PortfoliosLab logoPortfoliosLab logo
EXVM.DE vs. EXHC.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXVM.DE vs. EXHC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares eb.rexx Government Germany 0-1yr UCITS ETF (DE) (EXVM.DE) and iShares eb.rexx Government Germany 2.5-5.5yr UCITS ETF (DE) (EXHC.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, EXVM.DE achieves a 0.80% return, which is significantly higher than EXHC.DE's 0.37% return. Over the past 10 years, EXVM.DE has outperformed EXHC.DE with an annualized return of 0.29%, while EXHC.DE has yielded a comparatively lower -0.63% annualized return.


EXVM.DE

1D
-0.01%
1M
0.21%
6M
0.92%
YTD
0.80%
1Y
1.68%
3Y*
2.62%
5Y*
1.43%
10Y*
0.29%

EXHC.DE

1D
-0.17%
1M
0.67%
6M
0.42%
YTD
0.37%
1Y
0.40%
3Y*
2.33%
5Y*
-0.87%
10Y*
-0.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXVM.DE vs. EXHC.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXVM.DE
iShares eb.rexx Government Germany 0-1yr UCITS ETF (DE)
0.80%2.06%3.37%2.36%-1.00%-0.83%-0.79%-0.80%-0.84%-0.97%
EXHC.DE
iShares eb.rexx Government Germany 2.5-5.5yr UCITS ETF (DE)
0.37%1.16%1.57%4.17%-10.23%-1.37%-0.09%-0.18%0.47%-1.24%

Correlation

The correlation between EXVM.DE and EXHC.DE is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

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

0.27

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

0.35

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

0.23

Correlation (All Time)
Calculated using the full available price history since Jul 29, 2008

0.23

The correlation between EXVM.DE and EXHC.DE shifts across timeframes, from 0.21 (1 year) to 0.35 (5 years), reflecting how their relationship changes across market environments.

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

EXVM.DE vs. EXHC.DE — Risk / Return Rank

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

EXVM.DE
EXVM.DE Risk / Return Rank: 9797
Overall Rank
EXVM.DE Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
EXVM.DE Sortino Ratio Rank: 9797
Sortino Ratio Rank
EXVM.DE Omega Ratio Rank: 9696
Omega Ratio Rank
EXVM.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
EXVM.DE Martin Ratio Rank: 9898
Martin Ratio Rank

EXHC.DE
EXHC.DE Risk / Return Rank: 1010
Overall Rank
EXHC.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
EXHC.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
EXHC.DE Omega Ratio Rank: 1010
Omega Ratio Rank
EXHC.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
EXHC.DE Martin Ratio Rank: 1111
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.

EXVM.DE vs. EXHC.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares eb.rexx Government Germany 0-1yr UCITS ETF (DE) (EXVM.DE) and iShares eb.rexx Government Germany 2.5-5.5yr UCITS ETF (DE) (EXHC.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.

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.


EXVM.DEEXHC.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.96

Sortino ratioReturn per unit of downside risk

+4.96

Omega ratioGain probability vs. loss probability

1.68

1.03

+0.65

Calmar ratioReturn relative to maximum drawdown

14.22

0.19

+14.03

Martin ratioReturn relative to average drawdown

54.84

0.46

+54.38

EXVM.DE vs. EXHC.DE - Sharpe Ratio Comparison

The current EXVM.DE Sharpe Ratio is 3.13, which is higher than the EXHC.DE Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of EXVM.DE and EXHC.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...

Drawdowns

EXVM.DE vs. EXHC.DE - Drawdown Comparison

The maximum EXVM.DE drawdown since its inception was -6.33%, smaller than the maximum EXHC.DE drawdown of -14.39%. Use the drawdown chart below to compare losses from any high point for EXVM.DE and EXHC.DE.


Loading charts...

Drawdown Indicators


EXVM.DEEXHC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-6.33%

-14.39%

+8.06%

Max Drawdown (1Y)

Largest decline over 1 year

-0.12%

-2.06%

+1.94%

Max Drawdown (3Y)

Largest decline over 3 years

-0.13%

-2.33%

+2.20%

Max Drawdown (5Y)

Largest decline over 5 years

-1.65%

-12.55%

+10.90%

Max Drawdown (10Y)

Largest decline over 10 years

-5.65%

-14.39%

+8.74%

Current Drawdown

Current decline from peak

-0.01%

-6.78%

+6.77%

Average Drawdown

Average peak-to-trough decline

-1.76%

-2.90%

+1.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.03%

0.87%

-0.84%

Volatility

EXVM.DE vs. EXHC.DE - Volatility Comparison

The current volatility for iShares eb.rexx Government Germany 0-1yr UCITS ETF (DE) (EXVM.DE) is 0.12%, while iShares eb.rexx Government Germany 2.5-5.5yr UCITS ETF (DE) (EXHC.DE) has a volatility of 0.52%. This indicates that EXVM.DE experiences smaller price fluctuations and is considered to be less risky than EXHC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EXVM.DEEXHC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.12%

0.52%

-0.40%

Volatility (6M)

Calculated over the trailing 6-month period

0.41%

2.06%

-1.65%

Volatility (1Y)

Calculated over the trailing 1-year period

0.54%

2.39%

-1.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.51%

3.59%

-3.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.79%

2.76%

-1.97%

EXVM.DE vs. EXHC.DE - Expense Ratio Comparison

EXVM.DE has a 0.13% expense ratio, which is lower than EXHC.DE's 0.16% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

EXVM.DE vs. EXHC.DE - Dividend Comparison

EXVM.DE's dividend yield for the trailing twelve months is around 1.06%, less than EXHC.DE's 1.40% yield.


PositionTTM20252024202320222021202020192018201720162015
EXHC.DE
iShares eb.rexx Government Germany 2.5-5.5yr UCITS ETF (DE)
1.40%1.38%1.11%0.81%0.41%0.68%0.86%1.08%0.91%1.34%1.65%1.82%
EXVM.DE
iShares eb.rexx Government Germany 0-1yr UCITS ETF (DE)
1.06%1.14%0.77%0.80%0.61%0.78%0.96%1.10%1.05%1.15%1.51%1.63%

Frequently Asked Questions


EXVM.DE and EXHC.DE have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EXVM.DE is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EXVM.DE is cheaper with a 0.13% expense ratio, compared with 0.16% for EXHC.DE.

EXVM.DE tracks eb.rexx Government Germany 0-1 Index, while EXHC.DE tracks eb.rexx Government Germany 2.5-5.5 Index. Their fees differ too: 0.13% for EXVM.DE and 0.16% for EXHC.DE.

Portfolio Optimizer

Find the right allocation for EXVM.DE and EXHC.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