EXSG.DE vs. H4ZA.DE
EXSG.DE (iShares EURO STOXX Select Dividend 30 UCITS ETF (DE)) and H4ZA.DE (HSBC EURO STOXX 50 UCITS ETF EUR) are both Europe Equities funds - EXSG.DE tracks the EURO STOXX® Select Dividend 30 while H4ZA.DE tracks the EURO STOXX® 50. Both are passively managed. Over the past 10 years, EXSG.DE returned 7.41%/yr vs 10.80%/yr for H4ZA.DE. Their correlation of 0.87 suggests significant overlap in exposure. EXSG.DE charges 0.32%/yr vs 0.05%/yr for H4ZA.DE.
Performance
EXSG.DE vs. H4ZA.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 H4ZA.DE's 7.24% return. Over the past 10 years, EXSG.DE has underperformed H4ZA.DE with an annualized return of 7.41%, while H4ZA.DE has yielded a comparatively higher 10.80% 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%
H4ZA.DE
- 1D
- 0.77%
- 1M
- 1.94%
- YTD
- 7.24%
- 6M
- 8.59%
- 1Y
- 15.63%
- 3Y*
- 16.60%
- 5Y*
- 12.12%
- 10Y*
- 10.80%
EXSG.DE vs. H4ZA.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% |
H4ZA.DE HSBC EURO STOXX 50 UCITS ETF EUR | 7.24% | 22.26% | 13.81% | 22.59% | -8.87% | 23.72% | -2.73% | 30.07% | -11.96% | 10.07% |
Correlation
The correlation between EXSG.DE and H4ZA.DE is 0.78, 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 | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Oct 12, 2010 | 0.87 |
The correlation between EXSG.DE and H4ZA.DE has been stable across timeframes, ranging from 0.78 to 0.87 - a consistent structural relationship.
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Return for Risk
EXSG.DE vs. H4ZA.DE — Risk / Return Rank
EXSG.DE
H4ZA.DE
EXSG.DE vs. H4ZA.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 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.
| EXSG.DE | H4ZA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.82 | ||
| Sortino ratioReturn per unit of downside risk | +0.98 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.18 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.71 | 1.43 | +1.28 |
| Martin ratioReturn relative to average drawdown | 8.47 | 4.85 | +3.62 |
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 | H4ZA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.80 | 0.98 | +0.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.69 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.59 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.41 | -0.14 |
Drawdowns
EXSG.DE vs. H4ZA.DE - Drawdown Comparison
The maximum EXSG.DE drawdown since its inception was -70.80%, which is greater than H4ZA.DE's maximum drawdown of -38.41%. Use the drawdown chart below to compare losses from any high point for EXSG.DE and H4ZA.DE.
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Drawdown Indicators
| EXSG.DE | H4ZA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.80% | -38.41% | -32.39% |
Max Drawdown (1Y)Largest decline over 1 year | -7.84% | -10.97% | +3.13% |
Max Drawdown (3Y)Largest decline over 3 years | -12.86% | -16.40% | +3.54% |
Max Drawdown (5Y)Largest decline over 5 years | -24.70% | -23.26% | -1.44% |
Max Drawdown (10Y)Largest decline over 10 years | -43.45% | -38.41% | -5.04% |
Current DrawdownCurrent decline from peak | -1.33% | -0.50% | -0.83% |
Average DrawdownAverage peak-to-trough decline | -21.25% | -7.84% | -13.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 3.24% | -0.73% |
Volatility
EXSG.DE vs. H4ZA.DE - Volatility Comparison
The current volatility for iShares EURO STOXX Select Dividend 30 UCITS ETF (DE) (EXSG.DE) is 3.34%, while HSBC EURO STOXX 50 UCITS ETF EUR (H4ZA.DE) has a volatility of 4.95%. This indicates that EXSG.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
| EXSG.DE | H4ZA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.34% | 4.95% | -1.61% |
Volatility (6M)Calculated over the trailing 6-month period | 9.52% | 12.99% | -3.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.77% | 15.99% | -4.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.75% | 17.50% | -2.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.72% | 18.17% | -0.45% |
EXSG.DE vs. H4ZA.DE - Expense Ratio Comparison
EXSG.DE has a 0.32% expense ratio, which is higher than H4ZA.DE's 0.05% expense ratio.
Dividends
EXSG.DE vs. H4ZA.DE - Dividend Comparison
EXSG.DE's dividend yield for the trailing twelve months is around 4.10%, more than H4ZA.DE's 2.44% 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% |
H4ZA.DE HSBC EURO STOXX 50 UCITS ETF EUR | 2.44% | 2.49% | 5.35% | 2.93% | 2.94% | 1.94% | 2.06% | 2.84% | 3.55% | 2.73% | 2.85% | 2.70% |
Frequently Asked Questions
EXSG.DE and H4ZA.DE have a correlation of 0.78, 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 0.32% for EXSG.DE.
EXSG.DE tracks EURO STOXX® Select Dividend 30, while H4ZA.DE tracks EURO STOXX® 50. They also come from different issuers: iShares and HSBC. Their fees differ too: 0.32% for EXSG.DE and 0.05% for H4ZA.DE.
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