 12.95% | 10.16% | +2.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.04% | 12.13% | +3.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.18% | 14.13% | +3.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.36% | 16.93% | +1.43% |
EXS1.DE vs. SXRW.DE - Expense Ratio Comparison
EXS1.DE has a 0.16% expense ratio, which is higher than SXRW.DE's 0.07% 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. SXRW.DE - Dividend Comparison
Neither EXS1.DE nor SXRW.DE has paid dividends to shareholders.
| 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% |
SXRW.DE iShares Core FTSE 100 UCITS ETF GBP (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% |
Frequently Asked Questions
EXS1.DE and SXRW.DE have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRW.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRW.DE is cheaper with a 0.07% expense ratio, compared with 0.16% for EXS1.DE.
EXS1.DE tracks DAX®, while SXRW.DE tracks FTSE 100. Their fees differ too: 0.16% for EXS1.DE and 0.07% for SXRW.DE.
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