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EXV1.DE vs. EXH5.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXV1.DE vs. EXH5.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 iShares STOXX Europe 600 Insurance UCITS ETF (DE) (EXH5.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 7.43% return, which is significantly higher than EXH5.DE's -2.53% return. Over the past 10 years, EXV1.DE has outperformed EXH5.DE with an annualized return of 14.23%, while EXH5.DE has yielded a comparatively lower 11.04% annualized return.


EXV1.DE

1D
0.48%
1M
2.19%
YTD
7.43%
6M
15.31%
1Y
39.88%
3Y*
42.40%
5Y*
27.92%
10Y*
14.23%

EXH5.DE

1D
0.28%
1M
-1.38%
YTD
-2.53%
6M
2.36%
1Y
2.81%
3Y*
18.16%
5Y*
13.96%
10Y*
11.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXV1.DE vs. EXH5.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXV1.DE
iShares STOXX Europe 600 Banks UCITS ETF (DE)
7.43%77.02%32.97%26.28%1.84%37.98%-24.54%15.17%-25.82%11.63%
EXH5.DE
iShares STOXX Europe 600 Insurance UCITS ETF (DE)
-2.53%29.72%22.68%12.56%3.63%19.44%-10.66%30.48%-7.15%11.47%

Correlation

The correlation between EXV1.DE and EXH5.DE is 0.64, 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

0.64

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

0.64

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

0.71

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

0.76

Correlation (All Time)
Calculated using the full available price history since Jul 25, 2002

0.75

The correlation between EXV1.DE and EXH5.DE shifts across timeframes, from 0.64 (3 years) to 0.76 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

EXV1.DE vs. EXH5.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: 5353
Overall Rank
EXV1.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
EXV1.DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
EXV1.DE Omega Ratio Rank: 5050
Omega Ratio Rank
EXV1.DE Calmar Ratio Rank: 5252
Calmar Ratio Rank
EXV1.DE Martin Ratio Rank: 5252
Martin Ratio Rank

EXH5.DE
EXH5.DE Risk / Return Rank: 1212
Overall Rank
EXH5.DE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
EXH5.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
EXH5.DE Omega Ratio Rank: 1111
Omega Ratio Rank
EXH5.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
EXH5.DE Martin Ratio Rank: 1313
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. EXH5.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 iShares STOXX Europe 600 Insurance UCITS ETF (DE) (EXH5.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.


EXV1.DEEXH5.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.67

Sortino ratioReturn per unit of downside risk

+2.20

Omega ratioGain probability vs. loss probability

1.31

1.04

+0.27

Calmar ratioReturn relative to maximum drawdown

2.55

0.38

+2.17

Martin ratioReturn relative to average drawdown

8.70

0.78

+7.92

EXV1.DE vs. EXH5.DE - Sharpe Ratio Comparison

The current EXV1.DE Sharpe Ratio is 1.85, which is higher than the EXH5.DE Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of EXV1.DE and EXH5.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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Sharpe Ratios by Period


EXV1.DEEXH5.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.85

0.19

+1.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.21

0.83

+0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.55

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

0.31

-0.21

Drawdowns

EXV1.DE vs. EXH5.DE - Drawdown Comparison

The maximum EXV1.DE drawdown since its inception was -82.30%, which is greater than EXH5.DE's maximum drawdown of -73.44%. Use the drawdown chart below to compare losses from any high point for EXV1.DE and EXH5.DE.


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Drawdown Indicators


EXV1.DEEXH5.DEDifference

Max Drawdown

Largest peak-to-trough decline

-82.30%

-73.44%

-8.86%

Max Drawdown (1Y)

Largest decline over 1 year

-16.03%

-7.40%

-8.63%

Max Drawdown (3Y)

Largest decline over 3 years

-20.12%

-12.31%

-7.81%

Max Drawdown (5Y)

Largest decline over 5 years

-28.12%

-18.63%

-9.49%

Max Drawdown (10Y)

Largest decline over 10 years

-56.14%

-46.55%

-9.59%

Current Drawdown

Current decline from peak

-1.37%

-5.47%

+4.10%

Average Drawdown

Average peak-to-trough decline

-44.64%

-15.47%

-29.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.71%

3.57%

+1.14%

Volatility

EXV1.DE vs. EXH5.DE - Volatility Comparison

iShares STOXX Europe 600 Banks UCITS ETF (DE) (EXV1.DE) has a higher volatility of 5.77% compared to iShares STOXX Europe 600 Insurance UCITS ETF (DE) (EXH5.DE) at 4.83%. This indicates that EXV1.DE's price experiences larger fluctuations and is considered to be riskier than EXH5.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.DEEXH5.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.77%

4.83%

+0.94%

Volatility (6M)

Calculated over the trailing 6-month period

17.93%

11.66%

+6.27%

Volatility (1Y)

Calculated over the trailing 1-year period

22.06%

15.13%

+6.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.83%

16.59%

+6.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.03%

19.93%

+5.10%

EXV1.DE vs. EXH5.DE - Expense Ratio Comparison

EXV1.DE has a 0.47% expense ratio, which is higher than EXH5.DE's 0.46% expense ratio.


Dividends

EXV1.DE vs. EXH5.DE - Dividend Comparison

EXV1.DE's dividend yield for the trailing twelve months is around 3.59%, more than EXH5.DE's 3.48% yield.


PositionTTM20252024202320222021202020192018201720162015
EXH5.DE
iShares STOXX Europe 600 Insurance UCITS ETF (DE)
3.48%3.39%3.59%3.79%4.51%3.56%2.52%3.84%4.03%4.87%4.34%3.67%
EXV1.DE
iShares STOXX Europe 600 Banks UCITS ETF (DE)
3.59%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 EXH5.DE have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EXH5.DE is cheaper at 0.46% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EXH5.DE is cheaper with a 0.46% expense ratio, compared with 0.47% for EXV1.DE.

EXV1.DE tracks STOXX® Europe 600 Banks, while EXH5.DE tracks STOXX® Europe 600 Insurance. Their fees differ too: 0.47% for EXV1.DE and 0.46% for EXH5.DE.

Portfolio Optimizer

Find the right allocation for EXV1.DE and EXH5.DE

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