EXS2.DE vs. S6X0.DE
EXS2.DE (iShares TecDAX UCITS ETF (DE)) and S6X0.DE (Invesco EURO STOXX 50 UCITS ETF Dist) are both Europe Equities funds - EXS2.DE tracks the TecDAX® while S6X0.DE tracks the EURO STOXX 50. Both are passively managed. Over the past 10 years, EXS2.DE returned 9.01%/yr vs 10.39%/yr for S6X0.DE. At a 0.48 correlation, their price movements are largely independent. EXS2.DE charges 0.51%/yr vs 0.05%/yr for S6X0.DE.
Performance
EXS2.DE vs. S6X0.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXS2.DE achieves a 15.70% return, which is significantly higher than S6X0.DE's 7.30% return. Over the past 10 years, EXS2.DE has underperformed S6X0.DE with an annualized return of 9.01%, while S6X0.DE has yielded a comparatively higher 10.39% annualized return.
EXS2.DE
- 1D
- 0.52%
- 1M
- 10.51%
- YTD
- 15.70%
- 6M
- 16.91%
- 1Y
- 6.46%
- 3Y*
- 8.54%
- 5Y*
- 3.72%
- 10Y*
- 9.01%
S6X0.DE
- 1D
- 0.75%
- 1M
- 4.75%
- YTD
- 7.30%
- 6M
- 8.74%
- 1Y
- 15.70%
- 3Y*
- 15.53%
- 5Y*
- 11.36%
- 10Y*
- 10.39%
EXS2.DE vs. S6X0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXS2.DE iShares TecDAX UCITS ETF (DE) | 15.70% | 5.33% | 1.63% | 13.54% | -26.00% | 21.07% | 6.12% | 22.25% | -3.77% | 39.90% |
S6X0.DE Invesco EURO STOXX 50 UCITS ETF Dist | 7.30% | 22.02% | 10.94% | 22.42% | -8.98% | 23.10% | -3.21% | 30.30% | -13.84% | 12.57% |
Correlation
The correlation between EXS2.DE and S6X0.DE is 0.71, 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 | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Dec 7, 2009 | 0.48 |
Over the past year, EXS2.DE and S6X0.DE have become more correlated (0.71) than their long-term average of 0.48, meaning their price movements have been converging.
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Return for Risk
EXS2.DE vs. S6X0.DE — Risk / Return Rank
EXS2.DE
S6X0.DE
EXS2.DE vs. S6X0.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares TecDAX UCITS ETF (DE) (EXS2.DE) and Invesco EURO STOXX 50 UCITS ETF Dist (S6X0.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.
| EXS2.DE | S6X0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.62 | ||
| Sortino ratioReturn per unit of downside risk | -0.90 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.18 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.40 | 1.44 | -1.04 |
| Martin ratioReturn relative to average drawdown | 0.80 | 4.89 | -4.09 |
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
| EXS2.DE | S6X0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.36 | 0.98 | -0.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.65 | -0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.63 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | 0.51 | -0.37 |
Drawdowns
EXS2.DE vs. S6X0.DE - Drawdown Comparison
The maximum EXS2.DE drawdown since its inception was -84.49%, which is greater than S6X0.DE's maximum drawdown of -38.54%. Use the drawdown chart below to compare losses from any high point for EXS2.DE and S6X0.DE.
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Drawdown Indicators
| EXS2.DE | S6X0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.49% | -38.54% | -45.95% |
Max Drawdown (1Y)Largest decline over 1 year | -16.12% | -10.88% | -5.24% |
Max Drawdown (3Y)Largest decline over 3 years | -17.93% | -16.56% | -1.37% |
Max Drawdown (5Y)Largest decline over 5 years | -34.97% | -23.41% | -11.56% |
Max Drawdown (10Y)Largest decline over 10 years | -34.97% | -38.54% | +3.57% |
Current DrawdownCurrent decline from peak | -0.81% | -0.51% | -0.30% |
Average DrawdownAverage peak-to-trough decline | -39.46% | -6.82% | -32.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.07% | 3.21% | +4.86% |
Volatility
EXS2.DE vs. S6X0.DE - Volatility Comparison
iShares TecDAX UCITS ETF (DE) (EXS2.DE) has a higher volatility of 5.29% compared to Invesco EURO STOXX 50 UCITS ETF Dist (S6X0.DE) at 4.96%. This indicates that EXS2.DE's price experiences larger fluctuations and is considered to be riskier than S6X0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EXS2.DE | S6X0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.29% | 4.96% | +0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 14.25% | 12.92% | +1.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.83% | 15.93% | +1.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.80% | 17.56% | +1.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.47% | 20.60% | -1.13% |
EXS2.DE vs. S6X0.DE - Expense Ratio Comparison
EXS2.DE has a 0.51% expense ratio, which is higher than S6X0.DE's 0.05% expense ratio.
Dividends
EXS2.DE vs. S6X0.DE - Dividend Comparison
EXS2.DE has not paid dividends to shareholders, while S6X0.DE's dividend yield for the trailing twelve months is around 2.78%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXS2.DE iShares TecDAX UCITS ETF (DE) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.04% | 0.15% | 0.25% | 0.36% |
S6X0.DE Invesco EURO STOXX 50 UCITS ETF Dist | 2.78% | 2.99% | 3.38% | 3.17% | 3.10% | 2.47% | 2.53% | 3.48% | 3.69% | 2.92% | 3.18% | 3.05% |
Frequently Asked Questions
EXS2.DE and S6X0.DE have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, S6X0.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
S6X0.DE is cheaper with a 0.05% expense ratio, compared with 0.51% for EXS2.DE.
EXS2.DE tracks TecDAX®, while S6X0.DE tracks EURO STOXX 50. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.51% for EXS2.DE and 0.05% for S6X0.DE.
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