PortfoliosLab logoPortfoliosLab logo
EXSB.DE vs. ED3F.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXSB.DE vs. ED3F.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares DivDAX UCITS ETF (DE) (EXSB.DE) and Global X Europe Focused Defence Tech UCITS ETF EUR Accumulating (ED3F.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, EXSB.DE achieves a 1.54% return, which is significantly higher than ED3F.DE's 0.02% 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%

ED3F.DE

1D
-0.42%
1M
-8.21%
YTD
0.02%
6M
4.46%
1Y
-1.88%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXSB.DE vs. ED3F.DE - Yearly Performance Comparison


Correlation

The correlation between EXSB.DE and ED3F.DE is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.07

Correlation (All Time)
Calculated using the full available price history since May 23, 2025

0.08

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

EXSB.DE vs. ED3F.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

ED3F.DE
ED3F.DE Risk / Return Rank: 99
Overall Rank
ED3F.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
ED3F.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
ED3F.DE Omega Ratio Rank: 99
Omega Ratio Rank
ED3F.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
ED3F.DE Martin Ratio Rank: 88
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. ED3F.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares DivDAX UCITS ETF (DE) (EXSB.DE) and Global X Europe Focused Defence Tech UCITS ETF EUR Accumulating (ED3F.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.DEED3F.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.61

Sortino ratioReturn per unit of downside risk

+0.73

Omega ratioGain probability vs. loss probability

1.11

1.01

+0.09

Calmar ratioReturn relative to maximum drawdown

0.82

-0.08

+0.90

Martin ratioReturn relative to average drawdown

2.26

-0.18

+2.44

EXSB.DE vs. ED3F.DE - Sharpe Ratio Comparison

The current EXSB.DE Sharpe Ratio is 0.55, which is higher than the ED3F.DE Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of EXSB.DE and ED3F.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.


Loading charts...

Sharpe Ratios by Period


EXSB.DEED3F.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.55

-0.06

+0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.15

+0.19

Drawdowns

EXSB.DE vs. ED3F.DE - Drawdown Comparison

The maximum EXSB.DE drawdown since its inception was -60.17%, which is greater than ED3F.DE's maximum drawdown of -23.91%. Use the drawdown chart below to compare losses from any high point for EXSB.DE and ED3F.DE.


Loading charts...

Drawdown Indicators


EXSB.DEED3F.DEDifference

Max Drawdown

Largest peak-to-trough decline

-60.17%

-23.91%

-36.26%

Max Drawdown (1Y)

Largest decline over 1 year

-9.88%

-23.91%

+14.03%

Max Drawdown (3Y)

Largest decline over 3 years

-15.89%

Max Drawdown (5Y)

Largest decline over 5 years

-25.49%

Max Drawdown (10Y)

Largest decline over 10 years

-41.68%

Current Drawdown

Current decline from peak

-5.13%

-20.80%

+15.67%

Average Drawdown

Average peak-to-trough decline

-12.25%

-8.37%

-3.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.58%

10.25%

-6.67%

Volatility

EXSB.DE vs. ED3F.DE - Volatility Comparison

The current volatility for iShares DivDAX UCITS ETF (DE) (EXSB.DE) is 3.57%, while Global X Europe Focused Defence Tech UCITS ETF EUR Accumulating (ED3F.DE) has a volatility of 10.58%. This indicates that EXSB.DE experiences smaller price fluctuations and is considered to be less risky than ED3F.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EXSB.DEED3F.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.57%

10.58%

-7.01%

Volatility (6M)

Calculated over the trailing 6-month period

11.51%

22.80%

-11.29%

Volatility (1Y)

Calculated over the trailing 1-year period

14.64%

30.60%

-15.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.99%

30.42%

-13.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.65%

30.42%

-11.77%

EXSB.DE vs. ED3F.DE - Expense Ratio Comparison

EXSB.DE has a 0.31% expense ratio, which is lower than ED3F.DE's 0.40% expense ratio.


Dividends

EXSB.DE vs. ED3F.DE - Dividend Comparison

EXSB.DE's dividend yield for the trailing twelve months is around 3.06%, while ED3F.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ED3F.DE
Global X Europe Focused Defence Tech UCITS ETF EUR Accumulating
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 ED3F.DE have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EXSB.DE is cheaper at 0.31% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EXSB.DE is cheaper with a 0.31% expense ratio, compared with 0.40% for ED3F.DE.

EXSB.DE is categorized as Europe Equities, while ED3F.DE is Aerospace & Defense. EXSB.DE tracks DivDAX®, while ED3F.DE tracks Mirae Asset Europe Defence Tech Index. They also come from different issuers: iShares and Global X. Their fees differ too: 0.31% for EXSB.DE and 0.40% for ED3F.DE.

Portfolio Optimizer

Find the right allocation for EXSB.DE and ED3F.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