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EXSG.DE vs. TDIV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXSG.DE vs. TDIV - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares EURO STOXX Select Dividend 30 UCITS ETF (DE) (EXSG.DE) and First Trust NASDAQ Technology Dividend Index Fund (TDIV). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EXSG.DE is traded in EUR, while TDIV is traded in USD. To make them comparable, the TDIV 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 TDIV's 30.21% return. Over the past 10 years, EXSG.DE has underperformed TDIV with an annualized return of 7.41%, while TDIV has yielded a comparatively higher 18.88% annualized return.


EXSG.DE

1D
0.33%
1M
3.45%
YTD
7.97%
6M
10.98%
1Y
21.30%
3Y*
20.16%
5Y*
9.16%
10Y*
7.41%

TDIV

1D
-1.54%
1M
13.31%
YTD
30.21%
6M
26.64%
1Y
48.34%
3Y*
29.61%
5Y*
20.06%
10Y*
18.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXSG.DE vs. TDIV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
TDIV
First Trust NASDAQ Technology Dividend Index Fund
30.21%10.41%32.65%32.61%-17.30%39.17%7.86%36.28%1.36%6.96%

Correlation

The correlation between EXSG.DE and TDIV is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.20

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

0.17

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

0.25

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

0.32

Correlation (All Time)
Calculated using the full available price history since Aug 15, 2012

0.37

The correlation between EXSG.DE and TDIV shifts across timeframes, from 0.17 (3 years) to 0.37 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

EXSG.DE vs. TDIV — Risk / Return Rank

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

EXSG.DE
EXSG.DE Risk / Return Rank: 5353
Overall Rank
EXSG.DE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
EXSG.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
EXSG.DE Omega Ratio Rank: 5555
Omega Ratio Rank
EXSG.DE Calmar Ratio Rank: 5555
Calmar Ratio Rank
EXSG.DE Martin Ratio Rank: 5050
Martin Ratio Rank

TDIV
TDIV Risk / Return Rank: 8282
Overall Rank
TDIV Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
TDIV Sortino Ratio Rank: 8383
Sortino Ratio Rank
TDIV Omega Ratio Rank: 7979
Omega Ratio Rank
TDIV Calmar Ratio Rank: 8686
Calmar Ratio Rank
TDIV Martin Ratio Rank: 7878
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.

EXSG.DE vs. TDIV - 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 NASDAQ Technology Dividend Index Fund (TDIV). 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.DETDIVDifference
Sharpe ratioReturn per unit of total volatility

-0.83

Sortino ratioReturn per unit of downside risk

-0.91

Omega ratioGain probability vs. loss probability

1.33

1.44

-0.11

Calmar ratioReturn relative to maximum drawdown

2.71

5.05

-2.35

Martin ratioReturn relative to average drawdown

8.47

13.19

-4.72

EXSG.DE vs. TDIV - Sharpe Ratio Comparison

The current EXSG.DE Sharpe Ratio is 1.80, which is lower than the TDIV Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of EXSG.DE and TDIV, 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


EXSG.DETDIVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.80

2.63

-0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.99

-0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.89

-0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.86

-0.59

Drawdowns

EXSG.DE vs. TDIV - Drawdown Comparison

The maximum EXSG.DE drawdown since its inception was -70.80%, which is greater than TDIV's maximum drawdown of -33.35%. Use the drawdown chart below to compare losses from any high point for EXSG.DE and TDIV.


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Drawdown Indicators


EXSG.DETDIVDifference

Max Drawdown

Largest peak-to-trough decline

-70.80%

-33.35%

-37.45%

Max Drawdown (1Y)

Largest decline over 1 year

-7.84%

-9.62%

+1.78%

Max Drawdown (3Y)

Largest decline over 3 years

-12.86%

-26.94%

+14.08%

Max Drawdown (5Y)

Largest decline over 5 years

-24.70%

-26.94%

+2.24%

Max Drawdown (10Y)

Largest decline over 10 years

-43.45%

-33.35%

-10.10%

Current Drawdown

Current decline from peak

-1.33%

-3.04%

+1.71%

Average Drawdown

Average peak-to-trough decline

-21.25%

-5.04%

-16.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

3.68%

-1.17%

Volatility

EXSG.DE vs. TDIV - Volatility Comparison

The current volatility for iShares EURO STOXX Select Dividend 30 UCITS ETF (DE) (EXSG.DE) is 3.34%, while First Trust NASDAQ Technology Dividend Index Fund (TDIV) has a volatility of 6.73%. This indicates that EXSG.DE experiences smaller price fluctuations and is considered to be less risky than TDIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXSG.DETDIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.34%

6.73%

-3.39%

Volatility (6M)

Calculated over the trailing 6-month period

9.52%

13.56%

-4.04%

Volatility (1Y)

Calculated over the trailing 1-year period

11.77%

18.48%

-6.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.75%

20.32%

-5.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.72%

21.18%

-3.46%

EXSG.DE vs. TDIV - Expense Ratio Comparison

EXSG.DE has a 0.32% expense ratio, which is lower than TDIV's 0.50% expense ratio.


Dividends

EXSG.DE vs. TDIV - Dividend Comparison

EXSG.DE's dividend yield for the trailing twelve months is around 4.10%, more than TDIV's 1.13% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
TDIV
First Trust NASDAQ Technology Dividend Index Fund
1.13%1.40%1.59%1.74%2.51%1.76%2.07%2.27%2.97%2.27%2.45%2.52%

Frequently Asked Questions


EXSG.DE and TDIV have a correlation of 0.20, 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 0.50% for TDIV.

EXSG.DE is categorized as Europe Equities, while TDIV is Technology Equities. EXSG.DE tracks EURO STOXX® Select Dividend 30, while TDIV tracks NASDAQ Technology Dividend Index. They also come from different issuers: iShares and First Trust. Their fees differ too: 0.32% for EXSG.DE and 0.50% for TDIV.

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