EXV1.DE vs. XSX6.DE
Compare and contrast key facts about iShares STOXX Europe 600 Banks UCITS ETF (DE) (EXV1.DE) and Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE).
EXV1.DE and XSX6.DE 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. XSX6.DE is a passively managed fund by Xtrackers that tracks the performance of the STOXX® Europe 600. It was launched on Jan 20, 2009. Both EXV1.DE and XSX6.DE 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 XSX6.DE.
Key characteristics
| EXV1.DE | XSX6.DE | |
|---|---|---|
| YTD Return | 27.94% | 8.67% |
| 1Y Return | 38.33% | 16.35% |
| 3Y Return (Ann) | 17.19% | 4.39% |
| 5Y Return (Ann) | 11.89% | 7.20% |
| 10Y Return (Ann) | 4.65% | 6.97% |
| Sharpe Ratio | 2.25 | 1.48 |
| Sortino Ratio | 2.81 | 2.07 |
| Omega Ratio | 1.40 | 1.26 |
| Calmar Ratio | 0.72 | 2.12 |
| Martin Ratio | 13.20 | 8.75 |
| Ulcer Index | 2.73% | 1.72% |
| Daily Std Dev | 15.96% | 10.25% |
| Max Drawdown | -82.30% | -36.05% |
| Current Drawdown | -32.05% | -3.88% |
Correlation
The correlation between EXV1.DE and XSX6.DE is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
EXV1.DE vs. XSX6.DE - Performance Comparison
In the year-to-date period, EXV1.DE achieves a 27.94% return, which is significantly higher than XSX6.DE's 8.67% return. Over the past 10 years, EXV1.DE has underperformed XSX6.DE with an annualized return of 4.65%, while XSX6.DE has yielded a comparatively higher 6.97% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
EXV1.DE vs. XSX6.DE - Expense Ratio Comparison
EXV1.DE has a 0.47% expense ratio, which is higher than XSX6.DE's 0.20% expense ratio.
Risk-Adjusted Performance
EXV1.DE vs. XSX6.DE - 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 Xtrackers STOXX Europe 600 UCITS ETF (XSX6.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.
Dividends
EXV1.DE vs. XSX6.DE - Dividend Comparison
EXV1.DE's dividend yield for the trailing twelve months is around 5.73%, while XSX6.DE has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXV1.DE iShares STOXX Europe 600 Banks UCITS ETF (DE) | 5.73% | 4.53% | 6.37% | 1.06% | 1.52% | 4.31% | 4.03% | 6.01% | 3.49% | 3.41% | 2.54% | 3.68% |
XSX6.DE Xtrackers STOXX Europe 600 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
EXV1.DE vs. XSX6.DE - Drawdown Comparison
The maximum EXV1.DE drawdown since its inception was -82.30%, which is greater than XSX6.DE's maximum drawdown of -36.05%. Use the drawdown chart below to compare losses from any high point for EXV1.DE and XSX6.DE. For additional features, visit the drawdowns tool.
Volatility
EXV1.DE vs. XSX6.DE - Volatility Comparison
iShares STOXX Europe 600 Banks UCITS ETF (DE) (EXV1.DE) has a higher volatility of 5.11% compared to Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) at 4.03%. This indicates that EXV1.DE's price experiences larger fluctuations and is considered to be riskier than XSX6.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.