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

Performance

EXV1.DE vs. KBE - 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 SPDR S&P Bank ETF (KBE). 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 KBE is traded in USD. To make them comparable, the KBE 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 7.43% return and KBE slightly lower at 7.18%. Over the past 10 years, EXV1.DE has outperformed KBE with an annualized return of 14.23%, while KBE has yielded a comparatively lower 9.12% annualized return.


EXV1.DE

1D
0.48%
1M
6.06%
YTD
7.43%
6M
14.49%
1Y
41.06%
3Y*
42.40%
5Y*
27.92%
10Y*
14.23%

KBE

1D
2.87%
1M
0.45%
YTD
7.18%
6M
7.36%
1Y
21.63%
3Y*
21.49%
5Y*
6.89%
10Y*
9.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXV1.DE vs. KBE - 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%
KBE
SPDR S&P Bank ETF
7.18%-0.97%31.95%2.14%-9.56%43.45%-16.27%32.71%-15.87%-3.09%

Correlation

The correlation between EXV1.DE and KBE is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.27

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

0.38

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

0.45

Correlation (All Time)
Calculated using the full available price history since Aug 28, 2007

0.45

Over the past year, the correlation between EXV1.DE and KBE has dropped to 0.23 - well below their long-term average of 0.45, suggesting their price drivers have been diverging.

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Return for Risk

EXV1.DE vs. KBE — 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

KBE
KBE Risk / Return Rank: 3131
Overall Rank
KBE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
KBE Sortino Ratio Rank: 3030
Sortino Ratio Rank
KBE Omega Ratio Rank: 3131
Omega Ratio Rank
KBE Calmar Ratio Rank: 3434
Calmar Ratio Rank
KBE Martin Ratio Rank: 3030
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. KBE - 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 SPDR S&P Bank ETF (KBE). 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.DEKBEDifference
Sharpe ratioReturn per unit of total volatility

+0.86

Sortino ratioReturn per unit of downside risk

+1.13

Omega ratioGain probability vs. loss probability

1.31

1.19

+0.12

Calmar ratioReturn relative to maximum drawdown

2.55

1.76

+0.79

Martin ratioReturn relative to average drawdown

8.70

4.48

+4.22

EXV1.DE vs. KBE - Sharpe Ratio Comparison

The current EXV1.DE Sharpe Ratio is 1.85, which is higher than the KBE Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of EXV1.DE and KBE, 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.DEKBEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.85

0.99

+0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.21

0.25

+0.95

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.30

+0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

0.12

-0.01

Drawdowns

EXV1.DE vs. KBE - Drawdown Comparison

The maximum EXV1.DE drawdown since its inception was -82.30%, roughly equal to the maximum KBE drawdown of -80.07%. Use the drawdown chart below to compare losses from any high point for EXV1.DE and KBE.


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Drawdown Indicators


EXV1.DEKBEDifference

Max Drawdown

Largest peak-to-trough decline

-82.30%

-80.07%

-2.23%

Max Drawdown (1Y)

Largest decline over 1 year

-16.03%

-12.37%

-3.66%

Max Drawdown (3Y)

Largest decline over 3 years

-20.12%

-30.72%

+10.60%

Max Drawdown (5Y)

Largest decline over 5 years

-28.12%

-43.24%

+15.12%

Max Drawdown (10Y)

Largest decline over 10 years

-56.14%

-49.41%

-6.73%

Current Drawdown

Current decline from peak

-1.37%

-4.31%

+2.94%

Average Drawdown

Average peak-to-trough decline

-44.64%

-25.18%

-19.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.71%

4.84%

-0.13%

Volatility

EXV1.DE vs. KBE - Volatility Comparison

iShares STOXX Europe 600 Banks UCITS ETF (DE) (EXV1.DE) and SPDR S&P Bank ETF (KBE) have volatilities of 5.77% and 5.81%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXV1.DEKBEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.77%

5.81%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

17.93%

15.10%

+2.83%

Volatility (1Y)

Calculated over the trailing 1-year period

22.06%

21.95%

+0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.83%

27.17%

-4.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.03%

30.22%

-5.19%

EXV1.DE vs. KBE - Expense Ratio Comparison

EXV1.DE has a 0.47% expense ratio, which is higher than KBE's 0.35% expense ratio.


Dividends

EXV1.DE vs. KBE - Dividend Comparison

EXV1.DE's dividend yield for the trailing twelve months is around 3.59%, more than KBE's 2.32% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
KBE
SPDR S&P Bank ETF
2.32%2.51%2.35%2.78%2.99%2.16%2.44%2.33%2.18%1.36%1.39%1.70%

Frequently Asked Questions


EXV1.DE and KBE have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, KBE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

KBE is cheaper with a 0.35% expense ratio, compared with 0.47% for EXV1.DE.

EXV1.DE tracks STOXX® Europe 600 Banks, while KBE tracks S&P Banks Select Industry Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.47% for EXV1.DE and 0.35% for KBE.

Portfolio Optimizer

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