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

Performance

EXS1.DE vs. XLP - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core DAX UCITS ETF (DE) (EXS1.DE) and State Street Consumer Staples Select Sector SPDR ETF (XLP). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, EXS1.DE achieves a 1.33% return, which is significantly lower than XLP's 9.52% return. Over the past 10 years, EXS1.DE has outperformed XLP with an annualized return of 8.88%, while XLP has yielded a comparatively lower 6.94% annualized return.


EXS1.DE

1D
0.59%
1M
2.44%
YTD
1.33%
6M
3.41%
1Y
2.08%
3Y*
15.45%
5Y*
9.09%
10Y*
8.88%

XLP

1D
-0.56%
1M
0.83%
YTD
9.52%
6M
9.19%
1Y
3.23%
3Y*
4.75%
5Y*
7.26%
10Y*
6.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXS1.DE vs. XLP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
XLP
State Street Consumer Staples Select Sector SPDR ETF
9.52%-10.53%19.61%-3.79%5.34%25.97%1.04%30.31%-3.76%-0.90%

Correlation

The correlation between EXS1.DE and XLP is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.09

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

0.06

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

0.09

Correlation (10Y)
Calculated over the trailing 10-year period

0.17

Correlation (All Time)
Calculated using the full available price history since Aug 31, 2007

0.24

The correlation between EXS1.DE and XLP shifts across timeframes, from 0.06 (3 years) to 0.24 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

EXS1.DE vs. XLP — 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: 1111
Overall Rank
EXS1.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
EXS1.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
EXS1.DE Omega Ratio Rank: 1111
Omega Ratio Rank
EXS1.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
EXS1.DE Martin Ratio Rank: 1212
Martin Ratio Rank

XLP
XLP Risk / Return Rank: 1515
Overall Rank
XLP Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
XLP Sortino Ratio Rank: 1515
Sortino Ratio Rank
XLP Omega Ratio Rank: 1414
Omega Ratio Rank
XLP Calmar Ratio Rank: 1515
Calmar Ratio Rank
XLP Martin Ratio Rank: 1414
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. XLP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core DAX UCITS ETF (DE) (EXS1.DE) and State Street Consumer Staples Select Sector SPDR ETF (XLP). 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.DEXLPDifference
Sharpe ratioReturn per unit of total volatility

-0.10

Sortino ratioReturn per unit of downside risk

-0.14

Omega ratioGain probability vs. loss probability

1.04

1.05

-0.01

Calmar ratioReturn relative to maximum drawdown

0.18

0.35

-0.16

Martin ratioReturn relative to average drawdown

0.57

0.70

-0.14

EXS1.DE vs. XLP - Sharpe Ratio Comparison

The current EXS1.DE Sharpe Ratio is 0.14, which is lower than the XLP Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of EXS1.DE and XLP, 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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Sharpe Ratios by Period


EXS1.DEXLPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.14

0.25

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.53

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.45

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.63

-0.42

Drawdowns

EXS1.DE vs. XLP - Drawdown Comparison

The maximum EXS1.DE drawdown since its inception was -68.00%, which is greater than XLP's maximum drawdown of -25.60%. Use the drawdown chart below to compare losses from any high point for EXS1.DE and XLP.


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Drawdown Indicators


EXS1.DEXLPDifference

Max Drawdown

Largest peak-to-trough decline

-68.00%

-25.60%

-42.40%

Max Drawdown (1Y)

Largest decline over 1 year

-12.35%

-9.35%

-3.00%

Max Drawdown (3Y)

Largest decline over 3 years

-15.93%

-16.67%

+0.74%

Max Drawdown (5Y)

Largest decline over 5 years

-26.69%

-16.67%

-10.02%

Max Drawdown (10Y)

Largest decline over 10 years

-38.68%

-23.81%

-14.87%

Current Drawdown

Current decline from peak

-2.23%

-7.08%

+4.85%

Average Drawdown

Average peak-to-trough decline

-17.04%

-5.87%

-11.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.99%

4.61%

-0.62%

Volatility

EXS1.DE vs. XLP - Volatility Comparison

iShares Core DAX UCITS ETF (DE) (EXS1.DE) and State Street Consumer Staples Select Sector SPDR ETF (XLP) have volatilities of 5.16% and 4.98%, 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.DEXLPDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.16%

4.98%

+0.18%

Volatility (6M)

Calculated over the trailing 6-month period

12.95%

10.70%

+2.25%

Volatility (1Y)

Calculated over the trailing 1-year period

16.04%

13.22%

+2.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.18%

13.80%

+3.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.36%

15.64%

+2.72%

EXS1.DE vs. XLP - Expense Ratio Comparison

EXS1.DE has a 0.16% expense ratio, which is higher than XLP's 0.08% 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. XLP - Dividend Comparison

EXS1.DE has not paid dividends to shareholders, while XLP's dividend yield for the trailing twelve months is around 2.62%.


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%
XLP
State Street Consumer Staples Select Sector SPDR ETF
2.62%2.75%2.77%2.63%2.47%2.28%2.50%2.57%3.04%2.62%2.53%2.52%

Frequently Asked Questions


EXS1.DE and XLP have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XLP is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XLP is cheaper with a 0.08% expense ratio, compared with 0.16% for EXS1.DE.

EXS1.DE is categorized as Europe Equities, while XLP is Consumer Staples Equities. EXS1.DE tracks DAX®, while XLP tracks Consumer Staples Select Sector Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.16% for EXS1.DE and 0.08% for XLP.

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