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EXV1.DE vs. BNP.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXV1.DE vs. BNP.DE - 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 BNP Paribas SA (BNP.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EXV1.DE achieves a 14.37% return, which is significantly lower than BNP.DE's 27.24% return. Over the past 10 years, EXV1.DE has outperformed BNP.DE with an annualized return of 16.71%, while BNP.DE has yielded a comparatively lower 15.53% 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%

BNP.DE

1D
-0.79%
1M
7.86%
YTD
27.24%
6M
28.75%
1Y
39.18%
3Y*
27.97%
5Y*
22.06%
10Y*
15.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXV1.DE vs. BNP.DE - 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%
BNP.DE
BNP Paribas SA
27.24%51.68%0.14%25.22%-5.20%43.70%-18.15%44.71%-33.28%8.28%

Correlation

The correlation between EXV1.DE and BNP.DE is 0.79, 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

0.79

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

0.79

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

0.82

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

0.84

Correlation (All Time)
Calculated using the full available price history since Oct 20, 2006

0.82

The correlation between EXV1.DE and BNP.DE has been stable across timeframes, ranging from 0.79 to 0.84 - a consistent structural relationship.

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Return for Risk

EXV1.DE vs. BNP.DE — 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

BNP.DE
BNP.DE Risk / Return Rank: 7878
Overall Rank
BNP.DE Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
BNP.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
BNP.DE Omega Ratio Rank: 7777
Omega Ratio Rank
BNP.DE Calmar Ratio Rank: 7777
Calmar Ratio Rank
BNP.DE 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.

EXV1.DE vs. BNP.DE - 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 BNP Paribas SA (BNP.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.

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.DEBNP.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.84

Sortino ratioReturn per unit of downside risk

+1.07

Omega ratioGain probability vs. loss probability

1.37

1.26

+0.12

Calmar ratioReturn relative to maximum drawdown

3.08

1.99

+1.09

Martin ratioReturn relative to average drawdown

10.56

5.09

+5.47

EXV1.DE vs. BNP.DE - Sharpe Ratio Comparison

The current EXV1.DE Sharpe Ratio is 2.24, which is higher than the BNP.DE Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of EXV1.DE and BNP.DE, 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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Drawdowns

EXV1.DE vs. BNP.DE - Drawdown Comparison

The maximum EXV1.DE drawdown since its inception was -83.12%, which is greater than BNP.DE's maximum drawdown of -77.21%. Use the drawdown chart below to compare losses from any high point for EXV1.DE and BNP.DE.


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Drawdown Indicators


EXV1.DEBNP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-83.12%

-77.21%

-5.91%

Max Drawdown (1Y)

Largest decline over 1 year

-16.02%

-19.63%

+3.61%

Max Drawdown (3Y)

Largest decline over 3 years

-20.12%

-21.74%

+1.62%

Max Drawdown (5Y)

Largest decline over 5 years

-28.08%

-34.15%

+6.07%

Max Drawdown (10Y)

Largest decline over 10 years

-56.14%

-59.32%

+3.18%

Current Drawdown

Current decline from peak

-2.44%

-2.41%

-0.03%

Average Drawdown

Average peak-to-trough decline

-53.23%

-25.02%

-28.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.68%

7.67%

-2.99%

Volatility

EXV1.DE vs. BNP.DE - Volatility Comparison

The current volatility for iShares STOXX Europe 600 Banks UCITS ETF (DE) (EXV1.DE) is 6.28%, while BNP Paribas SA (BNP.DE) has a volatility of 6.88%. This indicates that EXV1.DE experiences smaller price fluctuations and is considered to be less risky than BNP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXV1.DEBNP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.28%

6.88%

-0.60%

Volatility (6M)

Calculated over the trailing 6-month period

18.52%

20.89%

-2.37%

Volatility (1Y)

Calculated over the trailing 1-year period

22.10%

27.90%

-5.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.88%

28.54%

-5.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.33%

31.10%

-6.77%

Dividends

EXV1.DE vs. BNP.DE - Dividend Comparison

EXV1.DE's dividend yield for the trailing twelve months is around 3.37%, less than BNP.DE's 5.14% yield.


PositionTTM20252024202320222021202020192018201720162015
BNP.DE
BNP Paribas SA
5.14%9.08%7.80%6.21%6.84%2.55%0.00%5.69%7.67%4.33%3.85%2.84%
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 BNP.DE have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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