EXW1.DE vs. H4ZZ.DE

Last updated Jul 18, 2026

EXW1.DE (iShares EURO STOXX 50 UCITS ETF (DE)) and H4ZZ.DE (HSBC Euro Stoxx 50 UCITS ETF EUR (Acc)) are both Europe Equities funds - EXW1.DE tracks the EURO STOXX® 50 while H4ZZ.DE tracks the EURO STOXX 50. Both are passively managed. EXW1.DE charges 0.10%/yr vs 0.05%/yr for H4ZZ.DE.

Performance

EXW1.DE vs. H4ZZ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares EURO STOXX 50 UCITS ETF (DE) (EXW1.DE) and HSBC Euro Stoxx 50 UCITS ETF EUR (Acc) (H4ZZ.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

EXW1.DE

• 1D: -0.78%
• 1M: -1.29%
• 6M: 5.64%
• YTD: 9.85%
• 1Y: 19.46%
• 3Y*: 15.74%
• 5Y*: 12.29%
• 10Y*: 10.98%

H4ZZ.DE

• 1D: 0.13%
• 1M: —
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

EXW1.DE vs. H4ZZ.DE - Yearly Performance Comparison

	2026 (YTD)
EXW1.DE iShares EURO STOXX 50 UCITS ETF (DE)	-0.78%
H4ZZ.DE HSBC Euro Stoxx 50 UCITS ETF EUR (Acc)	0.13%

Return for Risk

EXW1.DE vs. H4ZZ.DE — Risk / Return Rank

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

EXW1.DE

EXW1.DE Risk / Return Rank: 44
EXW1.DE Sharpe Ratio Rank: 42
EXW1.DE Sortino Ratio Rank: 45
EXW1.DE Omega Ratio Rank: 42
EXW1.DE Calmar Ratio Rank: 43
EXW1.DE Martin Ratio Rank: 47

H4ZZ.DE

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

EXW1.DE vs. H4ZZ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares EURO STOXX 50 UCITS ETF (DE) (EXW1.DE) and HSBC Euro Stoxx 50 UCITS ETF EUR (Acc) (H4ZZ.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.

	EXW1.DE	H4ZZ.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.21	—	—
Sortino ratio: Return per unit of downside risk	1.84	—	—
Omega ratio: Gain probability vs. loss probability	1.22	—	—
Calmar ratio: Return relative to maximum drawdown	1.76	—	—
Martin ratio: Return relative to average drawdown	6.14	—	—

Drawdowns

EXW1.DE vs. H4ZZ.DE - Drawdown Comparison

The maximum EXW1.DE drawdown since its inception was -57.82%, which is greater than H4ZZ.DE's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for EXW1.DE and H4ZZ.DE.

Drawdown Indicators

	EXW1.DE	H4ZZ.DE	Difference
Max Drawdown Largest peak-to-trough decline	-57.82%	0.00%	-57.82%
Max Drawdown (1Y) Largest decline over 1 year	-10.76%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-16.58%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-23.30%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-38.50%	—	—
Current Drawdown Current decline from peak	-2.74%	0.00%	-2.74%
Average Drawdown Average peak-to-trough decline	-14.13%	0.00%	-14.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.08%	—	—

Volatility

Volatility by Period

	EXW1.DE	H4ZZ.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.97%	—	—
Volatility (6M) Calculated over the trailing 6-month period	13.08%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	15.73%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.34%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.81%	—	—

EXW1.DE vs. H4ZZ.DE - Expense Ratio Comparison

EXW1.DE has a 0.10% expense ratio, which is higher than H4ZZ.DE's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

EXW1.DE vs. H4ZZ.DE - Dividend Comparison

EXW1.DE's dividend yield for the trailing twelve months is around 2.43%, while H4ZZ.DE has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EXW1.DE iShares EURO STOXX 50 UCITS ETF (DE)	2.43%	2.42%	2.85%	2.83%	2.73%	2.50%	1.97%	2.82%	3.17%	3.92%	3.29%	3.48%
H4ZZ.DE HSBC Euro Stoxx 50 UCITS ETF EUR (Acc)	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

Which ETF is better, EXW1.DE or H4ZZ.DE?

On fees, H4ZZ.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, EXW1.DE or H4ZZ.DE?

H4ZZ.DE is cheaper with a 0.05% expense ratio, compared with 0.10% for EXW1.DE.

What is the main difference between EXW1.DE and H4ZZ.DE?

EXW1.DE tracks EURO STOXX® 50, while H4ZZ.DE tracks EURO STOXX 50. They also come from different issuers: iShares and HSBC. Their fees differ too: 0.10% for EXW1.DE and 0.05% for H4ZZ.DE.