PortfoliosLab logoPortfoliosLab logo
EXV2.DE vs. EXH6.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXV2.DE vs. EXH6.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares STOXX Europe 600 Telecommunications UCITS ETF (DE) (EXV2.DE) and iShares STOXX Europe 600 Media UCITS ETF (DE) (EXH6.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, EXV2.DE achieves a 26.64% return, which is significantly higher than EXH6.DE's -6.40% return. Over the past 10 years, EXV2.DE has underperformed EXH6.DE with an annualized return of 3.97%, while EXH6.DE has yielded a comparatively higher 5.17% annualized return.


EXV2.DE

1D
-1.86%
1M
3.85%
YTD
26.64%
6M
29.99%
1Y
24.20%
3Y*
21.19%
5Y*
10.41%
10Y*
3.97%

EXH6.DE

1D
0.41%
1M
3.09%
YTD
-6.40%
6M
-4.52%
1Y
-19.84%
3Y*
3.75%
5Y*
5.43%
10Y*
5.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXV2.DE vs. EXH6.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXV2.DE
iShares STOXX Europe 600 Telecommunications UCITS ETF (DE)
26.64%16.14%20.74%7.73%-14.23%14.83%-12.76%5.29%-9.19%0.27%
EXH6.DE
iShares STOXX Europe 600 Media UCITS ETF (DE)
-6.40%-12.94%17.36%26.35%-10.58%37.10%-5.43%20.85%-2.67%0.18%

Correlation

The correlation between EXV2.DE and EXH6.DE is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

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

0.30

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

0.41

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

0.44

Correlation (All Time)
Calculated using the full available price history since Aug 19, 2002

0.38

The correlation between EXV2.DE and EXH6.DE shifts across timeframes, from 0.21 (1 year) to 0.44 (10 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

EXV2.DE vs. EXH6.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EXV2.DE
EXV2.DE Risk / Return Rank: 4949
Overall Rank
EXV2.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
EXV2.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
EXV2.DE Omega Ratio Rank: 4444
Omega Ratio Rank
EXV2.DE Calmar Ratio Rank: 6565
Calmar Ratio Rank
EXV2.DE Martin Ratio Rank: 4242
Martin Ratio Rank

EXH6.DE
EXH6.DE Risk / Return Rank: 33
Overall Rank
EXH6.DE Sharpe Ratio Rank: 11
Sharpe Ratio Rank
EXH6.DE Sortino Ratio Rank: 22
Sortino Ratio Rank
EXH6.DE Omega Ratio Rank: 22
Omega Ratio Rank
EXH6.DE Calmar Ratio Rank: 44
Calmar Ratio Rank
EXH6.DE Martin Ratio Rank: 44
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.

EXV2.DE vs. EXH6.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Telecommunications UCITS ETF (DE) (EXV2.DE) and iShares STOXX Europe 600 Media UCITS ETF (DE) (EXH6.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.


EXV2.DEEXH6.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.59

Sortino ratioReturn per unit of downside risk

+3.67

Omega ratioGain probability vs. loss probability

1.28

0.84

+0.44

Calmar ratioReturn relative to maximum drawdown

3.14

-0.61

+3.75

Martin ratioReturn relative to average drawdown

6.51

-1.15

+7.66

EXV2.DE vs. EXH6.DE - Sharpe Ratio Comparison

The current EXV2.DE Sharpe Ratio is 1.57, which is higher than the EXH6.DE Sharpe Ratio of -1.02. The chart below compares the historical Sharpe Ratios of EXV2.DE and EXH6.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.


Loading charts...

Sharpe Ratios by Period


EXV2.DEEXH6.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.57

-1.02

+2.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.32

+0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

0.31

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.36

-0.20

Drawdowns

EXV2.DE vs. EXH6.DE - Drawdown Comparison

The maximum EXV2.DE drawdown since its inception was -52.20%, roughly equal to the maximum EXH6.DE drawdown of -53.43%. Use the drawdown chart below to compare losses from any high point for EXV2.DE and EXH6.DE.


Loading charts...

Drawdown Indicators


EXV2.DEEXH6.DEDifference

Max Drawdown

Largest peak-to-trough decline

-52.20%

-53.43%

+1.23%

Max Drawdown (1Y)

Largest decline over 1 year

-7.66%

-32.46%

+24.80%

Max Drawdown (3Y)

Largest decline over 3 years

-9.60%

-37.70%

+28.10%

Max Drawdown (5Y)

Largest decline over 5 years

-21.16%

-37.70%

+16.54%

Max Drawdown (10Y)

Largest decline over 10 years

-37.75%

-39.45%

+1.70%

Current Drawdown

Current decline from peak

-2.36%

-26.16%

+23.80%

Average Drawdown

Average peak-to-trough decline

-21.97%

-10.78%

-11.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.51%

17.27%

-13.76%

Volatility

EXV2.DE vs. EXH6.DE - Volatility Comparison

iShares STOXX Europe 600 Telecommunications UCITS ETF (DE) (EXV2.DE) has a higher volatility of 6.03% compared to iShares STOXX Europe 600 Media UCITS ETF (DE) (EXH6.DE) at 5.32%. This indicates that EXV2.DE's price experiences larger fluctuations and is considered to be riskier than EXH6.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EXV2.DEEXH6.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.03%

5.32%

+0.71%

Volatility (6M)

Calculated over the trailing 6-month period

12.36%

15.89%

-3.53%

Volatility (1Y)

Calculated over the trailing 1-year period

15.35%

19.35%

-4.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.06%

17.35%

-3.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.01%

19.11%

-3.10%

EXV2.DE vs. EXH6.DE - Expense Ratio Comparison

EXV2.DE has a 0.47% expense ratio, which is higher than EXH6.DE's 0.46% expense ratio.


Dividends

EXV2.DE vs. EXH6.DE - Dividend Comparison

EXV2.DE's dividend yield for the trailing twelve months is around 1.99%, less than EXH6.DE's 2.52% yield.


PositionTTM20252024202320222021202020192018201720162015
EXH6.DE
iShares STOXX Europe 600 Media UCITS ETF (DE)
2.52%2.97%1.75%1.28%16.13%1.46%1.29%2.81%2.26%7.07%5.07%3.99%
EXV2.DE
iShares STOXX Europe 600 Telecommunications UCITS ETF (DE)
1.99%2.38%2.85%3.28%2.84%2.14%2.67%3.56%3.52%13.78%3.96%4.01%

Frequently Asked Questions


EXV2.DE and EXH6.DE have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EXH6.DE is cheaper at 0.46% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EXH6.DE is cheaper with a 0.46% expense ratio, compared with 0.47% for EXV2.DE.

EXV2.DE tracks STOXX® Europe 600 Telecommunications, while EXH6.DE tracks STOXX® Europe 600 Media. Their fees differ too: 0.47% for EXV2.DE and 0.46% for EXH6.DE.

Portfolio Optimizer

Find the right allocation for EXV2.DE and EXH6.DE

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