PortfoliosLab logoPortfoliosLab logo
EXV5.DE vs. EXH8.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXV5.DE vs. EXH8.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares STOXX Europe 600 Automobiles & Parts UCITS ETF (DE) EUR Dist (EXV5.DE) and iShares STOXX Europe 600 Retail UCITS ETF (DE) (EXH8.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, EXV5.DE achieves a -10.29% return, which is significantly lower than EXH8.DE's -1.84% return. Over the past 10 years, EXV5.DE has underperformed EXH8.DE with an annualized return of 2.63%, while EXH8.DE has yielded a comparatively higher 6.32% annualized return.


EXV5.DE

1D
-0.72%
1M
4.09%
YTD
-10.29%
6M
-11.94%
1Y
-10.92%
3Y*
-6.23%
5Y*
-4.08%
10Y*
2.63%

EXH8.DE

1D
0.97%
1M
7.60%
YTD
-1.84%
6M
0.30%
1Y
6.21%
3Y*
12.48%
5Y*
1.95%
10Y*
6.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXV5.DE vs. EXH8.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXV5.DE
iShares STOXX Europe 600 Automobiles & Parts UCITS ETF (DE) EUR Dist
-10.29%-1.15%-8.64%24.07%-16.20%25.34%6.08%20.17%-27.04%16.25%
EXH8.DE
iShares STOXX Europe 600 Retail UCITS ETF (DE)
-1.84%13.47%10.93%36.87%-30.57%13.16%9.68%38.72%-9.61%-0.73%

Correlation

The correlation between EXV5.DE and EXH8.DE is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.57

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

0.55

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

0.61

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

0.59

Correlation (All Time)
Calculated using the full available price history since Aug 12, 2002

0.52

The correlation between EXV5.DE and EXH8.DE has been stable across timeframes, ranging from 0.52 to 0.61 - a consistent structural relationship.

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

EXV5.DE vs. EXH8.DE — Risk / Return Rank

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

EXV5.DE
EXV5.DE Risk / Return Rank: 44
Overall Rank
EXV5.DE Sharpe Ratio Rank: 55
Sharpe Ratio Rank
EXV5.DE Sortino Ratio Rank: 55
Sortino Ratio Rank
EXV5.DE Omega Ratio Rank: 55
Omega Ratio Rank
EXV5.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
EXV5.DE Martin Ratio Rank: 33
Martin Ratio Rank

EXH8.DE
EXH8.DE Risk / Return Rank: 1414
Overall Rank
EXH8.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
EXH8.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
EXH8.DE Omega Ratio Rank: 1414
Omega Ratio Rank
EXH8.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
EXH8.DE Martin Ratio Rank: 1414
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.

EXV5.DE vs. EXH8.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Automobiles & Parts UCITS ETF (DE) EUR Dist (EXV5.DE) and iShares STOXX Europe 600 Retail UCITS ETF (DE) (EXH8.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.


EXV5.DEEXH8.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.81

Sortino ratioReturn per unit of downside risk

-1.17

Omega ratioGain probability vs. loss probability

0.94

1.07

-0.14

Calmar ratioReturn relative to maximum drawdown

-0.52

0.48

-1.00

Martin ratioReturn relative to average drawdown

-1.18

1.09

-2.27

EXV5.DE vs. EXH8.DE - Sharpe Ratio Comparison

The current EXV5.DE Sharpe Ratio is -0.48, which is lower than the EXH8.DE Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of EXV5.DE and EXH8.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


EXV5.DEEXH8.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.48

0.33

-0.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.17

0.09

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.10

0.32

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.30

-0.09

Drawdowns

EXV5.DE vs. EXH8.DE - Drawdown Comparison

The maximum EXV5.DE drawdown since its inception was -64.56%, which is greater than EXH8.DE's maximum drawdown of -54.89%. Use the drawdown chart below to compare losses from any high point for EXV5.DE and EXH8.DE.


Loading charts...

Drawdown Indicators


EXV5.DEEXH8.DEDifference

Max Drawdown

Largest peak-to-trough decline

-64.56%

-54.89%

-9.67%

Max Drawdown (1Y)

Largest decline over 1 year

-20.93%

-12.96%

-7.97%

Max Drawdown (3Y)

Largest decline over 3 years

-35.82%

-19.54%

-16.28%

Max Drawdown (5Y)

Largest decline over 5 years

-35.82%

-48.60%

+12.78%

Max Drawdown (10Y)

Largest decline over 10 years

-58.64%

-48.60%

-10.04%

Current Drawdown

Current decline from peak

-30.36%

-3.99%

-26.37%

Average Drawdown

Average peak-to-trough decline

-17.76%

-16.64%

-1.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.26%

5.67%

+3.59%

Volatility

EXV5.DE vs. EXH8.DE - Volatility Comparison

The current volatility for iShares STOXX Europe 600 Automobiles & Parts UCITS ETF (DE) EUR Dist (EXV5.DE) is 5.27%, while iShares STOXX Europe 600 Retail UCITS ETF (DE) (EXH8.DE) has a volatility of 6.03%. This indicates that EXV5.DE experiences smaller price fluctuations and is considered to be less risky than EXH8.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EXV5.DEEXH8.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.27%

6.03%

-0.76%

Volatility (6M)

Calculated over the trailing 6-month period

16.88%

15.20%

+1.68%

Volatility (1Y)

Calculated over the trailing 1-year period

22.65%

18.59%

+4.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.93%

21.53%

+2.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.37%

19.73%

+5.64%

EXV5.DE vs. EXH8.DE - Expense Ratio Comparison

Both EXV5.DE and EXH8.DE have an expense ratio of 0.46%.


Dividends

EXV5.DE vs. EXH8.DE - Dividend Comparison

EXV5.DE's dividend yield for the trailing twelve months is around 4.01%, more than EXH8.DE's 2.13% yield.


PositionTTM20252024202320222021202020192018201720162015
EXH8.DE
iShares STOXX Europe 600 Retail UCITS ETF (DE)
2.13%2.30%2.40%2.34%3.25%1.04%1.26%2.10%3.20%2.91%2.88%3.27%
EXV5.DE
iShares STOXX Europe 600 Automobiles & Parts UCITS ETF (DE) EUR Dist
4.01%4.34%4.96%5.38%4.39%2.94%0.77%4.11%3.44%3.97%2.88%2.82%

Frequently Asked Questions


EXV5.DE and EXH8.DE have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.46% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

EXV5.DE and EXH8.DE have the same expense ratio: 0.46% per year.

EXV5.DE tracks STOXX® Europe 600 Automobiles & Parts, while EXH8.DE tracks STOXX® Europe 600 Retail.

Portfolio Optimizer

Find the right allocation for EXV5.DE and EXH8.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