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

Performance

EXV1.DE vs. CII - 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 BlackRock Enhanced Large Cap Core Fund (CII). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

The year-to-date returns for both stocks are quite close, with EXV1.DE having a 14.37% return and CII slightly lower at 14.27%. Over the past 10 years, EXV1.DE has outperformed CII with an annualized return of 16.71%, while CII has yielded a comparatively lower 14.91% 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%

CII

1D
0.00%
1M
-1.41%
YTD
14.27%
6M
15.91%
1Y
42.64%
3Y*
20.43%
5Y*
15.25%
10Y*
14.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXV1.DE vs. CII - 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%
CII
BlackRock Enhanced Large Cap Core Fund
16.29%21.43%20.14%14.92%-7.83%44.30%-0.80%33.41%-4.31%12.04%

Correlation

The correlation between EXV1.DE and CII is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.29

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

0.19

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

0.23

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

0.30

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

0.34

The correlation between EXV1.DE and CII shifts across timeframes, from 0.19 (3 years) to 0.34 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

EXV1.DE vs. CII — 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

CII
CII Risk / Return Rank: 8585
Overall Rank
CII Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
CII Sortino Ratio Rank: 8383
Sortino Ratio Rank
CII Omega Ratio Rank: 8181
Omega Ratio Rank
CII Calmar Ratio Rank: 8585
Calmar Ratio Rank
CII Martin Ratio Rank: 8383
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. CII - 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 BlackRock Enhanced Large Cap Core Fund (CII). 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.DECIIDifference
Sharpe ratioReturn per unit of total volatility

-0.41

Sortino ratioReturn per unit of downside risk

-0.34

Omega ratioGain probability vs. loss probability

1.37

1.44

-0.07

Calmar ratioReturn relative to maximum drawdown

3.08

3.99

-0.91

Martin ratioReturn relative to average drawdown

10.56

13.12

-2.56

EXV1.DE vs. CII - Sharpe Ratio Comparison

The current EXV1.DE Sharpe Ratio is 2.24, which is comparable to the CII Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of EXV1.DE and CII, 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. CII - Drawdown Comparison

The maximum EXV1.DE drawdown since its inception was -83.12%, which is greater than CII's maximum drawdown of -49.60%. Use the drawdown chart below to compare losses from any high point for EXV1.DE and CII.


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Drawdown Indicators


EXV1.DECIIDifference

Max Drawdown

Largest peak-to-trough decline

-83.12%

-49.60%

-33.52%

Max Drawdown (1Y)

Largest decline over 1 year

-16.02%

-10.74%

-5.28%

Max Drawdown (3Y)

Largest decline over 3 years

-20.12%

-26.35%

+6.23%

Max Drawdown (5Y)

Largest decline over 5 years

-28.08%

-26.35%

-1.73%

Max Drawdown (10Y)

Largest decline over 10 years

-56.14%

-41.14%

-15.00%

Current Drawdown

Current decline from peak

-2.44%

-1.41%

-1.03%

Average Drawdown

Average peak-to-trough decline

-53.23%

-6.94%

-46.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.68%

3.26%

+1.42%

Volatility

EXV1.DE vs. CII - Volatility Comparison

iShares STOXX Europe 600 Banks UCITS ETF (DE) (EXV1.DE) has a higher volatility of 6.28% compared to BlackRock Enhanced Large Cap Core Fund (CII) at 4.96%. This indicates that EXV1.DE's price experiences larger fluctuations and is considered to be riskier than CII based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXV1.DECIIDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.28%

4.96%

+1.32%

Volatility (6M)

Calculated over the trailing 6-month period

18.52%

11.90%

+6.62%

Volatility (1Y)

Calculated over the trailing 1-year period

22.10%

16.21%

+5.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.88%

17.19%

+5.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.33%

19.04%

+5.29%

EXV1.DE vs. CII - Expense Ratio Comparison

EXV1.DE has a 0.47% expense ratio, which is lower than CII's 0.91% expense ratio.


Dividends

EXV1.DE vs. CII - Dividend Comparison

EXV1.DE's dividend yield for the trailing twelve months is around 3.37%, less than CII's 15.28% yield.


PositionTTM20252024202320222021202020192018201720162015
CII
BlackRock Enhanced Large Cap Core Fund
15.28%16.65%6.15%6.28%12.27%4.98%6.03%5.79%7.06%6.07%8.38%8.49%
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 CII have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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