EXSG.DE vs. FAAR
EXSG.DE (iShares EURO STOXX Select Dividend 30 UCITS ETF (DE)) and FAAR (First Trust Alternative Absolute Return Strategy ETF) are both exchange-traded funds - EXSG.DE is a Europe Equities fund tracking the EURO STOXX® Select Dividend 30, while FAAR is a Commodities fund actively managed by First Trust. EXSG.DE is passively managed, while FAAR is actively managed. Over the past 10 years, EXSG.DE returned 7.41%/yr vs 4.84%/yr for FAAR. At a 0.00 correlation, their price movements are largely independent. EXSG.DE charges 0.32%/yr vs 0.95%/yr for FAAR.
Performance
EXSG.DE vs. FAAR - Performance Comparison
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Different Trading Currencies
EXSG.DE is traded in EUR, while FAAR is traded in USD. To make them comparable, the FAAR values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, EXSG.DE achieves a 7.97% return, which is significantly lower than FAAR's 26.04% return. Over the past 10 years, EXSG.DE has outperformed FAAR with an annualized return of 7.41%, while FAAR has yielded a comparatively lower 4.84% 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%
FAAR
- 1D
- -0.42%
- 1M
- 1.33%
- YTD
- 26.04%
- 6M
- 21.11%
- 1Y
- 36.43%
- 3Y*
- 8.71%
- 5Y*
- 8.88%
- 10Y*
- 4.84%
EXSG.DE vs. FAAR - 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% |
FAAR First Trust Alternative Absolute Return Strategy ETF | 26.04% | -4.76% | 12.96% | -8.46% | 16.98% | 20.75% | -0.35% | 0.95% | -4.90% | -7.90% |
Correlation
The correlation between EXSG.DE and FAAR is -0.10, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.00 |
Correlation (All Time) Calculated using the full available price history since May 24, 2016 | 0.00 |
The correlation between EXSG.DE and FAAR shifts across timeframes, from -0.10 (3 years) to 0.00 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EXSG.DE vs. FAAR — Risk / Return Rank
EXSG.DE
FAAR
EXSG.DE vs. FAAR - 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 First Trust Alternative Absolute Return Strategy ETF (FAAR). 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 | FAAR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.53 | ||
| Sortino ratioReturn per unit of downside risk | -0.80 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.40 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.71 | 5.96 | -3.25 |
| Martin ratioReturn relative to average drawdown | 8.47 | 15.81 | -7.34 |
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 | FAAR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.80 | 2.33 | -0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.58 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.35 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.34 | -0.08 |
Drawdowns
EXSG.DE vs. FAAR - Drawdown Comparison
The maximum EXSG.DE drawdown since its inception was -70.80%, which is greater than FAAR's maximum drawdown of -22.43%. Use the drawdown chart below to compare losses from any high point for EXSG.DE and FAAR.
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Drawdown Indicators
| EXSG.DE | FAAR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.80% | -22.43% | -48.37% |
Max Drawdown (1Y)Largest decline over 1 year | -7.84% | -6.15% | -1.69% |
Max Drawdown (3Y)Largest decline over 3 years | -12.86% | -18.12% | +5.26% |
Max Drawdown (5Y)Largest decline over 5 years | -24.70% | -22.43% | -2.27% |
Max Drawdown (10Y)Largest decline over 10 years | -43.45% | -22.43% | -21.02% |
Current DrawdownCurrent decline from peak | -1.33% | -1.89% | +0.56% |
Average DrawdownAverage peak-to-trough decline | -21.25% | -10.00% | -11.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 2.31% | +0.20% |
Volatility
EXSG.DE vs. FAAR - Volatility Comparison
iShares EURO STOXX Select Dividend 30 UCITS ETF (DE) (EXSG.DE) has a higher volatility of 3.34% compared to First Trust Alternative Absolute Return Strategy ETF (FAAR) at 2.53%. This indicates that EXSG.DE's price experiences larger fluctuations and is considered to be riskier than FAAR 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 | FAAR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.34% | 2.53% | +0.81% |
Volatility (6M)Calculated over the trailing 6-month period | 9.52% | 11.13% | -1.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.77% | 15.69% | -3.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.75% | 15.42% | -0.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.72% | 13.68% | +4.04% |
EXSG.DE vs. FAAR - Expense Ratio Comparison
EXSG.DE has a 0.32% expense ratio, which is lower than FAAR's 0.95% expense ratio.
Dividends
EXSG.DE vs. FAAR - Dividend Comparison
EXSG.DE's dividend yield for the trailing twelve months is around 4.10%, less than FAAR's 9.31% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
FAAR First Trust Alternative Absolute Return Strategy ETF | 9.31% | 11.63% | 3.45% | 3.20% | 5.82% | 6.49% | 3.05% | 1.02% | 0.58% | 2.83% | 0.00% | 0.00% |
Frequently Asked Questions
EXSG.DE and FAAR have a correlation of -0.10, 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 0.95% for FAAR.
EXSG.DE is categorized as Europe Equities, while FAAR is Commodities. They also come from different issuers: iShares and First Trust. Their fees differ too: 0.32% for EXSG.DE and 0.95% for FAAR.
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