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EXSA.DE vs. EXI5.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXSA.DE vs. EXI5.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares STOXX Europe 600 UCITS ETF (DE) (EXSA.DE) and iShares STOXX Europe 600 Real Estate UCITS ETF (DE) (EXI5.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EXSA.DE achieves a 7.58% return, which is significantly higher than EXI5.DE's -0.40% return. Over the past 10 years, EXSA.DE has outperformed EXI5.DE with an annualized return of 9.18%, while EXI5.DE has yielded a comparatively lower -1.04% annualized 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%

EXI5.DE

1D
0.83%
1M
-2.70%
YTD
-0.40%
6M
0.52%
1Y
-4.69%
3Y*
6.81%
5Y*
-4.96%
10Y*
-1.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXSA.DE vs. EXI5.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXSA.DE
iShares STOXX Europe 600 UCITS ETF (DE)
7.58%20.49%8.50%15.46%-10.09%24.22%-1.80%28.41%-10.99%10.67%
EXI5.DE
iShares STOXX Europe 600 Real Estate UCITS ETF (DE)
-0.40%3.76%-4.15%17.26%-37.90%16.10%-8.71%27.58%-10.93%10.25%

Correlation

The correlation between EXSA.DE and EXI5.DE is 0.55, 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

0.55

Correlation (3Y)
Calculated over the trailing 3-year period

0.51

Correlation (5Y)
Calculated over the trailing 5-year period

0.60

Correlation (10Y)
Calculated over the trailing 10-year period

0.58

Correlation (All Time)
Calculated using the full available price history since Oct 24, 2006

0.60

The correlation between EXSA.DE and EXI5.DE has been stable across timeframes, ranging from 0.51 to 0.60 - a consistent structural relationship.

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Return for Risk

EXSA.DE vs. EXI5.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EXSA.DE
EXSA.DE Risk / Return Rank: 3737
Overall Rank
EXSA.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
EXSA.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
EXSA.DE Omega Ratio Rank: 3636
Omega Ratio Rank
EXSA.DE Calmar Ratio Rank: 3535
Calmar Ratio Rank
EXSA.DE Martin Ratio Rank: 4141
Martin Ratio Rank

EXI5.DE
EXI5.DE Risk / Return Rank: 66
Overall Rank
EXI5.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
EXI5.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
EXI5.DE Omega Ratio Rank: 66
Omega Ratio Rank
EXI5.DE Calmar Ratio Rank: 66
Calmar Ratio Rank
EXI5.DE Martin Ratio Rank: 66
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EXSA.DE vs. EXI5.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 STOXX Europe 600 Real Estate UCITS ETF (DE) (EXI5.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.DEEXI5.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.56

Sortino ratioReturn per unit of downside risk

+2.17

Omega ratioGain probability vs. loss probability

1.24

0.96

+0.28

Calmar ratioReturn relative to maximum drawdown

1.68

-0.32

+2.00

Martin ratioReturn relative to average drawdown

6.32

-0.75

+7.07

EXSA.DE vs. EXI5.DE - Sharpe Ratio Comparison

The current EXSA.DE Sharpe Ratio is 1.25, which is higher than the EXI5.DE Sharpe Ratio of -0.31. The chart below compares the historical Sharpe Ratios of EXSA.DE and EXI5.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EXSA.DEEXI5.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

-0.31

+1.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

-0.22

+0.88

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

-0.05

+0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

-0.02

+0.41

Drawdowns

EXSA.DE vs. EXI5.DE - Drawdown Comparison

The maximum EXSA.DE drawdown since its inception was -58.34%, smaller than the maximum EXI5.DE drawdown of -77.04%. Use the drawdown chart below to compare losses from any high point for EXSA.DE and EXI5.DE.


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Drawdown Indicators


EXSA.DEEXI5.DEDifference

Max Drawdown

Largest peak-to-trough decline

-58.34%

-77.04%

+18.70%

Max Drawdown (1Y)

Largest decline over 1 year

-9.64%

-15.30%

+5.66%

Max Drawdown (3Y)

Largest decline over 3 years

-16.33%

-21.03%

+4.70%

Max Drawdown (5Y)

Largest decline over 5 years

-20.68%

-48.08%

+27.40%

Max Drawdown (10Y)

Largest decline over 10 years

-35.69%

-48.08%

+12.39%

Current Drawdown

Current decline from peak

-1.64%

-29.97%

+28.33%

Average Drawdown

Average peak-to-trough decline

-11.13%

-30.50%

+19.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.57%

6.50%

-3.93%

Volatility

EXSA.DE vs. EXI5.DE - Volatility Comparison

The current volatility for iShares STOXX Europe 600 UCITS ETF (DE) (EXSA.DE) is 4.33%, while iShares STOXX Europe 600 Real Estate UCITS ETF (DE) (EXI5.DE) has a volatility of 4.75%. This indicates that EXSA.DE experiences smaller price fluctuations and is considered to be less risky than EXI5.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.DEEXI5.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.33%

4.75%

-0.42%

Volatility (6M)

Calculated over the trailing 6-month period

10.68%

13.25%

-2.57%

Volatility (1Y)

Calculated over the trailing 1-year period

12.96%

15.90%

-2.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.44%

22.21%

-7.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.78%

20.28%

-4.50%

EXSA.DE vs. EXI5.DE - Expense Ratio Comparison

EXSA.DE has a 0.20% expense ratio, which is lower than EXI5.DE's 0.46% expense ratio.


Dividends

EXSA.DE vs. EXI5.DE - Dividend Comparison

EXSA.DE's dividend yield for the trailing twelve months is around 2.36%, more than EXI5.DE's 2.13% yield.


PositionTTM20252024202320222021202020192018201720162015
EXI5.DE
iShares STOXX Europe 600 Real Estate UCITS ETF (DE)
2.13%2.02%1.82%2.05%2.19%0.93%1.30%2.10%2.15%3.10%2.80%2.65%
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


EXSA.DE and EXI5.DE have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EXSA.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EXSA.DE is cheaper with a 0.20% expense ratio, compared with 0.46% for EXI5.DE.

EXSA.DE is categorized as Europe Equities, while EXI5.DE is REIT. EXSA.DE tracks STOXX® Europe 600, while EXI5.DE tracks STOXX® Europe 600 Real Estate. Their fees differ too: 0.20% for EXSA.DE and 0.46% for EXI5.DE.

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