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EXV4.DE vs. DXSE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXV4.DE vs. DXSE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares STOXX Europe 600 Health Care UCITS ETF (DE) (EXV4.DE) and Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C (DXSE.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, EXV4.DE achieves a -2.60% return, which is significantly lower than DXSE.DE's -1.95% return. Over the past 10 years, EXV4.DE has underperformed DXSE.DE with an annualized return of 5.78%, while DXSE.DE has yielded a comparatively higher 6.10% annualized return.


EXV4.DE

1D
2.82%
1M
0.11%
YTD
-2.60%
6M
-1.19%
1Y
4.38%
3Y*
2.32%
5Y*
4.98%
10Y*
5.78%

DXSE.DE

1D
2.90%
1M
1.98%
YTD
-1.95%
6M
-0.40%
1Y
4.80%
3Y*
2.51%
5Y*
5.38%
10Y*
6.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXV4.DE vs. DXSE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXV4.DE
iShares STOXX Europe 600 Health Care UCITS ETF (DE)
-2.60%7.23%3.85%7.52%-6.10%25.12%-2.48%32.64%-1.01%4.34%
DXSE.DE
Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C
-1.95%4.97%4.52%9.56%-5.75%25.75%-1.94%32.90%-1.01%4.42%

Correlation

The correlation between EXV4.DE and DXSE.DE is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.93

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

0.94

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

0.95

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

0.97

Correlation (All Time)
Calculated using the full available price history since Jul 18, 2007

0.92

The correlation between EXV4.DE and DXSE.DE has been stable across timeframes, ranging from 0.92 to 0.97 - a consistent structural relationship.

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Return for Risk

EXV4.DE vs. DXSE.DE — Risk / Return Rank

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

EXV4.DE
EXV4.DE Risk / Return Rank: 1313
Overall Rank
EXV4.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
EXV4.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
EXV4.DE Omega Ratio Rank: 1313
Omega Ratio Rank
EXV4.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
EXV4.DE Martin Ratio Rank: 1313
Martin Ratio Rank

DXSE.DE
DXSE.DE Risk / Return Rank: 1313
Overall Rank
DXSE.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
DXSE.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
DXSE.DE Omega Ratio Rank: 1313
Omega Ratio Rank
DXSE.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
DXSE.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.

EXV4.DE vs. DXSE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Health Care UCITS ETF (DE) (EXV4.DE) and Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C (DXSE.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.


EXV4.DEDXSE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

1.06

1.06

0.00

Calmar ratioReturn relative to maximum drawdown

0.38

0.38

+0.01

Martin ratioReturn relative to average drawdown

0.84

0.82

+0.02

EXV4.DE vs. DXSE.DE - Sharpe Ratio Comparison

The current EXV4.DE Sharpe Ratio is 0.29, which is comparable to the DXSE.DE Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of EXV4.DE and DXSE.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


EXV4.DEDXSE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.29

0.27

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.32

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.38

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.45

-0.13

Drawdowns

EXV4.DE vs. DXSE.DE - Drawdown Comparison

The maximum EXV4.DE drawdown since its inception was -44.54%, which is greater than DXSE.DE's maximum drawdown of -34.30%. Use the drawdown chart below to compare losses from any high point for EXV4.DE and DXSE.DE.


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Drawdown Indicators


EXV4.DEDXSE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-44.54%

-34.30%

-10.24%

Max Drawdown (1Y)

Largest decline over 1 year

-12.57%

-12.67%

+0.10%

Max Drawdown (3Y)

Largest decline over 3 years

-26.55%

-28.10%

+1.55%

Max Drawdown (5Y)

Largest decline over 5 years

-26.55%

-28.10%

+1.55%

Max Drawdown (10Y)

Largest decline over 10 years

-26.55%

-28.10%

+1.55%

Current Drawdown

Current decline from peak

-11.65%

-13.88%

+2.23%

Average Drawdown

Average peak-to-trough decline

-11.17%

-8.34%

-2.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.72%

5.81%

-0.09%

Volatility

EXV4.DE vs. DXSE.DE - Volatility Comparison

iShares STOXX Europe 600 Health Care UCITS ETF (DE) (EXV4.DE) and Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C (DXSE.DE) have volatilities of 5.58% and 5.82%, 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


EXV4.DEDXSE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.58%

5.82%

-0.24%

Volatility (6M)

Calculated over the trailing 6-month period

11.86%

11.95%

-0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

16.68%

17.63%

-0.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.55%

16.48%

-0.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.74%

16.04%

-0.30%

EXV4.DE vs. DXSE.DE - Expense Ratio Comparison

EXV4.DE has a 0.46% expense ratio, which is higher than DXSE.DE's 0.17% expense ratio.


Dividends

EXV4.DE vs. DXSE.DE - Dividend Comparison

EXV4.DE's dividend yield for the trailing twelve months is around 1.61%, while DXSE.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
DXSE.DE
Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EXV4.DE
iShares STOXX Europe 600 Health Care UCITS ETF (DE)
1.61%1.58%1.45%1.60%1.59%1.47%1.24%1.79%1.85%2.64%2.90%2.60%

Frequently Asked Questions


With a correlation of 0.93, EXV4.DE and DXSE.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, DXSE.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DXSE.DE is cheaper with a 0.17% expense ratio, compared with 0.46% for EXV4.DE.

EXV4.DE tracks STOXX® Europe 600 Health Care, while DXSE.DE tracks MSCI Europe Health Care ESG Screened 20-35. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.46% for EXV4.DE and 0.17% for DXSE.DE.

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