EXSH.DE vs. IUKD.L

Last updated Apr 2, 2026

Compare and contrast key facts about iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) (EXSH.DE) and iShares UK Dividend UCITS ETF (IUKD.L).

EXSH.DE and IUKD.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EXSH.DE is a passively managed fund by iShares that tracks the performance of the STOXX® Europe Select Dividend 30. It was launched on May 3, 2005. IUKD.L is a passively managed fund by iShares that tracks the performance of the FTSE UK Dividend+ Index. It was launched on Nov 4, 2005. Both EXSH.DE and IUKD.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

EXSH.DE vs. IUKD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) (EXSH.DE) and iShares UK Dividend UCITS ETF (IUKD.L). The values are adjusted to include any dividend payments, if applicable.

EXSH.DE vs. IUKD.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EXSH.DE iShares STOXX Europe Select Dividend 30 UCITS ETF (DE)	4.95%	44.94%	5.72%	10.87%	-9.92%	23.55%	-9.64%	27.73%	-4.87%	5.22%
IUKD.L iShares UK Dividend UCITS ETF	4.65%	25.23%	17.69%	8.05%	-6.52%	31.46%	-22.38%	26.42%	-15.17%	2.71%

Different Trading Currencies

EXSH.DE is traded in EUR, while IUKD.L is traded in GBp. To make them comparable, the IUKD.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, EXSH.DE achieves a 4.95% return, which is significantly higher than IUKD.L's 4.65% return. Over the past 10 years, EXSH.DE has outperformed IUKD.L with an annualized return of 9.95%, while IUKD.L has yielded a comparatively lower 6.05% annualized return.

EXSH.DE

• 1D: 2.22%
• 1M: -1.18%
• YTD: 4.95%
• 6M: 14.32%
• 1Y: 30.02%
• 3Y*: 20.92%
• 5Y*: 11.88%
• 10Y*: 9.95%

IUKD.L

• 1D: 1.83%
• 1M: -4.75%
• YTD: 4.65%
• 6M: 14.37%
• 1Y: 24.07%
• 3Y*: 17.73%
• 5Y*: 12.15%
• 10Y*: 6.05%

*Multi-year figures are annualized to reflect compound growth (CAGR)

EXSH.DE vs. IUKD.L - Expense Ratio Comparison

EXSH.DE has a 0.32% expense ratio, which is lower than IUKD.L's 0.40% expense ratio.

IUKD.L

iShares UK Dividend UCITS ETF

EXSH.DE

iShares STOXX Europe Select Dividend 30 UCITS ETF (DE)

Return for Risk

EXSH.DE vs. IUKD.L — Risk / Return Rank

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

EXSH.DE

EXSH.DE Risk / Return Rank: 90
EXSH.DE Sharpe Ratio Rank: 90
EXSH.DE Sortino Ratio Rank: 88
EXSH.DE Omega Ratio Rank: 91
EXSH.DE Calmar Ratio Rank: 89
EXSH.DE Martin Ratio Rank: 92

IUKD.L

IUKD.L Risk / Return Rank: 91
IUKD.L Sharpe Ratio Rank: 92
IUKD.L Sortino Ratio Rank: 91
IUKD.L Omega Ratio Rank: 93
IUKD.L Calmar Ratio Rank: 89
IUKD.L Martin Ratio Rank: 89

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.

EXSH.DE vs. IUKD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) (EXSH.DE) and iShares UK Dividend UCITS ETF (IUKD.L). 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.

	EXSH.DE	IUKD.L	Difference
Sharpe ratio Return per unit of total volatility	2.04	1.60	+0.44
Sortino ratio Return per unit of downside risk	2.51	2.02	+0.49
Omega ratio Gain probability vs. loss probability	1.40	1.33	+0.07
Calmar ratio Return relative to maximum drawdown	3.03	2.41	+0.62
Martin ratio Return relative to average drawdown	13.44	9.48	+3.96
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EXSH.DE vs. IUKD.L - Sharpe Ratio Comparison

The current EXSH.DE Sharpe Ratio is 2.04, which is comparable to the IUKD.L Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of EXSH.DE and IUKD.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	EXSH.DE	IUKD.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.04	1.60	+0.44
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.81	0.81	+0.01
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.58	0.31	+0.27
Sharpe Ratio (All Time) Calculated using the full available price history	0.30	0.11	+0.19

Correlation

The correlation between EXSH.DE and IUKD.L is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

EXSH.DE vs. IUKD.L - Dividend Comparison

EXSH.DE's dividend yield for the trailing twelve months is around 4.77%, more than IUKD.L's 4.66% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EXSH.DE iShares STOXX Europe Select Dividend 30 UCITS ETF (DE)	4.77%	5.15%	5.86%	6.39%	6.06%	3.77%	3.58%	4.50%	4.42%	5.03%	4.99%	3.96%
IUKD.L iShares UK Dividend UCITS ETF	4.66%	4.85%	5.78%	5.34%	6.39%	5.68%	4.11%	5.70%	6.86%	5.19%	4.87%	5.67%

Drawdowns

EXSH.DE vs. IUKD.L - Drawdown Comparison

The maximum EXSH.DE drawdown since its inception was -70.20%, roughly equal to the maximum IUKD.L drawdown of -71.41%. Use the drawdown chart below to compare losses from any high point for EXSH.DE and IUKD.L.

Drawdown Indicators

	EXSH.DE	IUKD.L	Difference
Max Drawdown Largest peak-to-trough decline	-70.20%	-61.95%	-8.25%
Max Drawdown (1Y) Largest decline over 1 year	-12.67%	-9.92%	-2.75%
Max Drawdown (5Y) Largest decline over 5 years	-22.98%	-19.93%	-3.05%
Max Drawdown (10Y) Largest decline over 10 years	-40.34%	-44.34%	+4.00%
Current Drawdown Current decline from peak	-2.28%	-6.08%	+3.80%
Average Drawdown Average peak-to-trough decline	-22.32%	-15.07%	-7.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.28%	2.51%	-0.23%

Volatility

EXSH.DE vs. IUKD.L - Volatility Comparison

iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) (EXSH.DE) and iShares UK Dividend UCITS ETF (IUKD.L) have volatilities of 5.26% and 5.53%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EXSH.DE	IUKD.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.26%	5.53%	-0.27%
Volatility (6M) Calculated over the trailing 6-month period	8.89%	9.12%	-0.23%
Volatility (1Y) Calculated over the trailing 1-year period	14.68%	15.00%	-0.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.48%	15.08%	-0.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.14%	19.49%	-2.35%