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

Performance

EXSE.DE vs. EXSA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares STOXX Europe Small 200 UCITS ETF (DE) (EXSE.DE) and iShares STOXX Europe 600 UCITS ETF (DE) (EXSA.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with EXSE.DE having a 7.33% return and EXSA.DE slightly higher at 7.58%. Over the past 10 years, EXSE.DE has underperformed EXSA.DE with an annualized return of 7.21%, while EXSA.DE has yielded a comparatively higher 9.18% annualized return.


EXSE.DE

1D
0.55%
1M
1.10%
YTD
7.33%
6M
10.98%
1Y
15.08%
3Y*
11.63%
5Y*
3.52%
10Y*
7.21%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXSE.DE vs. EXSA.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXSE.DE
iShares STOXX Europe Small 200 UCITS ETF (DE)
7.33%18.59%3.15%12.44%-23.69%22.14%4.50%30.93%-13.60%17.93%
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%

Correlation

The correlation between EXSE.DE and EXSA.DE is 0.87, 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

0.87

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

0.88

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

0.90

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

0.89

Correlation (All Time)
Calculated using the full available price history since Apr 18, 2005

0.83

The correlation between EXSE.DE and EXSA.DE has been stable across timeframes, ranging from 0.83 to 0.90 - a consistent structural relationship.

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Return for Risk

EXSE.DE vs. EXSA.DE — Risk / Return Rank

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

EXSE.DE
EXSE.DE Risk / Return Rank: 3333
Overall Rank
EXSE.DE Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
EXSE.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
EXSE.DE Omega Ratio Rank: 3232
Omega Ratio Rank
EXSE.DE Calmar Ratio Rank: 3131
Calmar Ratio Rank
EXSE.DE Martin Ratio Rank: 3636
Martin Ratio Rank

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
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.

EXSE.DE vs. EXSA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe Small 200 UCITS ETF (DE) (EXSE.DE) and iShares STOXX Europe 600 UCITS ETF (DE) (EXSA.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.


EXSE.DEEXSA.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.09

Sortino ratioReturn per unit of downside risk

-0.16

Omega ratioGain probability vs. loss probability

1.21

1.24

-0.02

Calmar ratioReturn relative to maximum drawdown

1.49

1.68

-0.19

Martin ratioReturn relative to average drawdown

5.48

6.32

-0.85

EXSE.DE vs. EXSA.DE - Sharpe Ratio Comparison

The current EXSE.DE Sharpe Ratio is 1.16, which is comparable to the EXSA.DE Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of EXSE.DE and EXSA.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


EXSE.DEEXSA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

1.25

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.66

-0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.58

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.39

0.00

Drawdowns

EXSE.DE vs. EXSA.DE - Drawdown Comparison

The maximum EXSE.DE drawdown since its inception was -62.51%, which is greater than EXSA.DE's maximum drawdown of -58.34%. Use the drawdown chart below to compare losses from any high point for EXSE.DE and EXSA.DE.


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Drawdown Indicators


EXSE.DEEXSA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-62.51%

-58.34%

-4.17%

Max Drawdown (1Y)

Largest decline over 1 year

-10.36%

-9.64%

-0.72%

Max Drawdown (3Y)

Largest decline over 3 years

-15.61%

-16.33%

+0.72%

Max Drawdown (5Y)

Largest decline over 5 years

-35.13%

-20.68%

-14.45%

Max Drawdown (10Y)

Largest decline over 10 years

-38.03%

-35.69%

-2.34%

Current Drawdown

Current decline from peak

-1.14%

-1.64%

+0.50%

Average Drawdown

Average peak-to-trough decline

-12.96%

-11.13%

-1.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.82%

2.57%

+0.25%

Volatility

EXSE.DE vs. EXSA.DE - Volatility Comparison

The current volatility for iShares STOXX Europe Small 200 UCITS ETF (DE) (EXSE.DE) is 3.72%, while iShares STOXX Europe 600 UCITS ETF (DE) (EXSA.DE) has a volatility of 4.33%. This indicates that EXSE.DE experiences smaller price fluctuations and is considered to be less risky than EXSA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXSE.DEEXSA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.72%

4.33%

-0.61%

Volatility (6M)

Calculated over the trailing 6-month period

10.87%

10.68%

+0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

13.33%

12.96%

+0.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.91%

14.44%

+2.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.34%

15.78%

+1.56%

EXSE.DE vs. EXSA.DE - Expense Ratio Comparison

Both EXSE.DE and EXSA.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

EXSE.DE vs. EXSA.DE - Dividend Comparison

EXSE.DE's dividend yield for the trailing twelve months is around 2.67%, more than EXSA.DE's 2.36% 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%
EXSE.DE
iShares STOXX Europe Small 200 UCITS ETF (DE)
2.67%2.91%2.58%2.29%2.59%1.43%1.25%2.13%2.59%3.45%2.83%2.87%

Frequently Asked Questions


EXSE.DE and EXSA.DE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

EXSE.DE and EXSA.DE have the same expense ratio: 0.20% per year.

EXSE.DE tracks STOXX® Europe Small 200, while EXSA.DE tracks STOXX® Europe 600.

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