EXS3.DE vs. ^GSPC
Compare and contrast key facts about iShares MDAX UCITS ETF (DE) (EXS3.DE) and S&P 500 (^GSPC).
EXS3.DE is a passively managed fund by iShares that tracks the performance of the MDAX®. It was launched on Apr 19, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EXS3.DE or ^GSPC.
Correlation
The correlation between EXS3.DE and ^GSPC is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
EXS3.DE vs. ^GSPC - Performance Comparison
Key characteristics
EXS3.DE:
0.40
^GSPC:
1.62
EXS3.DE:
0.64
^GSPC:
2.20
EXS3.DE:
1.07
^GSPC:
1.30
EXS3.DE:
0.15
^GSPC:
2.46
EXS3.DE:
0.95
^GSPC:
10.01
EXS3.DE:
5.56%
^GSPC:
2.08%
EXS3.DE:
13.52%
^GSPC:
12.88%
EXS3.DE:
-63.82%
^GSPC:
-56.78%
EXS3.DE:
-26.18%
^GSPC:
-2.13%
Returns By Period
In the year-to-date period, EXS3.DE achieves a 6.61% return, which is significantly higher than ^GSPC's 2.24% return. Over the past 10 years, EXS3.DE has underperformed ^GSPC with an annualized return of 2.59%, while ^GSPC has yielded a comparatively higher 11.04% annualized return.
EXS3.DE
6.61%
4.60%
8.10%
3.73%
-1.77%
2.59%
^GSPC
2.24%
-1.20%
6.72%
18.21%
12.53%
11.04%
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Risk-Adjusted Performance
EXS3.DE vs. ^GSPC — Risk-Adjusted Performance Rank
EXS3.DE
^GSPC
EXS3.DE vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MDAX UCITS ETF (DE) (EXS3.DE) and S&P 500 (^GSPC). 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.
Drawdowns
EXS3.DE vs. ^GSPC - Drawdown Comparison
The maximum EXS3.DE drawdown since its inception was -63.82%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for EXS3.DE and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
EXS3.DE vs. ^GSPC - Volatility Comparison
iShares MDAX UCITS ETF (DE) (EXS3.DE) and S&P 500 (^GSPC) have volatilities of 3.42% and 3.43%, 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.