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EXSB.DE vs. 18M2.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXSB.DE vs. 18M2.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares DivDAX UCITS ETF (DE) (EXSB.DE) and Amundi ETF MSCI EMU High Dividend UCITS ETF EUR (18M2.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EXSB.DE achieves a 1.54% return, which is significantly lower than 18M2.DE's 6.76% return. Over the past 10 years, EXSB.DE has underperformed 18M2.DE with an annualized return of 7.59%, while 18M2.DE has yielded a comparatively higher 8.26% annualized return.


EXSB.DE

1D
-0.71%
1M
-0.92%
YTD
1.54%
6M
3.75%
1Y
8.12%
3Y*
9.41%
5Y*
5.53%
10Y*
7.59%

18M2.DE

1D
0.32%
1M
1.10%
YTD
6.76%
6M
8.84%
1Y
15.86%
3Y*
12.13%
5Y*
8.90%
10Y*
8.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXSB.DE vs. 18M2.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXSB.DE
iShares DivDAX UCITS ETF (DE)
1.54%21.72%4.26%17.02%-11.05%13.58%2.20%23.19%-16.62%13.85%
18M2.DE
Amundi ETF MSCI EMU High Dividend UCITS ETF EUR
6.76%21.49%3.36%16.14%-6.47%16.02%-6.39%24.91%-4.44%7.99%

Correlation

The correlation between EXSB.DE and 18M2.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

0.85

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

0.88

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

0.88

Correlation (All Time)
Calculated using the full available price history since Mar 18, 2010

0.84

The correlation between EXSB.DE and 18M2.DE has been stable across timeframes, ranging from 0.81 to 0.88 - a consistent structural relationship.

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Return for Risk

EXSB.DE vs. 18M2.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EXSB.DE
EXSB.DE Risk / Return Rank: 1919
Overall Rank
EXSB.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
EXSB.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
EXSB.DE Omega Ratio Rank: 1818
Omega Ratio Rank
EXSB.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
EXSB.DE Martin Ratio Rank: 2020
Martin Ratio Rank

18M2.DE
18M2.DE Risk / Return Rank: 4545
Overall Rank
18M2.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
18M2.DE Sortino Ratio Rank: 4141
Sortino Ratio Rank
18M2.DE Omega Ratio Rank: 4444
Omega Ratio Rank
18M2.DE Calmar Ratio Rank: 5252
Calmar Ratio Rank
18M2.DE Martin Ratio Rank: 4242
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.

EXSB.DE vs. 18M2.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares DivDAX UCITS ETF (DE) (EXSB.DE) and Amundi ETF MSCI EMU High Dividend UCITS ETF EUR (18M2.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.


EXSB.DE18M2.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.94

Sortino ratioReturn per unit of downside risk

-1.20

Omega ratioGain probability vs. loss probability

1.11

1.28

-0.17

Calmar ratioReturn relative to maximum drawdown

0.82

2.55

-1.73

Martin ratioReturn relative to average drawdown

2.26

6.71

-4.44

EXSB.DE vs. 18M2.DE - Sharpe Ratio Comparison

The current EXSB.DE Sharpe Ratio is 0.55, which is lower than the 18M2.DE Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of EXSB.DE and 18M2.DE, 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


EXSB.DE18M2.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.55

1.49

-0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.66

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.53

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.44

-0.10

Drawdowns

EXSB.DE vs. 18M2.DE - Drawdown Comparison

The maximum EXSB.DE drawdown since its inception was -60.17%, which is greater than 18M2.DE's maximum drawdown of -37.06%. Use the drawdown chart below to compare losses from any high point for EXSB.DE and 18M2.DE.


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Drawdown Indicators


EXSB.DE18M2.DEDifference

Max Drawdown

Largest peak-to-trough decline

-60.17%

-37.06%

-23.11%

Max Drawdown (1Y)

Largest decline over 1 year

-9.88%

-6.19%

-3.69%

Max Drawdown (3Y)

Largest decline over 3 years

-15.89%

-14.68%

-1.21%

Max Drawdown (5Y)

Largest decline over 5 years

-25.49%

-20.81%

-4.68%

Max Drawdown (10Y)

Largest decline over 10 years

-41.68%

-37.06%

-4.62%

Current Drawdown

Current decline from peak

-5.13%

-1.44%

-3.69%

Average Drawdown

Average peak-to-trough decline

-12.25%

-6.42%

-5.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.58%

2.36%

+1.22%

Volatility

EXSB.DE vs. 18M2.DE - Volatility Comparison

iShares DivDAX UCITS ETF (DE) (EXSB.DE) has a higher volatility of 3.57% compared to Amundi ETF MSCI EMU High Dividend UCITS ETF EUR (18M2.DE) at 2.63%. This indicates that EXSB.DE's price experiences larger fluctuations and is considered to be riskier than 18M2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXSB.DE18M2.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.57%

2.63%

+0.94%

Volatility (6M)

Calculated over the trailing 6-month period

11.51%

8.33%

+3.18%

Volatility (1Y)

Calculated over the trailing 1-year period

14.64%

10.62%

+4.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.99%

13.41%

+3.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.65%

15.44%

+3.21%

EXSB.DE vs. 18M2.DE - Expense Ratio Comparison

EXSB.DE has a 0.31% expense ratio, which is higher than 18M2.DE's 0.30% expense ratio.


Dividends

EXSB.DE vs. 18M2.DE - Dividend Comparison

EXSB.DE's dividend yield for the trailing twelve months is around 3.06%, while 18M2.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
18M2.DE
Amundi ETF MSCI EMU High Dividend UCITS ETF EUR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EXSB.DE
iShares DivDAX UCITS ETF (DE)
3.06%3.11%3.50%4.55%3.19%2.17%2.19%2.36%2.77%1.65%2.53%3.23%

Frequently Asked Questions


EXSB.DE and 18M2.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, 18M2.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

18M2.DE is cheaper with a 0.30% expense ratio, compared with 0.31% for EXSB.DE.

EXSB.DE tracks DivDAX®, while 18M2.DE tracks MSCI EMU High Dividend Yield. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.31% for EXSB.DE and 0.30% for 18M2.DE.

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