EXSA.DE vs. ACN
Compare and contrast key facts about iShares STOXX Europe 600 UCITS ETF (DE) (EXSA.DE) and Accenture plc (ACN).
EXSA.DE is a passively managed fund by iShares that tracks the performance of the STOXX® Europe 600. It was launched on Feb 13, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EXSA.DE or ACN.
Key characteristics
| EXSA.DE | ACN | |
|---|---|---|
| YTD Return | 9.71% | 3.46% |
| 1Y Return | 18.79% | 13.56% |
| 3Y Return (Ann) | 4.54% | 0.24% |
| 5Y Return (Ann) | 7.43% | 14.65% |
| 10Y Return (Ann) | 7.23% | 17.47% |
| Sharpe Ratio | 1.57 | 0.67 |
| Sortino Ratio | 2.18 | 1.03 |
| Omega Ratio | 1.27 | 1.15 |
| Calmar Ratio | 2.20 | 0.52 |
| Martin Ratio | 8.97 | 1.18 |
| Ulcer Index | 1.78% | 13.20% |
| Daily Std Dev | 10.20% | 23.17% |
| Max Drawdown | -58.34% | -59.20% |
| Current Drawdown | -2.91% | -10.01% |
Correlation
The correlation between EXSA.DE and ACN is 0.40, 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
EXSA.DE vs. ACN - Performance Comparison
In the year-to-date period, EXSA.DE achieves a 9.71% return, which is significantly higher than ACN's 3.46% return. Over the past 10 years, EXSA.DE has underperformed ACN with an annualized return of 7.23%, while ACN has yielded a comparatively higher 17.47% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
EXSA.DE vs. ACN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 UCITS ETF (DE) (EXSA.DE) and Accenture plc (ACN). 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.
Dividends
EXSA.DE vs. ACN - Dividend Comparison
EXSA.DE's dividend yield for the trailing twelve months is around 2.71%, more than ACN's 1.50% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXSA.DE iShares STOXX Europe 600 UCITS ETF (DE) | 2.71% | 2.68% | 2.76% | 2.23% | 1.85% | 2.87% | 3.03% | 4.42% | 3.42% | 2.97% | 3.14% | 3.40% |
ACN Accenture plc | 1.50% | 1.33% | 1.51% | 0.87% | 1.26% | 1.07% | 1.98% | 1.66% | 1.97% | 2.03% | 2.18% | 2.12% |
Drawdowns
EXSA.DE vs. ACN - Drawdown Comparison
The maximum EXSA.DE drawdown since its inception was -58.34%, roughly equal to the maximum ACN drawdown of -59.20%. Use the drawdown chart below to compare losses from any high point for EXSA.DE and ACN. For additional features, visit the drawdowns tool.
Volatility
EXSA.DE vs. ACN - Volatility Comparison
The current volatility for iShares STOXX Europe 600 UCITS ETF (DE) (EXSA.DE) is 4.00%, while Accenture plc (ACN) has a volatility of 6.89%. This indicates that EXSA.DE experiences smaller price fluctuations and is considered to be less risky than ACN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.