EXSA.DE vs. EXSE.DE
EXSA.DE (iShares STOXX Europe 600 UCITS ETF (DE)) and EXSE.DE (iShares STOXX Europe Small 200 UCITS ETF (DE)) are both Europe Equities funds from iShares - EXSA.DE tracks the STOXX® Europe 600 while EXSE.DE tracks the STOXX® Europe Small 200. Both are passively managed. Over the past 10 years, EXSA.DE returned 9.18%/yr vs 7.21%/yr for EXSE.DE. Their correlation of 0.83 suggests significant overlap in exposure. Both charge a 0.20% expense ratio.
Performance
EXSA.DE vs. EXSE.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with EXSA.DE having a 7.58% return and EXSE.DE slightly lower at 7.33%. Over the past 10 years, EXSA.DE has outperformed EXSE.DE with an annualized return of 9.18%, while EXSE.DE has yielded a comparatively lower 7.21% 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%
EXSE.DE
- 1D
- 0.55%
- 1M
- 1.10%
- YTD
- 7.33%
- 6M
- 10.98%
- 1Y
- 15.08%
- 3Y*
- 11.63%
- 5Y*
- 3.52%
- 10Y*
- 7.21%
EXSA.DE vs. EXSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
EXSE.DE iShares STOXX Europe Small 200 UCITS ETF (DE) | 7.33% | 18.59% | 3.15% | 12.44% | -23.69% | 22.14% | 4.50% | 30.93% | -13.60% | 17.93% |
Correlation
The correlation between EXSA.DE and EXSE.DE is 0.87, 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 | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2005 | 0.83 |
The correlation between EXSA.DE and EXSE.DE has been stable across timeframes, ranging from 0.83 to 0.90 - a consistent structural relationship.
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Return for Risk
EXSA.DE vs. EXSE.DE — Risk / Return Rank
EXSA.DE
EXSE.DE
EXSA.DE vs. EXSE.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 Small 200 UCITS ETF (DE) (EXSE.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 | EXSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.09 | ||
| Sortino ratioReturn per unit of downside risk | +0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.21 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.68 | 1.49 | +0.19 |
| Martin ratioReturn relative to average drawdown | 6.32 | 5.48 | +0.85 |
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 | EXSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 1.16 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.21 | +0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.41 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.39 | 0.00 |
Drawdowns
EXSA.DE vs. EXSE.DE - Drawdown Comparison
The maximum EXSA.DE drawdown since its inception was -58.34%, smaller than the maximum EXSE.DE drawdown of -62.51%. Use the drawdown chart below to compare losses from any high point for EXSA.DE and EXSE.DE.
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Drawdown Indicators
| EXSA.DE | EXSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.34% | -62.51% | +4.17% |
Max Drawdown (1Y)Largest decline over 1 year | -9.64% | -10.36% | +0.72% |
Max Drawdown (3Y)Largest decline over 3 years | -16.33% | -15.61% | -0.72% |
Max Drawdown (5Y)Largest decline over 5 years | -20.68% | -35.13% | +14.45% |
Max Drawdown (10Y)Largest decline over 10 years | -35.69% | -38.03% | +2.34% |
Current DrawdownCurrent decline from peak | -1.64% | -1.14% | -0.50% |
Average DrawdownAverage peak-to-trough decline | -11.13% | -12.96% | +1.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.57% | 2.82% | -0.25% |
Volatility
EXSA.DE vs. EXSE.DE - Volatility Comparison
iShares STOXX Europe 600 UCITS ETF (DE) (EXSA.DE) has a higher volatility of 4.33% compared to iShares STOXX Europe Small 200 UCITS ETF (DE) (EXSE.DE) at 3.72%. This indicates that EXSA.DE's price experiences larger fluctuations and is considered to be riskier than EXSE.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 | EXSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.33% | 3.72% | +0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 10.68% | 10.87% | -0.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.96% | 13.33% | -0.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.44% | 16.91% | -2.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.78% | 17.34% | -1.56% |
EXSA.DE vs. EXSE.DE - Expense Ratio Comparison
Both EXSA.DE and EXSE.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
EXSA.DE vs. EXSE.DE - Dividend Comparison
EXSA.DE's dividend yield for the trailing twelve months is around 2.36%, less than EXSE.DE's 2.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
EXSE.DE iShares STOXX Europe Small 200 UCITS ETF (DE) | 2.67% | 2.91% | 2.58% | 2.29% | 2.59% | 1.43% | 1.25% | 2.13% | 2.59% | 3.45% | 2.83% | 2.87% |
Frequently Asked Questions
EXSA.DE and EXSE.DE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
EXSA.DE and EXSE.DE have the same expense ratio: 0.20% per year.
EXSA.DE tracks STOXX® Europe 600, while EXSE.DE tracks STOXX® Europe Small 200.
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