EXSG.DE vs. EXH5.DE
EXSG.DE (iShares EURO STOXX Select Dividend 30 UCITS ETF (DE)) and EXH5.DE (iShares STOXX Europe 600 Insurance UCITS ETF (DE)) are both exchange-traded funds - EXSG.DE is a Europe Equities fund tracking the EURO STOXX® Select Dividend 30, while EXH5.DE is a Financials Equities fund tracking the STOXX® Europe 600 Insurance. Both are passively managed. Over the past 10 years, EXSG.DE returned 7.41%/yr vs 11.04%/yr for EXH5.DE. Their correlation of 0.81 suggests significant overlap in exposure. EXSG.DE charges 0.32%/yr vs 0.46%/yr for EXH5.DE.
Performance
EXSG.DE vs. EXH5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXSG.DE achieves a 7.97% return, which is significantly higher than EXH5.DE's -2.53% return. Over the past 10 years, EXSG.DE has underperformed EXH5.DE with an annualized return of 7.41%, while EXH5.DE has yielded a comparatively higher 11.04% annualized return.
EXSG.DE
- 1D
- 0.33%
- 1M
- 1.17%
- YTD
- 7.97%
- 6M
- 10.98%
- 1Y
- 20.85%
- 3Y*
- 20.16%
- 5Y*
- 9.16%
- 10Y*
- 7.41%
EXH5.DE
- 1D
- 0.28%
- 1M
- -3.87%
- YTD
- -2.53%
- 6M
- 3.06%
- 1Y
- 2.56%
- 3Y*
- 18.16%
- 5Y*
- 13.96%
- 10Y*
- 11.04%
EXSG.DE vs. EXH5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXSG.DE iShares EURO STOXX Select Dividend 30 UCITS ETF (DE) | 7.97% | 43.07% | 7.93% | 4.12% | -13.46% | 23.87% | -18.07% | 22.83% | -11.04% | 10.11% |
EXH5.DE iShares STOXX Europe 600 Insurance UCITS ETF (DE) | -2.53% | 29.72% | 22.68% | 12.56% | 3.63% | 19.44% | -10.66% | 30.48% | -7.15% | 11.47% |
Correlation
The correlation between EXSG.DE and EXH5.DE is 0.73, 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 | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since May 13, 2005 | 0.81 |
The correlation between EXSG.DE and EXH5.DE has been stable across timeframes, ranging from 0.73 to 0.83 - a consistent structural relationship.
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Return for Risk
EXSG.DE vs. EXH5.DE — Risk / Return Rank
EXSG.DE
EXH5.DE
EXSG.DE vs. EXH5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares EURO STOXX Select Dividend 30 UCITS ETF (DE) (EXSG.DE) and iShares STOXX Europe 600 Insurance UCITS ETF (DE) (EXH5.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.
| EXSG.DE | EXH5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.62 | ||
| Sortino ratioReturn per unit of downside risk | +2.17 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.04 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 2.71 | 0.38 | +2.33 |
| Martin ratioReturn relative to average drawdown | 8.47 | 0.78 | +7.68 |
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
| EXSG.DE | EXH5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.80 | 0.19 | +1.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.83 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.55 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.31 | -0.04 |
Drawdowns
EXSG.DE vs. EXH5.DE - Drawdown Comparison
The maximum EXSG.DE drawdown since its inception was -70.80%, roughly equal to the maximum EXH5.DE drawdown of -73.44%. Use the drawdown chart below to compare losses from any high point for EXSG.DE and EXH5.DE.
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Drawdown Indicators
| EXSG.DE | EXH5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.80% | -73.44% | +2.64% |
Max Drawdown (1Y)Largest decline over 1 year | -7.84% | -7.40% | -0.44% |
Max Drawdown (3Y)Largest decline over 3 years | -12.86% | -12.31% | -0.55% |
Max Drawdown (5Y)Largest decline over 5 years | -24.70% | -18.63% | -6.07% |
Max Drawdown (10Y)Largest decline over 10 years | -43.45% | -46.55% | +3.10% |
Current DrawdownCurrent decline from peak | -1.33% | -5.47% | +4.14% |
Average DrawdownAverage peak-to-trough decline | -21.25% | -15.47% | -5.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 3.57% | -1.06% |
Volatility
EXSG.DE vs. EXH5.DE - Volatility Comparison
The current volatility for iShares EURO STOXX Select Dividend 30 UCITS ETF (DE) (EXSG.DE) is 3.34%, while iShares STOXX Europe 600 Insurance UCITS ETF (DE) (EXH5.DE) has a volatility of 4.83%. This indicates that EXSG.DE experiences smaller price fluctuations and is considered to be less risky than EXH5.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EXSG.DE | EXH5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.34% | 4.83% | -1.49% |
Volatility (6M)Calculated over the trailing 6-month period | 9.52% | 11.66% | -2.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.77% | 15.13% | -3.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.75% | 16.59% | -1.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.72% | 19.93% | -2.21% |
EXSG.DE vs. EXH5.DE - Expense Ratio Comparison
EXSG.DE has a 0.32% expense ratio, which is lower than EXH5.DE's 0.46% expense ratio.
Dividends
EXSG.DE vs. EXH5.DE - Dividend Comparison
EXSG.DE's dividend yield for the trailing twelve months is around 4.10%, more than EXH5.DE's 3.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXH5.DE iShares STOXX Europe 600 Insurance UCITS ETF (DE) | 3.48% | 3.39% | 3.59% | 3.79% | 4.51% | 3.56% | 2.52% | 3.84% | 4.03% | 4.87% | 4.34% | 3.67% |
EXSG.DE iShares EURO STOXX Select Dividend 30 UCITS ETF (DE) | 4.10% | 4.47% | 5.94% | 5.72% | 5.29% | 3.91% | 3.22% | 4.60% | 5.06% | 7.36% | 4.78% | 4.24% |
Frequently Asked Questions
EXSG.DE and EXH5.DE have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EXSG.DE is cheaper at 0.32% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXSG.DE is cheaper with a 0.32% expense ratio, compared with 0.46% for EXH5.DE.
EXSG.DE is categorized as Europe Equities, while EXH5.DE is Financials Equities. EXSG.DE tracks EURO STOXX® Select Dividend 30, while EXH5.DE tracks STOXX® Europe 600 Insurance. Their fees differ too: 0.32% for EXSG.DE and 0.46% for EXH5.DE.
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