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EXV9.DE vs. EZJ.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXV9.DE vs. EZJ.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares STOXX Europe 600 Travel & Leisure UCITS ETF (DE) (EXV9.DE) and EasyJet plc (EZJ.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EXV9.DE is traded in EUR, while EZJ.L is traded in GBp. To make them comparable, the EZJ.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, EXV9.DE achieves a -1.78% return, which is significantly higher than EZJ.L's -4.55% return. Over the past 10 years, EXV9.DE has outperformed EZJ.L with an annualized return of 2.26%, while EZJ.L has yielded a comparatively lower -7.99% annualized return.


EXV9.DE

1D
0.37%
1M
10.66%
YTD
-1.78%
6M
3.23%
1Y
6.86%
3Y*
4.56%
5Y*
1.28%
10Y*
2.26%

EZJ.L

1D
2.48%
1M
36.72%
YTD
-4.55%
6M
-0.26%
1Y
-19.61%
3Y*
0.96%
5Y*
-8.81%
10Y*
-7.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXV9.DE vs. EZJ.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXV9.DE
iShares STOXX Europe 600 Travel & Leisure UCITS ETF (DE)
-1.78%5.96%13.80%21.47%-14.82%1.81%-14.24%24.03%-15.88%15.07%
EZJ.L
EasyJet plc
-4.55%-11.42%16.04%60.45%-44.63%-15.26%-42.40%44.80%-23.23%49.76%

Correlation

The correlation between EXV9.DE and EZJ.L is 0.66, 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

0.66

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

0.61

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

0.64

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

0.62

Correlation (All Time)
Calculated using the full available price history since Aug 29, 2007

0.51

The correlation between EXV9.DE and EZJ.L shifts across timeframes, from 0.51 (all time) to 0.66 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

EXV9.DE vs. EZJ.L — Risk / Return Rank

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

EXV9.DE
EXV9.DE Risk / Return Rank: 1515
Overall Rank
EXV9.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
EXV9.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
EXV9.DE Omega Ratio Rank: 1414
Omega Ratio Rank
EXV9.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
EXV9.DE Martin Ratio Rank: 1515
Martin Ratio Rank

EZJ.L
EZJ.L Risk / Return Rank: 2323
Overall Rank
EZJ.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
EZJ.L Sortino Ratio Rank: 1919
Sortino Ratio Rank
EZJ.L Omega Ratio Rank: 2020
Omega Ratio Rank
EZJ.L Calmar Ratio Rank: 2727
Calmar Ratio Rank
EZJ.L Martin Ratio Rank: 2828
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.

EXV9.DE vs. EZJ.L - 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 EasyJet plc (EZJ.L). 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.


EXV9.DEEZJ.LDifference
Sharpe ratioReturn per unit of total volatility

+0.85

Sortino ratioReturn per unit of downside risk

+1.33

Omega ratioGain probability vs. loss probability

1.07

0.93

+0.15

Calmar ratioReturn relative to maximum drawdown

0.49

-0.46

+0.95

Martin ratioReturn relative to average drawdown

1.16

-0.79

+1.96

EXV9.DE vs. EZJ.L - Sharpe Ratio Comparison

The current EXV9.DE Sharpe Ratio is 0.31, which is higher than the EZJ.L Sharpe Ratio of -0.54. The chart below compares the historical Sharpe Ratios of EXV9.DE and EZJ.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EXV9.DEEZJ.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.31

-0.54

+0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

-0.22

+0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.09

-0.17

+0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.04

+0.20

Drawdowns

EXV9.DE vs. EZJ.L - Drawdown Comparison

The maximum EXV9.DE drawdown since its inception was -64.31%, smaller than the maximum EZJ.L drawdown of -81.36%. Use the drawdown chart below to compare losses from any high point for EXV9.DE and EZJ.L.


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Drawdown Indicators


EXV9.DEEZJ.LDifference

Max Drawdown

Largest peak-to-trough decline

-64.31%

-81.36%

+17.05%

Max Drawdown (1Y)

Largest decline over 1 year

-14.06%

-42.22%

+28.16%

Max Drawdown (3Y)

Largest decline over 3 years

-24.90%

-42.22%

+17.32%

Max Drawdown (5Y)

Largest decline over 5 years

-39.08%

-66.13%

+27.05%

Max Drawdown (10Y)

Largest decline over 10 years

-55.24%

-79.23%

+23.99%

Current Drawdown

Current decline from peak

-3.20%

-67.00%

+63.80%

Average Drawdown

Average peak-to-trough decline

-14.99%

-44.29%

+29.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.88%

24.66%

-18.78%

Volatility

EXV9.DE vs. EZJ.L - Volatility Comparison

The current volatility for iShares STOXX Europe 600 Travel & Leisure UCITS ETF (DE) (EXV9.DE) is 6.30%, while EasyJet plc (EZJ.L) has a volatility of 16.08%. This indicates that EXV9.DE experiences smaller price fluctuations and is considered to be less risky than EZJ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXV9.DEEZJ.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.30%

16.08%

-9.78%

Volatility (6M)

Calculated over the trailing 6-month period

17.97%

28.87%

-10.90%

Volatility (1Y)

Calculated over the trailing 1-year period

22.12%

36.02%

-13.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.05%

39.55%

-15.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.10%

47.61%

-22.51%

Dividends

EXV9.DE vs. EZJ.L - Dividend Comparison

EXV9.DE's dividend yield for the trailing twelve months is around 3.82%, more than EZJ.L's 2.81% yield.


PositionTTM20252024202320222021202020192018201720162015
EXV9.DE
iShares STOXX Europe 600 Travel & Leisure UCITS ETF (DE)
3.82%3.66%1.58%0.83%0.24%0.00%1.28%2.79%2.13%3.15%3.77%2.65%
EZJ.L
EasyJet plc
2.81%2.37%0.80%0.00%0.00%0.00%6.28%4.89%4.40%4.36%6.52%3.10%

Frequently Asked Questions


EXV9.DE and EZJ.L have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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