EXSE.DE vs. S6X0.DE
EXSE.DE (iShares STOXX Europe Small 200 UCITS ETF (DE)) and S6X0.DE (Invesco EURO STOXX 50 UCITS ETF Dist) are both Europe Equities funds - EXSE.DE tracks the STOXX® Europe Small 200 while S6X0.DE tracks the EURO STOXX 50. Both are passively managed. Over the past 10 years, EXSE.DE returned 7.21%/yr vs 10.39%/yr for S6X0.DE. A 0.56 correlation means they provide meaningful diversification when combined. EXSE.DE charges 0.20%/yr vs 0.05%/yr for S6X0.DE.
Performance
EXSE.DE vs. S6X0.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with EXSE.DE having a 7.33% return and S6X0.DE slightly lower at 7.30%. Over the past 10 years, EXSE.DE has underperformed S6X0.DE with an annualized return of 7.21%, while S6X0.DE has yielded a comparatively higher 10.39% 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%
S6X0.DE
- 1D
- 0.75%
- 1M
- 1.98%
- YTD
- 7.30%
- 6M
- 8.70%
- 1Y
- 15.59%
- 3Y*
- 15.53%
- 5Y*
- 11.36%
- 10Y*
- 10.39%
EXSE.DE vs. S6X0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
S6X0.DE Invesco EURO STOXX 50 UCITS ETF Dist | 7.30% | 22.02% | 10.94% | 22.42% | -8.98% | 23.10% | -3.21% | 30.30% | -13.84% | 12.57% |
Correlation
The correlation between EXSE.DE and S6X0.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 | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Dec 7, 2009 | 0.56 |
Over the past year, EXSE.DE and S6X0.DE have become more correlated (0.81) than their long-term average of 0.56, meaning their price movements have been converging.
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Return for Risk
EXSE.DE vs. S6X0.DE — Risk / Return Rank
EXSE.DE
S6X0.DE
EXSE.DE vs. S6X0.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 Invesco EURO STOXX 50 UCITS ETF Dist (S6X0.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.DE | S6X0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.18 | ||
| Sortino ratioReturn per unit of downside risk | +0.15 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.18 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.49 | 1.44 | +0.05 |
| Martin ratioReturn relative to average drawdown | 5.48 | 4.89 | +0.59 |
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
| EXSE.DE | S6X0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.16 | 0.98 | +0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.65 | -0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.63 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.51 | -0.11 |
Drawdowns
EXSE.DE vs. S6X0.DE - Drawdown Comparison
The maximum EXSE.DE drawdown since its inception was -62.51%, which is greater than S6X0.DE's maximum drawdown of -38.54%. Use the drawdown chart below to compare losses from any high point for EXSE.DE and S6X0.DE.
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Drawdown Indicators
| EXSE.DE | S6X0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.51% | -38.54% | -23.97% |
Max Drawdown (1Y)Largest decline over 1 year | -10.36% | -10.88% | +0.52% |
Max Drawdown (3Y)Largest decline over 3 years | -15.61% | -16.56% | +0.95% |
Max Drawdown (5Y)Largest decline over 5 years | -35.13% | -23.41% | -11.72% |
Max Drawdown (10Y)Largest decline over 10 years | -38.03% | -38.54% | +0.51% |
Current DrawdownCurrent decline from peak | -1.14% | -0.51% | -0.63% |
Average DrawdownAverage peak-to-trough decline | -12.96% | -6.82% | -6.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 3.21% | -0.39% |
Volatility
EXSE.DE vs. S6X0.DE - Volatility Comparison
The current volatility for iShares STOXX Europe Small 200 UCITS ETF (DE) (EXSE.DE) is 3.72%, while Invesco EURO STOXX 50 UCITS ETF Dist (S6X0.DE) has a volatility of 4.96%. This indicates that EXSE.DE experiences smaller price fluctuations and is considered to be less risky than S6X0.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.DE | S6X0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.72% | 4.96% | -1.24% |
Volatility (6M)Calculated over the trailing 6-month period | 10.87% | 12.92% | -2.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.33% | 15.93% | -2.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.91% | 17.56% | -0.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.34% | 20.60% | -3.26% |
EXSE.DE vs. S6X0.DE - Expense Ratio Comparison
EXSE.DE has a 0.20% expense ratio, which is higher than S6X0.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
EXSE.DE vs. S6X0.DE - Dividend Comparison
EXSE.DE's dividend yield for the trailing twelve months is around 2.67%, less than S6X0.DE's 2.78% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
S6X0.DE Invesco EURO STOXX 50 UCITS ETF Dist | 2.78% | 2.99% | 3.38% | 3.17% | 3.10% | 2.47% | 2.53% | 3.48% | 3.69% | 2.92% | 3.18% | 3.05% |
Frequently Asked Questions
EXSE.DE and S6X0.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, S6X0.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
S6X0.DE is cheaper with a 0.05% expense ratio, compared with 0.20% for EXSE.DE.
EXSE.DE tracks STOXX® Europe Small 200, while S6X0.DE tracks EURO STOXX 50. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.20% for EXSE.DE and 0.05% for S6X0.DE.
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