EXS2.DE vs. SELD.DE
EXS2.DE (iShares TecDAX UCITS ETF (DE)) and SELD.DE (Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist) are both Europe Equities funds - EXS2.DE tracks the TecDAX® while SELD.DE tracks the STOXX® Europe Select Dividend 30. Both are passively managed. Over the past 10 years, EXS2.DE returned 9.01%/yr vs 9.59%/yr for SELD.DE. A 0.58 correlation means they provide meaningful diversification when combined. EXS2.DE charges 0.51%/yr vs 0.30%/yr for SELD.DE.
Performance
EXS2.DE vs. SELD.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 SELD.DE's 14.08% return. Over the past 10 years, EXS2.DE has underperformed SELD.DE with an annualized return of 9.01%, while SELD.DE has yielded a comparatively higher 9.59% 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%
SELD.DE
- 1D
- 0.52%
- 1M
- 4.00%
- YTD
- 14.08%
- 6M
- 19.29%
- 1Y
- 32.34%
- 3Y*
- 20.75%
- 5Y*
- 11.33%
- 10Y*
- 9.59%
EXS2.DE vs. SELD.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% |
SELD.DE Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist | 14.08% | 44.46% | 5.76% | 3.90% | -10.09% | 24.12% | -9.44% | 27.63% | -4.88% | 5.07% |
Correlation
The correlation between EXS2.DE and SELD.DE is 0.51, 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 | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Feb 14, 2007 | 0.58 |
The correlation between EXS2.DE and SELD.DE has been stable across timeframes, ranging from 0.51 to 0.59 - a consistent structural relationship.
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Return for Risk
EXS2.DE vs. SELD.DE — Risk / Return Rank
EXS2.DE
SELD.DE
EXS2.DE vs. SELD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares TecDAX UCITS ETF (DE) (EXS2.DE) and Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.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 | SELD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.36 | ||
| Sortino ratioReturn per unit of downside risk | -3.13 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.49 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | 0.40 | 4.79 | -4.39 |
| Martin ratioReturn relative to average drawdown | 0.80 | 16.20 | -15.41 |
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 | SELD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.36 | 2.73 | -2.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.75 | -0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.55 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | 0.18 | -0.04 |
Drawdowns
EXS2.DE vs. SELD.DE - Drawdown Comparison
The maximum EXS2.DE drawdown since its inception was -84.49%, which is greater than SELD.DE's maximum drawdown of -70.30%. Use the drawdown chart below to compare losses from any high point for EXS2.DE and SELD.DE.
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Drawdown Indicators
| EXS2.DE | SELD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.49% | -70.30% | -14.19% |
Max Drawdown (1Y)Largest decline over 1 year | -16.12% | -6.72% | -9.40% |
Max Drawdown (3Y)Largest decline over 3 years | -17.93% | -14.13% | -3.80% |
Max Drawdown (5Y)Largest decline over 5 years | -34.97% | -23.02% | -11.95% |
Max Drawdown (10Y)Largest decline over 10 years | -34.97% | -40.65% | +5.68% |
Current DrawdownCurrent decline from peak | -0.81% | -1.80% | +0.99% |
Average DrawdownAverage peak-to-trough decline | -39.46% | -25.32% | -14.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.07% | 1.99% | +6.08% |
Volatility
EXS2.DE vs. SELD.DE - Volatility Comparison
iShares TecDAX UCITS ETF (DE) (EXS2.DE) has a higher volatility of 5.29% compared to Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.DE) at 3.83%. This indicates that EXS2.DE's price experiences larger fluctuations and is considered to be riskier than SELD.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 | SELD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.29% | 3.83% | +1.46% |
Volatility (6M)Calculated over the trailing 6-month period | 14.25% | 9.59% | +4.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.83% | 11.81% | +6.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.80% | 14.87% | +3.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.47% | 17.42% | +2.05% |
EXS2.DE vs. SELD.DE - Expense Ratio Comparison
EXS2.DE has a 0.51% expense ratio, which is higher than SELD.DE's 0.30% expense ratio.
Dividends
EXS2.DE vs. SELD.DE - Dividend Comparison
EXS2.DE has not paid dividends to shareholders, while SELD.DE's dividend yield for the trailing twelve months is around 5.68%.
| 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% |
SELD.DE Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist | 5.68% | 6.48% | 6.46% | 0.00% | 7.70% | 4.52% | 5.09% | 5.34% | 5.60% | 4.75% | 5.20% | 5.48% |
Frequently Asked Questions
EXS2.DE and SELD.DE have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SELD.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SELD.DE is cheaper with a 0.30% expense ratio, compared with 0.51% for EXS2.DE.
EXS2.DE tracks TecDAX®, while SELD.DE tracks STOXX® Europe Select Dividend 30. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.51% for EXS2.DE and 0.30% for SELD.DE.
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