EXSA.DE vs. EXXY.DE
EXSA.DE (iShares STOXX Europe 600 UCITS ETF (DE)) and EXXY.DE (iShares Diversified Commodity Swap UCITS ETF (DE)) are both exchange-traded funds - EXSA.DE is a Europe Equities fund tracking the STOXX® Europe 600, while EXXY.DE is a Commodities fund tracking the Bloomberg Commodity. Both are passively managed. Over the past 10 years, EXSA.DE returned 9.18%/yr vs 5.66%/yr for EXXY.DE. At a 0.25 correlation, their price movements are largely independent. EXSA.DE charges 0.20%/yr vs 0.46%/yr for EXXY.DE.
Performance
EXSA.DE vs. EXXY.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EXSA.DE achieves a 7.58% return, which is significantly lower than EXXY.DE's 23.43% return. Over the past 10 years, EXSA.DE has outperformed EXXY.DE with an annualized return of 9.18%, while EXXY.DE has yielded a comparatively lower 5.66% 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%
EXXY.DE
- 1D
- -1.47%
- 1M
- -0.31%
- YTD
- 23.43%
- 6M
- 22.49%
- 1Y
- 33.55%
- 3Y*
- 11.64%
- 5Y*
- 11.46%
- 10Y*
- 5.66%
EXSA.DE vs. EXXY.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% |
EXXY.DE iShares Diversified Commodity Swap UCITS ETF (DE) | 23.43% | 3.90% | 10.13% | -10.90% | 21.43% | 38.49% | -14.34% | 8.73% | -6.18% | -12.20% |
Correlation
The correlation between EXSA.DE and EXXY.DE is -0.21, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Aug 22, 2007 | 0.25 |
The correlation between EXSA.DE and EXXY.DE shifts across timeframes, from -0.21 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EXSA.DE vs. EXXY.DE — Risk / Return Rank
EXSA.DE
EXXY.DE
EXSA.DE vs. EXXY.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 Diversified Commodity Swap UCITS ETF (DE) (EXXY.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 | EXXY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.53 | ||
| Sortino ratioReturn per unit of downside risk | -0.43 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.32 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.68 | 3.78 | -2.10 |
| Martin ratioReturn relative to average drawdown | 6.32 | 8.41 | -2.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| EXSA.DE | EXXY.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 1.78 | -0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.65 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.37 | +0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.02 | +0.37 |
Drawdowns
EXSA.DE vs. EXXY.DE - Drawdown Comparison
The maximum EXSA.DE drawdown since its inception was -58.34%, smaller than the maximum EXXY.DE drawdown of -65.58%. Use the drawdown chart below to compare losses from any high point for EXSA.DE and EXXY.DE.
Loading charts...
Drawdown Indicators
| EXSA.DE | EXXY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.34% | -65.58% | +7.24% |
Max Drawdown (1Y)Largest decline over 1 year | -9.64% | -8.95% | -0.69% |
Max Drawdown (3Y)Largest decline over 3 years | -16.33% | -16.31% | -0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -20.68% | -28.03% | +7.35% |
Max Drawdown (10Y)Largest decline over 10 years | -35.69% | -33.54% | -2.15% |
Current DrawdownCurrent decline from peak | -1.64% | -16.97% | +15.33% |
Average DrawdownAverage peak-to-trough decline | -11.13% | -40.08% | +28.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.57% | 4.03% | -1.46% |
Volatility
EXSA.DE vs. EXXY.DE - Volatility Comparison
The current volatility for iShares STOXX Europe 600 UCITS ETF (DE) (EXSA.DE) is 4.33%, while iShares Diversified Commodity Swap UCITS ETF (DE) (EXXY.DE) has a volatility of 5.99%. This indicates that EXSA.DE experiences smaller price fluctuations and is considered to be less risky than EXXY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| EXSA.DE | EXXY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.33% | 5.99% | -1.66% |
Volatility (6M)Calculated over the trailing 6-month period | 10.68% | 16.80% | -6.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.96% | 18.98% | -6.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.44% | 17.55% | -3.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.78% | 15.32% | +0.46% |
EXSA.DE vs. EXXY.DE - Expense Ratio Comparison
EXSA.DE has a 0.20% expense ratio, which is lower than EXXY.DE's 0.46% expense ratio.
Dividends
EXSA.DE vs. EXXY.DE - Dividend Comparison
EXSA.DE's dividend yield for the trailing twelve months is around 2.36%, while EXXY.DE has not paid dividends to shareholders.
| 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% |
EXXY.DE iShares Diversified Commodity Swap UCITS ETF (DE) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EXSA.DE and EXXY.DE have a correlation of -0.21, 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 EXXY.DE.
EXSA.DE is categorized as Europe Equities, while EXXY.DE is Commodities. EXSA.DE tracks STOXX® Europe 600, while EXXY.DE tracks Bloomberg Commodity. Their fees differ too: 0.20% for EXSA.DE and 0.46% for EXXY.DE.
Find the right allocation for EXSA.DE and EXXY.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer