EXV9.DE vs. ^STOXX
EXV9.DE (iShares STOXX Europe 600 Travel & Leisure UCITS ETF (DE)) is Consumer Staples Equities fund tracking the STOXX® Europe 600 Travel & Leisure, while ^STOXX (STOXX Europe 600 Index) is an index. Over the past 10 years, EXV9.DE returned 4.43%/yr vs 7.29%/yr for ^STOXX. A 0.65 correlation means they provide meaningful diversification when combined.
Performance
EXV9.DE vs. ^STOXX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EXV9.DE achieves a 5.58% return, which is significantly lower than ^STOXX's 8.00% return. Over the past 10 years, EXV9.DE has underperformed ^STOXX with an annualized return of 4.43%, while ^STOXX has yielded a comparatively higher 7.29% annualized return.
EXV9.DE
- 1D
- -1.61%
- 1M
- 7.46%
- YTD
- 5.58%
- 6M
- 5.58%
- 1Y
- 14.82%
- 3Y*
- 7.75%
- 5Y*
- 2.88%
- 10Y*
- 4.43%
^STOXX
- 1D
- 0.00%
- 1M
- 1.92%
- YTD
- 8.00%
- 6M
- 8.74%
- 1Y
- 19.11%
- 3Y*
- 12.23%
- 5Y*
- 6.95%
- 10Y*
- 7.29%
EXV9.DE vs. ^STOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXV9.DE iShares STOXX Europe 600 Travel & Leisure UCITS ETF (DE) | 5.58% | 6.01% | 13.75% | 21.47% | -13.38% | 0.14% | -15.38% | 24.00% | -15.86% | 15.07% |
^STOXX STOXX Europe 600 Index | 8.00% | 17.42% | 5.39% | 12.74% | -13.06% | 22.10% | -3.83% | 23.78% | -13.61% | 7.68% |
Correlation
The correlation between EXV9.DE and ^STOXX is 0.58, 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 | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.66 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Aug 29, 2005 | 0.65 |
The correlation between EXV9.DE and ^STOXX has been stable across timeframes, ranging from 0.58 to 0.66 - 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
EXV9.DE vs. ^STOXX — Risk / Return Rank
EXV9.DE
^STOXX
EXV9.DE vs. ^STOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Travel & Leisure UCITS ETF (DE) (EXV9.DE) and STOXX Europe 600 Index (^STOXX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EXV9.DE | ^STOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.91 | ||
| Sortino ratioReturn per unit of downside risk | -1.13 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.30 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.05 | 2.03 | -0.98 |
| Martin ratioReturn relative to average drawdown | 2.53 | 7.39 | -4.86 |
Loading charts...
Drawdowns
EXV9.DE vs. ^STOXX - Drawdown Comparison
The maximum EXV9.DE drawdown since its inception was -64.21%, which is greater than ^STOXX's maximum drawdown of -60.54%. Use the drawdown chart below to compare losses from any high point for EXV9.DE and ^STOXX.
Loading charts...
Drawdown Indicators
| EXV9.DE | ^STOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.21% | -60.54% | -3.67% |
Max Drawdown (1Y)Largest decline over 1 year | -14.06% | -9.56% | -4.50% |
Max Drawdown (3Y)Largest decline over 3 years | -24.93% | -16.56% | -8.37% |
Max Drawdown (5Y)Largest decline over 5 years | -38.60% | -22.55% | -16.05% |
Max Drawdown (10Y)Largest decline over 10 years | -55.23% | -35.55% | -19.68% |
Current DrawdownCurrent decline from peak | -1.61% | 0.00% | -1.61% |
Average DrawdownAverage peak-to-trough decline | -19.51% | -14.58% | -4.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.85% | 2.61% | +3.24% |
Volatility
EXV9.DE vs. ^STOXX - Volatility Comparison
iShares STOXX Europe 600 Travel & Leisure UCITS ETF (DE) (EXV9.DE) has a higher volatility of 5.71% compared to STOXX Europe 600 Index (^STOXX) at 2.83%. This indicates that EXV9.DE's price experiences larger fluctuations and is considered to be riskier than ^STOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| EXV9.DE | ^STOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.71% | 2.83% | +2.88% |
Volatility (6M)Calculated over the trailing 6-month period | 18.55% | 10.30% | +8.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.66% | 12.18% | +9.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.10% | 14.20% | +9.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.24% | 15.21% | +9.03% |
Frequently Asked Questions
EXV9.DE and ^STOXX have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for EXV9.DE and ^STOXX
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