EXV1.DE vs. FNCL
Compare and contrast key facts about iShares STOXX Europe 600 Banks UCITS ETF (DE) (EXV1.DE) and Fidelity MSCI Financials Index ETF (FNCL).
EXV1.DE and FNCL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EXV1.DE is a passively managed fund by iShares that tracks the performance of the STOXX® Europe 600 Banks. It was launched on Apr 25, 2001. FNCL is a passively managed fund by Fidelity that tracks the performance of the MSCI USA IMI Financials Index. It was launched on Oct 21, 2013. Both EXV1.DE and FNCL are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EXV1.DE or FNCL.
Key characteristics
| EXV1.DE | FNCL | |
|---|---|---|
| YTD Return | 29.72% | 31.29% |
| 1Y Return | 41.36% | 49.81% |
| 3Y Return (Ann) | 17.34% | 8.32% |
| 5Y Return (Ann) | 12.21% | 12.47% |
| 10Y Return (Ann) | 4.80% | 11.65% |
| Sharpe Ratio | 2.46 | 3.39 |
| Sortino Ratio | 3.04 | 4.79 |
| Omega Ratio | 1.44 | 1.62 |
| Calmar Ratio | 0.78 | 2.88 |
| Martin Ratio | 14.39 | 24.24 |
| Ulcer Index | 2.72% | 2.05% |
| Daily Std Dev | 15.89% | 14.66% |
| Max Drawdown | -82.30% | -44.38% |
| Current Drawdown | -31.11% | -1.63% |
Correlation
The correlation between EXV1.DE and FNCL is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
EXV1.DE vs. FNCL - Performance Comparison
In the year-to-date period, EXV1.DE achieves a 29.72% return, which is significantly lower than FNCL's 31.29% return. Over the past 10 years, EXV1.DE has underperformed FNCL with an annualized return of 4.80%, while FNCL has yielded a comparatively higher 11.65% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EXV1.DE vs. FNCL - Expense Ratio Comparison
EXV1.DE has a 0.47% expense ratio, which is higher than FNCL's 0.08% expense ratio.
Risk-Adjusted Performance
EXV1.DE vs. FNCL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Banks UCITS ETF (DE) (EXV1.DE) and Fidelity MSCI Financials Index ETF (FNCL). 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.
Dividends
EXV1.DE vs. FNCL - Dividend Comparison
EXV1.DE's dividend yield for the trailing twelve months is around 5.65%, more than FNCL's 1.45% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXV1.DE iShares STOXX Europe 600 Banks UCITS ETF (DE) | 5.65% | 4.53% | 6.37% | 1.06% | 1.52% | 4.31% | 4.03% | 6.01% | 3.49% | 3.41% | 2.54% | 3.68% |
FNCL Fidelity MSCI Financials Index ETF | 1.45% | 1.91% | 2.29% | 1.75% | 2.26% | 2.17% | 2.37% | 1.60% | 1.81% | 2.17% | 1.77% | 0.43% |
Drawdowns
EXV1.DE vs. FNCL - Drawdown Comparison
The maximum EXV1.DE drawdown since its inception was -82.30%, which is greater than FNCL's maximum drawdown of -44.38%. Use the drawdown chart below to compare losses from any high point for EXV1.DE and FNCL. For additional features, visit the drawdowns tool.
Volatility
EXV1.DE vs. FNCL - Volatility Comparison
The current volatility for iShares STOXX Europe 600 Banks UCITS ETF (DE) (EXV1.DE) is 4.58%, while Fidelity MSCI Financials Index ETF (FNCL) has a volatility of 7.74%. This indicates that EXV1.DE experiences smaller price fluctuations and is considered to be less risky than FNCL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.