PortfoliosLab logoPortfoliosLab logo
EXV1.DE vs. AOD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXV1.DE vs. AOD - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares STOXX Europe 600 Banks UCITS ETF (DE) (EXV1.DE) and Abrdn Total Dynamic Dividend Fund (AOD). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

EXV1.DE is traded in EUR, while AOD is traded in USD. To make them comparable, the AOD values have been converted to EUR using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with EXV1.DE having a 14.37% return and AOD slightly higher at 14.74%. Over the past 10 years, EXV1.DE has outperformed AOD with an annualized return of 16.71%, while AOD has yielded a comparatively lower 12.99% annualized return.


EXV1.DE

1D
-0.15%
1M
5.49%
YTD
14.37%
6M
15.55%
1Y
49.60%
3Y*
43.52%
5Y*
30.84%
10Y*
16.71%

AOD

1D
0.00%
1M
1.00%
YTD
14.74%
6M
13.48%
1Y
35.46%
3Y*
18.54%
5Y*
11.50%
10Y*
12.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXV1.DE vs. AOD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXV1.DE
iShares STOXX Europe 600 Banks UCITS ETF (DE)
14.37%77.00%33.00%26.31%1.67%38.22%-24.56%15.16%-25.85%11.64%
AOD
Abrdn Total Dynamic Dividend Fund
15.93%16.46%23.69%9.28%-12.02%33.06%-0.79%37.88%-13.76%18.73%

Correlation

The correlation between EXV1.DE and AOD is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.31

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

0.25

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

0.31

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

0.37

Correlation (All Time)
Calculated using the full available price history since Sep 25, 2007

0.39

The correlation between EXV1.DE and AOD shifts across timeframes, from 0.25 (3 years) to 0.39 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

EXV1.DE vs. AOD — Risk / Return Rank

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

EXV1.DE
EXV1.DE Risk / Return Rank: 7575
Overall Rank
EXV1.DE Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
EXV1.DE Sortino Ratio Rank: 8080
Sortino Ratio Rank
EXV1.DE Omega Ratio Rank: 7474
Omega Ratio Rank
EXV1.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
EXV1.DE Martin Ratio Rank: 6868
Martin Ratio Rank

AOD
AOD Risk / Return Rank: 8787
Overall Rank
AOD Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
AOD Sortino Ratio Rank: 8989
Sortino Ratio Rank
AOD Omega Ratio Rank: 9090
Omega Ratio Rank
AOD Calmar Ratio Rank: 7777
Calmar Ratio Rank
AOD Martin Ratio Rank: 8787
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.

EXV1.DE vs. AOD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Banks UCITS ETF (DE) (EXV1.DE) and Abrdn Total Dynamic Dividend Fund (AOD). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EXV1.DEAODDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

+0.06

Omega ratioGain probability vs. loss probability

1.37

1.41

-0.04

Calmar ratioReturn relative to maximum drawdown

3.08

2.44

+0.64

Martin ratioReturn relative to average drawdown

10.56

10.76

-0.20

EXV1.DE vs. AOD - Sharpe Ratio Comparison

The current EXV1.DE Sharpe Ratio is 2.24, which is comparable to the AOD Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of EXV1.DE and AOD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

EXV1.DE vs. AOD - Drawdown Comparison

The maximum EXV1.DE drawdown since its inception was -83.12%, which is greater than AOD's maximum drawdown of -67.76%. Use the drawdown chart below to compare losses from any high point for EXV1.DE and AOD.


Loading charts...

Drawdown Indicators


EXV1.DEAODDifference

Max Drawdown

Largest peak-to-trough decline

-83.12%

-67.76%

-15.36%

Max Drawdown (1Y)

Largest decline over 1 year

-16.02%

-14.62%

-1.40%

Max Drawdown (3Y)

Largest decline over 3 years

-20.12%

-18.64%

-1.48%

Max Drawdown (5Y)

Largest decline over 5 years

-28.08%

-18.64%

-9.44%

Max Drawdown (10Y)

Largest decline over 10 years

-56.14%

-44.23%

-11.91%

Current Drawdown

Current decline from peak

-2.44%

-0.92%

-1.52%

Average Drawdown

Average peak-to-trough decline

-53.23%

-21.23%

-32.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.68%

3.30%

+1.38%

Volatility

EXV1.DE vs. AOD - Volatility Comparison

iShares STOXX Europe 600 Banks UCITS ETF (DE) (EXV1.DE) has a higher volatility of 6.28% compared to Abrdn Total Dynamic Dividend Fund (AOD) at 4.31%. This indicates that EXV1.DE's price experiences larger fluctuations and is considered to be riskier than AOD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EXV1.DEAODDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.28%

4.31%

+1.97%

Volatility (6M)

Calculated over the trailing 6-month period

18.52%

12.54%

+5.98%

Volatility (1Y)

Calculated over the trailing 1-year period

22.10%

15.62%

+6.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.88%

16.29%

+6.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.33%

18.68%

+5.65%

EXV1.DE vs. AOD - Expense Ratio Comparison

EXV1.DE has a 0.47% expense ratio, which is lower than AOD's 1.19% expense ratio.


Dividends

EXV1.DE vs. AOD - Dividend Comparison

EXV1.DE's dividend yield for the trailing twelve months is around 3.37%, less than AOD's 11.81% yield.


PositionTTM20252024202320222021202020192018201720162015
AOD
Abrdn Total Dynamic Dividend Fund
11.81%12.00%10.73%8.56%8.85%6.75%7.80%7.71%9.57%7.29%9.10%8.93%
EXV1.DE
iShares STOXX Europe 600 Banks UCITS ETF (DE)
3.37%3.63%5.51%4.53%6.37%1.06%1.52%4.31%4.03%6.01%3.49%3.41%

Frequently Asked Questions


EXV1.DE and AOD have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for EXV1.DE and AOD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer