EXSA.DE vs. ES50.DE
EXSA.DE (iShares STOXX Europe 600 UCITS ETF (DE)) and ES50.DE (iShares EURO STOXX 50 ESG UCITS ETF EUR (Acc)) are both Europe Equities funds from iShares - EXSA.DE tracks the STOXX® Europe 600 while ES50.DE tracks the EURO STOXX 50 ESG Index. Both are passively managed. Over the past year, EXSA.DE returned 16.11% vs 18.74% for ES50.DE. Their correlation of 0.92 suggests significant overlap in exposure. EXSA.DE charges 0.20%/yr vs 0.10%/yr for ES50.DE.
Performance
EXSA.DE vs. ES50.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXSA.DE achieves a 7.58% return, which is significantly lower than ES50.DE's 8.46% return.
EXSA.DE
- 1D
- 0.61%
- 1M
- 0.91%
- YTD
- 7.58%
- 6M
- 10.05%
- 1Y
- 16.11%
- 3Y*
- 13.94%
- 5Y*
- 9.65%
- 10Y*
- 9.18%
ES50.DE
- 1D
- 0.43%
- 1M
- 2.34%
- YTD
- 8.46%
- 6M
- 9.98%
- 1Y
- 18.74%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EXSA.DE vs. ES50.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
EXSA.DE iShares STOXX Europe 600 UCITS ETF (DE) | 7.58% | 20.49% | 8.50% | 3.60% |
ES50.DE iShares EURO STOXX 50 ESG UCITS ETF EUR (Acc) | 8.46% | 25.72% | 13.20% | 6.66% |
Correlation
The correlation between EXSA.DE and ES50.DE is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Jul 27, 2023 | 0.92 |
The correlation between EXSA.DE and ES50.DE has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.
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Return for Risk
EXSA.DE vs. ES50.DE — Risk / Return Rank
EXSA.DE
ES50.DE
EXSA.DE vs. ES50.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 UCITS ETF (DE) (EXSA.DE) and iShares EURO STOXX 50 ESG UCITS ETF EUR (Acc) (ES50.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.
| EXSA.DE | ES50.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.13 | ||
| Sortino ratioReturn per unit of downside risk | +0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.21 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.68 | 1.62 | +0.06 |
| Martin ratioReturn relative to average drawdown | 6.32 | 5.62 | +0.70 |
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
| EXSA.DE | ES50.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 1.12 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 1.20 | -0.81 |
Drawdowns
EXSA.DE vs. ES50.DE - Drawdown Comparison
The maximum EXSA.DE drawdown since its inception was -58.34%, which is greater than ES50.DE's maximum drawdown of -15.53%. Use the drawdown chart below to compare losses from any high point for EXSA.DE and ES50.DE.
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Drawdown Indicators
| EXSA.DE | ES50.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.34% | -15.53% | -42.81% |
Max Drawdown (1Y)Largest decline over 1 year | -9.64% | -11.70% | +2.06% |
Max Drawdown (3Y)Largest decline over 3 years | -16.33% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -20.68% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -35.69% | — | — |
Current DrawdownCurrent decline from peak | -1.64% | -0.44% | -1.20% |
Average DrawdownAverage peak-to-trough decline | -11.13% | -2.38% | -8.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.57% | 3.38% | -0.81% |
Volatility
EXSA.DE vs. ES50.DE - Volatility Comparison
The current volatility for iShares STOXX Europe 600 UCITS ETF (DE) (EXSA.DE) is 4.33%, while iShares EURO STOXX 50 ESG UCITS ETF EUR (Acc) (ES50.DE) has a volatility of 5.08%. This indicates that EXSA.DE experiences smaller price fluctuations and is considered to be less risky than ES50.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EXSA.DE | ES50.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.33% | 5.08% | -0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 10.68% | 13.75% | -3.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.96% | 16.97% | -4.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.44% | 15.76% | -1.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.78% | 15.76% | +0.02% |
EXSA.DE vs. ES50.DE - Expense Ratio Comparison
EXSA.DE has a 0.20% expense ratio, which is higher than ES50.DE's 0.10% 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
EXSA.DE vs. ES50.DE - Dividend Comparison
EXSA.DE's dividend yield for the trailing twelve months is around 2.36%, while ES50.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ES50.DE iShares EURO STOXX 50 ESG UCITS ETF EUR (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EXSA.DE iShares STOXX Europe 600 UCITS ETF (DE) | 2.36% | 2.54% | 2.79% | 2.68% | 2.76% | 2.23% | 1.85% | 2.87% | 3.03% | 4.42% | 3.42% | 2.97% |
Frequently Asked Questions
With a correlation of 0.94, EXSA.DE and ES50.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, ES50.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ES50.DE is cheaper with a 0.10% expense ratio, compared with 0.20% for EXSA.DE.
EXSA.DE tracks STOXX® Europe 600, while ES50.DE tracks EURO STOXX 50 ESG Index. Their fees differ too: 0.20% for EXSA.DE and 0.10% for ES50.DE.
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