EXSA.DE vs. VGK
EXSA.DE (iShares STOXX Europe 600 UCITS ETF (DE)) and VGK (Vanguard FTSE Europe ETF) are both Europe Equities funds - EXSA.DE tracks the STOXX® Europe 600 while VGK tracks the FTSE Developed Europe All Cap Index. Both are passively managed. Over the past 10 years, EXSA.DE returned 9.18%/yr vs 8.90%/yr for VGK. A 0.73 correlation means they provide meaningful diversification when combined. EXSA.DE charges 0.20%/yr vs 0.06%/yr for VGK.
Performance
EXSA.DE vs. VGK - Performance Comparison
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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%
EXSA.DE vs. VGK - 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% |
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
EXSA.DE
VGK
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.DE | VGK | Difference | |
|---|---|---|---|
| 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 |
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 | VGK | Difference | |
|---|---|---|---|
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.DE | VGK | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.64% | -1.70% | +0.06% |
Average DrawdownAverage peak-to-trough decline | -11.13% | -11.74% | +0.61% |
Ulcer IndexDepth 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.DE | VGK | Difference | |
|---|---|---|---|
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.
| 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% |
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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