EXV4.DE vs. IXJ
Compare and contrast key facts about iShares STOXX Europe 600 Health Care UCITS ETF (DE) (EXV4.DE) and iShares Global Healthcare ETF (IXJ).
EXV4.DE and IXJ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EXV4.DE is a passively managed fund by iShares that tracks the performance of the STOXX® Europe 600 Health Care. It was launched on Apr 25, 2001. IXJ is a passively managed fund by iShares that tracks the performance of the S&P Global Healthcare Sector Index. It was launched on Nov 13, 2001. Both EXV4.DE and IXJ 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: EXV4.DE or IXJ.
Key characteristics
| EXV4.DE | IXJ | |
|---|---|---|
| YTD Return | 8.55% | 7.41% |
| 1Y Return | 12.60% | 15.74% |
| 3Y Return (Ann) | 3.58% | 3.23% |
| 5Y Return (Ann) | 6.93% | 8.89% |
| 10Y Return (Ann) | 6.98% | 8.08% |
| Sharpe Ratio | 1.10 | 1.57 |
| Sortino Ratio | 1.58 | 2.21 |
| Omega Ratio | 1.19 | 1.28 |
| Calmar Ratio | 1.14 | 1.69 |
| Martin Ratio | 4.03 | 6.03 |
| Ulcer Index | 3.31% | 2.70% |
| Daily Std Dev | 12.03% | 10.38% |
| Max Drawdown | -44.54% | -40.60% |
| Current Drawdown | -11.58% | -8.66% |
Correlation
The correlation between EXV4.DE and IXJ is 0.53, 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
EXV4.DE vs. IXJ - Performance Comparison
In the year-to-date period, EXV4.DE achieves a 8.55% return, which is significantly higher than IXJ's 7.41% return. Over the past 10 years, EXV4.DE has underperformed IXJ with an annualized return of 6.98%, while IXJ has yielded a comparatively higher 8.08% 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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EXV4.DE vs. IXJ - Expense Ratio Comparison
Both EXV4.DE and IXJ have an expense ratio of 0.46%.
Risk-Adjusted Performance
EXV4.DE vs. IXJ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Health Care UCITS ETF (DE) (EXV4.DE) and iShares Global Healthcare ETF (IXJ). 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
EXV4.DE vs. IXJ - Dividend Comparison
EXV4.DE's dividend yield for the trailing twelve months is around 1.39%, more than IXJ's 1.33% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXV4.DE iShares STOXX Europe 600 Health Care UCITS ETF (DE) | 1.39% | 1.60% | 1.59% | 1.47% | 1.24% | 1.79% | 1.85% | 2.64% | 2.90% | 2.60% | 2.36% | 2.39% |
IXJ iShares Global Healthcare ETF | 1.33% | 1.38% | 1.17% | 1.12% | 1.27% | 1.42% | 2.11% | 1.47% | 1.73% | 2.85% | 1.38% | 1.51% |
Drawdowns
EXV4.DE vs. IXJ - Drawdown Comparison
The maximum EXV4.DE drawdown since its inception was -44.54%, which is greater than IXJ's maximum drawdown of -40.60%. Use the drawdown chart below to compare losses from any high point for EXV4.DE and IXJ. For additional features, visit the drawdowns tool.
Volatility
EXV4.DE vs. IXJ - Volatility Comparison
iShares STOXX Europe 600 Health Care UCITS ETF (DE) (EXV4.DE) has a higher volatility of 3.74% compared to iShares Global Healthcare ETF (IXJ) at 2.81%. This indicates that EXV4.DE's price experiences larger fluctuations and is considered to be riskier than IXJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.