EXV5.DE vs. XZEC.DE
EXV5.DE (iShares STOXX Europe 600 Automobiles & Parts UCITS ETF (DE) EUR Dist) and XZEC.DE (Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF) are both Consumer Staples Equities funds - EXV5.DE tracks the STOXX® Europe 600 Automobiles & Parts while XZEC.DE tracks the MSCI Europe Consumer Discretionary ESG Screened 20-35 Select. Both are passively managed. Over the past 3 years, EXV5.DE returned -6.23%/yr vs 2.19%/yr for XZEC.DE. A 0.76 correlation means they provide meaningful diversification when combined. EXV5.DE charges 0.46%/yr vs 0.17%/yr for XZEC.DE.
Performance
EXV5.DE vs. XZEC.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EXV5.DE achieves a -10.29% return, which is significantly lower than XZEC.DE's 3.52% 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%
XZEC.DE
- 1D
- 1.36%
- 1M
- 3.79%
- YTD
- 3.52%
- 6M
- 4.05%
- 1Y
- 11.05%
- 3Y*
- 2.19%
- 5Y*
- —
- 10Y*
- —
EXV5.DE vs. XZEC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
EXV5.DE iShares STOXX Europe 600 Automobiles & Parts UCITS ETF (DE) EUR Dist | -10.29% | -1.15% | -8.64% | 24.07% | -16.20% | 2.08% |
XZEC.DE Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF | 3.52% | 1.95% | 3.52% | 16.28% | -16.49% | 0.39% |
Correlation
The correlation between EXV5.DE and XZEC.DE is 0.68, 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 | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2021 | 0.76 |
The correlation between EXV5.DE and XZEC.DE has been stable across timeframes, ranging from 0.68 to 0.76 - 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. XZEC.DE — Risk / Return Rank
EXV5.DE
XZEC.DE
EXV5.DE vs. XZEC.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 Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF (XZEC.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.DE | XZEC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.21 | ||
| Sortino ratioReturn per unit of downside risk | -1.73 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.13 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.52 | 0.98 | -1.50 |
| Martin ratioReturn relative to average drawdown | -1.18 | 2.63 | -3.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| EXV5.DE | XZEC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.48 | 0.73 | -1.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.17 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.10 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.06 | +0.15 |
Drawdowns
EXV5.DE vs. XZEC.DE - Drawdown Comparison
The maximum EXV5.DE drawdown since its inception was -64.56%, which is greater than XZEC.DE's maximum drawdown of -30.22%. Use the drawdown chart below to compare losses from any high point for EXV5.DE and XZEC.DE.
Loading charts...
Drawdown Indicators
| EXV5.DE | XZEC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.56% | -30.22% | -34.34% |
Max Drawdown (1Y)Largest decline over 1 year | -20.93% | -11.27% | -9.66% |
Max Drawdown (3Y)Largest decline over 3 years | -35.82% | -23.79% | -12.03% |
Max Drawdown (5Y)Largest decline over 5 years | -35.82% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -58.64% | — | — |
Current DrawdownCurrent decline from peak | -30.36% | -4.58% | -25.78% |
Average DrawdownAverage peak-to-trough decline | -17.76% | -10.22% | -7.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.26% | 4.19% | +5.07% |
Volatility
EXV5.DE vs. XZEC.DE - Volatility Comparison
iShares STOXX Europe 600 Automobiles & Parts UCITS ETF (DE) EUR Dist (EXV5.DE) has a higher volatility of 5.27% compared to Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF (XZEC.DE) at 4.04%. This indicates that EXV5.DE's price experiences larger fluctuations and is considered to be riskier than XZEC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| EXV5.DE | XZEC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.27% | 4.04% | +1.23% |
Volatility (6M)Calculated over the trailing 6-month period | 16.88% | 11.07% | +5.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.65% | 15.07% | +7.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.93% | 20.02% | +3.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.37% | 20.02% | +5.35% |
EXV5.DE vs. XZEC.DE - Expense Ratio Comparison
EXV5.DE has a 0.46% expense ratio, which is higher than XZEC.DE's 0.17% expense ratio.
Dividends
EXV5.DE vs. XZEC.DE - Dividend Comparison
EXV5.DE's dividend yield for the trailing twelve months is around 4.01%, while XZEC.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XZEC.DE Xtrackers MSCI Europe Consumer Discretionary ESG Screened 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% |
Frequently Asked Questions
EXV5.DE and XZEC.DE have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XZEC.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XZEC.DE is cheaper with a 0.17% expense ratio, compared with 0.46% for EXV5.DE.
EXV5.DE tracks STOXX® Europe 600 Automobiles & Parts, while XZEC.DE tracks MSCI Europe Consumer Discretionary ESG Screened 20-35 Select. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.46% for EXV5.DE and 0.17% for XZEC.DE.
Find the right allocation for EXV5.DE and XZEC.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