EXSD.DE vs. H4ZA.DE
EXSD.DE (iShares STOXX Europe Mid 200 UCITS ETF (DE)) and H4ZA.DE (HSBC EURO STOXX 50 UCITS ETF EUR) are both Europe Equities funds - EXSD.DE tracks the STOXX Europe Mid 200 Index while H4ZA.DE tracks the EURO STOXX® 50. Both are passively managed. Over the past 10 years, EXSD.DE returned 8.60%/yr vs 11.03%/yr for H4ZA.DE. Their correlation of 0.85 suggests significant overlap in exposure. EXSD.DE charges 0.21%/yr vs 0.05%/yr for H4ZA.DE.
Performance
EXSD.DE vs. H4ZA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXSD.DE achieves a 11.85% return, which is significantly higher than H4ZA.DE's 9.79% return. Over the past 10 years, EXSD.DE has underperformed H4ZA.DE with an annualized return of 8.60%, while H4ZA.DE has yielded a comparatively higher 11.03% annualized return.
EXSD.DE
- 1D
- -0.10%
- 1M
- 2.09%
- 6M
- 8.29%
- YTD
- 11.85%
- 1Y
- 18.75%
- 3Y*
- 14.48%
- 5Y*
- 6.74%
- 10Y*
- 8.60%
H4ZA.DE
- 1D
- -0.80%
- 1M
- -0.88%
- 6M
- 5.52%
- YTD
- 9.79%
- 1Y
- 18.89%
- 3Y*
- 15.78%
- 5Y*
- 12.34%
- 10Y*
- 11.03%
EXSD.DE vs. H4ZA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXSD.DE iShares STOXX Europe Mid 200 UCITS ETF (DE) | 11.85% | 20.71% | 5.80% | 15.08% | -18.91% | 18.43% | 0.93% | 29.02% | -11.97% | 16.29% |
H4ZA.DE HSBC EURO STOXX 50 UCITS ETF EUR | 9.79% | 22.26% | 11.06% | 22.59% | -8.87% | 23.72% | -2.73% | 30.04% | -11.95% | 10.07% |
Correlation
The correlation between EXSD.DE and H4ZA.DE is 0.72, 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 | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2010 | 0.85 |
The correlation between EXSD.DE and H4ZA.DE shifts across timeframes, from 0.72 (1 year) to 0.85 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
EXSD.DE vs. H4ZA.DE — Risk / Return Rank
EXSD.DE
H4ZA.DE
EXSD.DE vs. H4ZA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe Mid 200 UCITS ETF (DE) (EXSD.DE) and HSBC EURO STOXX 50 UCITS ETF EUR (H4ZA.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EXSD.DE | H4ZA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.28 | ||
| Sortino ratioReturn per unit of downside risk | +0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.22 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.12 | 1.72 | +0.40 |
| Martin ratioReturn relative to average drawdown | 7.52 | 6.00 | +1.52 |
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Drawdowns
EXSD.DE vs. H4ZA.DE - Drawdown Comparison
The maximum EXSD.DE drawdown since its inception was -61.46%, which is greater than H4ZA.DE's maximum drawdown of -38.40%. Use the drawdown chart below to compare losses from any high point for EXSD.DE and H4ZA.DE.
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Drawdown Indicators
| EXSD.DE | H4ZA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.46% | -38.40% | -23.06% |
Max Drawdown (1Y)Largest decline over 1 year | -8.81% | -10.97% | +2.16% |
Max Drawdown (3Y)Largest decline over 3 years | -14.39% | -16.39% | +2.00% |
Max Drawdown (5Y)Largest decline over 5 years | -30.21% | -23.26% | -6.95% |
Max Drawdown (10Y)Largest decline over 10 years | -39.16% | -38.40% | -0.76% |
Current DrawdownCurrent decline from peak | -0.27% | -2.69% | +2.42% |
Average DrawdownAverage peak-to-trough decline | -12.65% | -7.18% | -5.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 3.14% | -0.65% |
Volatility
EXSD.DE vs. H4ZA.DE - Volatility Comparison
The current volatility for iShares STOXX Europe Mid 200 UCITS ETF (DE) (EXSD.DE) is 3.28%, while HSBC EURO STOXX 50 UCITS ETF EUR (H4ZA.DE) has a volatility of 3.98%. This indicates that EXSD.DE experiences smaller price fluctuations and is considered to be less risky than H4ZA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EXSD.DE | H4ZA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.28% | 3.98% | -0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 10.56% | 13.35% | -2.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.87% | 16.04% | -3.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.66% | 17.53% | -1.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.64% | 17.81% | -1.17% |
EXSD.DE vs. H4ZA.DE - Expense Ratio Comparison
EXSD.DE has a 0.21% expense ratio, which is higher than H4ZA.DE's 0.05% 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
EXSD.DE vs. H4ZA.DE - Dividend Comparison
EXSD.DE's dividend yield for the trailing twelve months is around 2.72%, more than H4ZA.DE's 2.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXSD.DE iShares STOXX Europe Mid 200 UCITS ETF (DE) | 2.72% | 3.08% | 3.23% | 2.71% | 3.06% | 2.12% | 1.54% | 2.85% | 3.02% | 3.28% | 3.16% | 2.64% |
H4ZA.DE HSBC EURO STOXX 50 UCITS ETF EUR | 2.38% | 2.49% | 2.89% | 2.93% | 2.94% | 1.94% | 2.06% | 2.84% | 3.55% | 2.73% | 2.85% | 2.70% |
Frequently Asked Questions
EXSD.DE and H4ZA.DE have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, H4ZA.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
H4ZA.DE is cheaper with a 0.05% expense ratio, compared with 0.21% for EXSD.DE.
EXSD.DE tracks STOXX Europe Mid 200 Index, while H4ZA.DE tracks EURO STOXX® 50. They also come from different issuers: iShares and HSBC. Their fees differ too: 0.21% for EXSD.DE and 0.05% for H4ZA.DE.
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