EXSA.DE vs. SPYW.DE
EXSA.DE (iShares STOXX Europe 600 UCITS ETF (DE)) and SPYW.DE (SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist)) are both Europe Equities funds - EXSA.DE tracks the STOXX® Europe 600 while SPYW.DE tracks the S&P Euro High Yield Dividend Aristocrats. Both are passively managed. Over the past 10 years, EXSA.DE returned 9.18%/yr vs 6.79%/yr for SPYW.DE. Their correlation of 0.88 suggests significant overlap in exposure. EXSA.DE charges 0.20%/yr vs 0.30%/yr for SPYW.DE.
Performance
EXSA.DE vs. SPYW.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 higher than SPYW.DE's 5.36% return. Over the past 10 years, EXSA.DE has outperformed SPYW.DE with an annualized return of 9.18%, while SPYW.DE has yielded a comparatively lower 6.79% 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%
SPYW.DE
- 1D
- 0.09%
- 1M
- -1.61%
- YTD
- 5.36%
- 6M
- 7.50%
- 1Y
- 7.59%
- 3Y*
- 13.21%
- 5Y*
- 8.07%
- 10Y*
- 6.79%
EXSA.DE vs. SPYW.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% |
SPYW.DE SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) | 5.36% | 20.24% | 8.29% | 17.93% | -11.23% | 14.36% | -11.84% | 23.34% | -8.58% | 11.23% |
Correlation
The correlation between EXSA.DE and SPYW.DE is 0.81, 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 | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Mar 2, 2012 | 0.88 |
The correlation between EXSA.DE and SPYW.DE has been stable across timeframes, ranging from 0.81 to 0.88 - a consistent structural relationship.
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Return for Risk
EXSA.DE vs. SPYW.DE — Risk / Return Rank
EXSA.DE
SPYW.DE
EXSA.DE vs. SPYW.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 SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.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 | SPYW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.51 | ||
| Sortino ratioReturn per unit of downside risk | +0.78 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.14 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.68 | 0.98 | +0.70 |
| Martin ratioReturn relative to average drawdown | 6.32 | 3.14 | +3.18 |
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 | SPYW.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 0.74 | +0.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.60 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.45 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.53 | -0.14 |
Drawdowns
EXSA.DE vs. SPYW.DE - Drawdown Comparison
The maximum EXSA.DE drawdown since its inception was -58.34%, which is greater than SPYW.DE's maximum drawdown of -38.68%. Use the drawdown chart below to compare losses from any high point for EXSA.DE and SPYW.DE.
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Drawdown Indicators
| EXSA.DE | SPYW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.34% | -38.68% | -19.66% |
Max Drawdown (1Y)Largest decline over 1 year | -9.64% | -7.99% | -1.65% |
Max Drawdown (3Y)Largest decline over 3 years | -16.33% | -11.64% | -4.69% |
Max Drawdown (5Y)Largest decline over 5 years | -20.68% | -23.97% | +3.29% |
Max Drawdown (10Y)Largest decline over 10 years | -35.69% | -38.68% | +2.99% |
Current DrawdownCurrent decline from peak | -1.64% | -2.54% | +0.90% |
Average DrawdownAverage peak-to-trough decline | -11.13% | -5.62% | -5.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.57% | 2.50% | +0.07% |
Volatility
EXSA.DE vs. SPYW.DE - Volatility Comparison
iShares STOXX Europe 600 UCITS ETF (DE) (EXSA.DE) has a higher volatility of 4.33% compared to SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.DE) at 2.92%. This indicates that EXSA.DE's price experiences larger fluctuations and is considered to be riskier than SPYW.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 | SPYW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.33% | 2.92% | +1.41% |
Volatility (6M)Calculated over the trailing 6-month period | 10.68% | 8.76% | +1.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.96% | 10.65% | +2.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.44% | 13.27% | +1.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.78% | 14.88% | +0.90% |
EXSA.DE vs. SPYW.DE - Expense Ratio Comparison
EXSA.DE has a 0.20% expense ratio, which is lower than SPYW.DE's 0.30% expense ratio.
Dividends
EXSA.DE vs. SPYW.DE - Dividend Comparison
EXSA.DE's dividend yield for the trailing twelve months is around 2.36%, less than SPYW.DE's 3.60% 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% |
SPYW.DE SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) | 3.60% | 4.07% | 3.67% | 3.31% | 3.62% | 2.78% | 3.05% | 3.10% | 3.74% | 3.15% | 2.97% | 2.99% |
Frequently Asked Questions
EXSA.DE and SPYW.DE have a correlation of 0.81, 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 0.30% for SPYW.DE.
EXSA.DE tracks STOXX® Europe 600, while SPYW.DE tracks S&P Euro High Yield Dividend Aristocrats. They also come from different issuers: iShares and State Street. Their fees differ too: 0.20% for EXSA.DE and 0.30% for SPYW.DE.
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