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

Performance

EXSA.DE vs. VGK - 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 Vanguard FTSE Europe ETF (VGK). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EXSA.DE is traded in EUR, while VGK is traded in USD. To make them comparable, the VGK values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, EXSA.DE achieves a 7.58% return, which is significantly higher than VGK's 6.75% return. Both investments have delivered pretty close results over the past 10 years, with EXSA.DE having a 9.18% annualized return and VGK not far behind at 8.90%.


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%

VGK

1D
-1.19%
1M
-0.43%
YTD
6.75%
6M
8.86%
1Y
15.32%
3Y*
13.26%
5Y*
9.23%
10Y*
8.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXSA.DE vs. VGK - 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%
VGK
Vanguard FTSE Europe ETF
6.75%19.71%8.60%16.58%-10.77%25.63%-3.26%27.67%-10.89%11.38%

Correlation

The correlation between EXSA.DE and VGK is 0.76, 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

0.76

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

0.76

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

0.77

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

0.76

Correlation (All Time)
Calculated using the full available price history since Aug 29, 2007

0.73

The correlation between EXSA.DE and VGK has been stable across timeframes, ranging from 0.73 to 0.77 - a consistent structural relationship.

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Return for Risk

EXSA.DE vs. VGK — 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

VGK
VGK Risk / Return Rank: 3030
Overall Rank
VGK Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
VGK Sortino Ratio Rank: 2929
Sortino Ratio Rank
VGK Omega Ratio Rank: 2828
Omega Ratio Rank
VGK Calmar Ratio Rank: 2828
Calmar Ratio Rank
VGK Martin Ratio Rank: 3434
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. VGK - 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 Vanguard FTSE Europe ETF (VGK). 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.DEVGKDifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

+0.18

Omega ratioGain probability vs. loss probability

1.24

1.21

+0.03

Calmar ratioReturn relative to maximum drawdown

1.68

1.49

+0.19

Martin ratioReturn relative to average drawdown

6.32

6.01

+0.32

EXSA.DE vs. VGK - Sharpe Ratio Comparison

The current EXSA.DE Sharpe Ratio is 1.25, which is comparable to the VGK Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of EXSA.DE and VGK, 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.DEVGKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

1.15

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.62

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.52

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.28

+0.11

Drawdowns

EXSA.DE vs. VGK - Drawdown Comparison

The maximum EXSA.DE drawdown since its inception was -58.34%, roughly equal to the maximum VGK drawdown of -58.19%. Use the drawdown chart below to compare losses from any high point for EXSA.DE and VGK.


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Drawdown Indicators


EXSA.DEVGKDifference

Max Drawdown

Largest peak-to-trough decline

-58.34%

-58.19%

-0.15%

Max Drawdown (1Y)

Largest decline over 1 year

-9.64%

-10.30%

+0.66%

Max Drawdown (3Y)

Largest decline over 3 years

-16.33%

-15.24%

-1.09%

Max Drawdown (5Y)

Largest decline over 5 years

-20.68%

-21.12%

+0.44%

Max Drawdown (10Y)

Largest decline over 10 years

-35.69%

-37.21%

+1.52%

Current Drawdown

Current decline from peak

-1.64%

-1.70%

+0.06%

Average Drawdown

Average peak-to-trough decline

-11.13%

-11.74%

+0.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.57%

2.56%

+0.01%

Volatility

EXSA.DE vs. VGK - Volatility Comparison

iShares STOXX Europe 600 UCITS ETF (DE) (EXSA.DE) and Vanguard FTSE Europe ETF (VGK) have volatilities of 4.33% and 4.39%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXSA.DEVGKDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.33%

4.39%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

10.68%

11.14%

-0.46%

Volatility (1Y)

Calculated over the trailing 1-year period

12.96%

13.42%

-0.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.44%

14.90%

-0.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.78%

17.22%

-1.44%

EXSA.DE vs. VGK - Expense Ratio Comparison

EXSA.DE has a 0.20% expense ratio, which is higher than VGK's 0.06% 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. VGK - Dividend Comparison

EXSA.DE's dividend yield for the trailing twelve months is around 2.36%, less than VGK's 2.84% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
VGK
Vanguard FTSE Europe ETF
2.84%2.86%3.61%3.15%3.25%3.05%2.11%3.27%3.95%2.70%3.52%3.25%

Frequently Asked Questions


EXSA.DE and VGK have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VGK is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VGK is cheaper with a 0.06% expense ratio, compared with 0.20% for EXSA.DE.

EXSA.DE tracks STOXX® Europe 600, while VGK tracks FTSE Developed Europe All Cap Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.20% for EXSA.DE and 0.06% for VGK.

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