EXV8.DE vs. AMZN

Last updated Jun 5, 2026

EXV8.DE (iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE)) is Industrials Equities fund tracking the STOXX® Europe 600 Construction & Materials, while AMZN (Amazon.com, Inc) is a stock. Over the past 10 years, EXV8.DE returned 10.37%/yr vs 20.94%/yr for AMZN. At a 0.21 correlation, their price movements are largely independent.

Performance

EXV8.DE vs. AMZN - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE) (EXV8.DE) and Amazon.com, Inc (AMZN). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

EXV8.DE is traded in EUR, while AMZN is traded in USD. To make them comparable, the AMZN values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, EXV8.DE achieves a 1.00% return, which is significantly lower than AMZN's 8.68% return. Over the past 10 years, EXV8.DE has underperformed AMZN with an annualized return of 10.37%, while AMZN has yielded a comparatively higher 20.94% annualized return.

EXV8.DE

• 1D: 0.17%
• 1M: -2.48%
• YTD: 1.00%
• 6M: 2.33%
• 1Y: 6.66%
• 3Y*: 15.58%
• 5Y*: 9.70%
• 10Y*: 10.37%

AMZN

• 1D: 0.00%
• 1M: -7.70%
• YTD: 8.68%
• 6M: 9.53%
• 1Y: 13.93%
• 3Y*: 22.99%
• 5Y*: 9.65%
• 10Y*: 20.94%

*Multi-year figures are annualized to reflect compound growth (CAGR)

EXV8.DE vs. AMZN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EXV8.DE iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE)	1.00%	25.00%	6.42%	33.57%	-18.92%	32.25%	-2.02%	42.92%	-17.87%	10.41%
AMZN Amazon.com, Inc	8.20%	-7.28%	53.92%	75.46%	-46.49%	10.03%	61.73%	25.81%	34.46%	36.79%

Correlation

The correlation between EXV8.DE and AMZN is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.29
Correlation (3Y) Calculated over the trailing 3-year period	0.20
Correlation (5Y) Calculated over the trailing 5-year period	0.23
Correlation (10Y) Calculated over the trailing 10-year period	0.22
Correlation (All Time) Calculated using the full available price history since Aug 31, 2007	0.21

Return for Risk

EXV8.DE vs. AMZN — Risk / Return Rank

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

EXV8.DE

EXV8.DE Risk / Return Rank: 15
EXV8.DE Sharpe Ratio Rank: 15
EXV8.DE Sortino Ratio Rank: 16
EXV8.DE Omega Ratio Rank: 15
EXV8.DE Calmar Ratio Rank: 15
EXV8.DE Martin Ratio Rank: 16

AMZN

AMZN Risk / Return Rank: 56
AMZN Sharpe Ratio Rank: 59
AMZN Sortino Ratio Rank: 53
AMZN Omega Ratio Rank: 51
AMZN Calmar Ratio Rank: 58
AMZN Martin Ratio Rank: 59

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.

EXV8.DE vs. AMZN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE) (EXV8.DE) and Amazon.com, Inc (AMZN). 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.

	EXV8.DE	AMZN	Difference
Sharpe ratio: Return per unit of total volatility	0.38	0.46	-0.08
Sortino ratio: Return per unit of downside risk	0.70	0.82	-0.13
Omega ratio: Gain probability vs. loss probability	1.08	1.11	-0.02
Calmar ratio: Return relative to maximum drawdown	0.49	0.58	-0.09
Martin ratio: Return relative to average drawdown	1.50	1.41	+0.09
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EXV8.DE vs. AMZN - Sharpe Ratio Comparison

The current EXV8.DE Sharpe Ratio is 0.38, which is comparable to the AMZN Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of EXV8.DE and AMZN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	EXV8.DE	AMZN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.38	0.46	-0.08
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.49	0.27	+0.22
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.51	0.64	-0.13
Sharpe Ratio (All Time) Calculated using the full available price history	0.44	0.70	-0.26

Drawdowns

EXV8.DE vs. AMZN - Drawdown Comparison

The maximum EXV8.DE drawdown since its inception was -66.09%, which is greater than AMZN's maximum drawdown of -60.20%. Use the drawdown chart below to compare losses from any high point for EXV8.DE and AMZN.

Drawdown Indicators

	EXV8.DE	AMZN	Difference
Max Drawdown Largest peak-to-trough decline	-66.09%	-60.20%	-5.89%
Max Drawdown (1Y) Largest decline over 1 year	-15.30%	-24.04%	+8.74%
Max Drawdown (3Y) Largest decline over 3 years	-16.83%	-37.68%	+20.85%
Max Drawdown (5Y) Largest decline over 5 years	-29.23%	-52.70%	+23.47%
Max Drawdown (10Y) Largest decline over 10 years	-42.81%	-52.70%	+9.89%
Current Drawdown Current decline from peak	-6.66%	-9.19%	+2.53%
Average Drawdown Average peak-to-trough decline	-15.00%	-12.39%	-2.61%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.00%	9.88%	-4.88%

Volatility

EXV8.DE vs. AMZN - Volatility Comparison

The current volatility for iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE) (EXV8.DE) is 6.24%, while Amazon.com, Inc (AMZN) has a volatility of 7.10%. This indicates that EXV8.DE experiences smaller price fluctuations and is considered to be less risky than AMZN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EXV8.DE	AMZN	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.24%	7.10%	-0.86%
Volatility (6M) Calculated over the trailing 6-month period	16.12%	19.92%	-3.80%
Volatility (1Y) Calculated over the trailing 1-year period	19.72%	30.39%	-10.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.47%	35.35%	-15.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.26%	32.75%	-12.49%

Dividends

EXV8.DE vs. AMZN - Dividend Comparison

EXV8.DE's dividend yield for the trailing twelve months is around 1.39%, while AMZN has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AMZN Amazon.com, Inc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
EXV8.DE iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE)	1.39%	1.39%	1.69%	1.59%	1.78%	1.34%	0.53%	1.55%	1.66%	2.87%	2.80%	2.79%

Frequently Asked Questions

Can I hold both EXV8.DE and AMZN in my portfolio?

EXV8.DE and AMZN have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.