PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
EXV1.DE vs. DX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EXV1.DE vs. DX

Last updated Jun 30, 2026
See Documentation

EXV1.DE (iShares STOXX Europe 600 Banks UCITS ETF (DE)) is Financials Equities fund tracking the STOXX® Europe 600 Banks, while DX (Dynex Capital, Inc.) is a stock. Over the past 10 years, EXV1.DE returned 16.71%/yr vs 7.61%/yr for DX. At a 0.15 correlation, their price movements are largely independent.

Performance

EXV1.DE vs. DX - 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 Dynex Capital, Inc. (DX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

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

Returns By Period

In the year-to-date period, EXV1.DE achieves a 14.37% return, which is significantly higher than DX's 5.75% return. Over the past 10 years, EXV1.DE has outperformed DX with an annualized return of 16.71%, while DX has yielded a comparatively lower 7.61% 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%

DX

1D
0.00%
1M
4.12%
YTD
5.75%
6M
7.13%
1Y
30.33%
3Y*
15.34%
5Y*
6.86%
10Y*
7.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXV1.DE vs. DX - 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%
DX
Dynex Capital, Inc.		5.83%14.11%21.15%8.55%-10.14%9.90%7.44%13.63%-4.16%-0.18%

Correlation

The correlation between EXV1.DE and DX is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.16

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

0.15

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

0.19

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

0.22

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

0.15

Compare stocks, funds, or ETFs

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

iShares STOXX Europe 600 Banks UCITS ETF (DE)

Dynex Capital, Inc.

Often compared with EXV1.DE:
EXV1.DE vs. BNKE.LEXV1.DE vs. LYBK.DEEXV1.DE vs. BNKS.LEXV1.DE vs. XSX6.DEEXV1.DE vs. IU5C.DEEXV1.DE vs. LYMS.DEEXV1.DE vs. IUS2.DE
Often compared with DX:
DX vs. AGNCDX vs. RITMDX vs. HRZNDX vs. GAINDX vs. MAINDX vs. KBWDDX vs. REFI

Return for Risk

EXV1.DE vs. DX — 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
DX
DX Risk / Return Rank: 7979
Overall Rank
DX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
DX Sortino Ratio Rank: 8080
Sortino Ratio Rank
DX Omega Ratio Rank: 7979
Omega Ratio Rank
DX Calmar Ratio Rank: 7474
Calmar Ratio Rank
DX Martin Ratio Rank: 7979
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. DX - 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 Dynex Capital, Inc. (DX). 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.DEDXDifference
Sharpe ratioReturn per unit of total volatility
2.24
1.81

+0.43

Sortino ratioReturn per unit of downside risk
3.04
2.52

+0.52

Omega ratioGain probability vs. loss probability

1.37

1.32

+0.05

Calmar ratioReturn relative to maximum drawdown

3.08

2.31

+0.77

Martin ratioReturn relative to average drawdown

10.56

6.83

+3.73

EXV1.DE vs. DX - Sharpe Ratio Comparison

The current EXV1.DE Sharpe Ratio is 2.24, which is comparable to the DX Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of EXV1.DE and DX, 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. DX - Drawdown Comparison

The maximum EXV1.DE drawdown since its inception was -83.12%, which is greater than DX's maximum drawdown of -56.75%. Use the drawdown chart below to compare losses from any high point for EXV1.DE and DX.

Loading charts...

Drawdown Indicators

EXV1.DEDXDifference

Max Drawdown

Largest peak-to-trough decline

-83.12%

-56.75%

-26.37%

Max Drawdown (1Y)

Largest decline over 1 year

-16.02%

-13.17%

-2.85%

Max Drawdown (3Y)

Largest decline over 3 years

-20.12%

-25.78%

+5.66%

Max Drawdown (5Y)

Largest decline over 5 years

-28.08%

-35.78%

+7.70%

Max Drawdown (10Y)

Largest decline over 10 years

-56.14%

-56.75%

+0.61%

Current Drawdown

Current decline from peak

-2.44%

-1.35%

-1.09%

Average Drawdown

Average peak-to-trough decline

-53.23%

-10.58%

-42.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.68%

4.45%

+0.23%

Volatility

EXV1.DE vs. DX - Volatility Comparison

iShares STOXX Europe 600 Banks UCITS ETF (DE) (EXV1.DE) has a higher volatility of 6.28% compared to Dynex Capital, Inc. (DX) at 3.93%. This indicates that EXV1.DE's price experiences larger fluctuations and is considered to be riskier than DX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

EXV1.DEDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.28%

3.93%

+2.35%

Volatility (6M)

Calculated over the trailing 6-month period

18.52%

12.71%

+5.81%

Volatility (1Y)

Calculated over the trailing 1-year period

22.10%

16.87%

+5.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.88%

23.38%

-0.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.33%

29.76%

-5.43%

Dividends

EXV1.DE vs. DX - Dividend Comparison

EXV1.DE's dividend yield for the trailing twelve months is around 3.37%, less than DX's 15.48% yield.

PositionTTM20252024202320222021202020192018201720162015
DX
Dynex Capital, Inc.		15.48%14.13%11.46%12.46%12.26%9.34%9.33%11.87%12.59%10.27%12.32%15.12%
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 DX have a correlation of 0.16, 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 DX

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