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EXW1.DE vs. UET5.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXW1.DE vs. UET5.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 UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist (UET5.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EXW1.DE achieves a 7.31% return, which is significantly lower than UET5.DE's 8.56% return.


EXW1.DE

1D
0.74%
1M
4.59%
YTD
7.31%
6M
8.68%
1Y
15.82%
3Y*
15.60%
5Y*
11.50%
10Y*
10.49%

UET5.DE

1D
0.78%
1M
5.24%
YTD
8.56%
6M
10.23%
1Y
19.15%
3Y*
18.86%
5Y*
13.80%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXW1.DE vs. UET5.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
EXW1.DE
iShares EURO STOXX 50 UCITS ETF (DE)
7.31%22.07%11.03%22.41%-8.72%23.47%-3.08%15.04%
UET5.DE
UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist
8.56%25.92%12.78%25.36%-9.35%26.94%0.18%15.08%

Correlation

The correlation between EXW1.DE and UET5.DE is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.98

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

0.98

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

0.99

Correlation (All Time)
Calculated using the full available price history since Aug 7, 2019

0.98

The correlation between EXW1.DE and UET5.DE has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

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Return for Risk

EXW1.DE vs. UET5.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: 3030
Overall Rank
EXW1.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
EXW1.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
EXW1.DE Omega Ratio Rank: 2828
Omega Ratio Rank
EXW1.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
EXW1.DE Martin Ratio Rank: 3434
Martin Ratio Rank

UET5.DE
UET5.DE Risk / Return Rank: 3333
Overall Rank
UET5.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
UET5.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
UET5.DE Omega Ratio Rank: 3232
Omega Ratio Rank
UET5.DE Calmar Ratio Rank: 3333
Calmar Ratio Rank
UET5.DE Martin Ratio Rank: 3737
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.

EXW1.DE vs. UET5.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 UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist (UET5.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.


EXW1.DEUET5.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.12

Sortino ratioReturn per unit of downside risk

-0.16

Omega ratioGain probability vs. loss probability

1.19

1.21

-0.02

Calmar ratioReturn relative to maximum drawdown

1.46

1.61

-0.15

Martin ratioReturn relative to average drawdown

4.97

5.64

-0.67

EXW1.DE vs. UET5.DE - Sharpe Ratio Comparison

The current EXW1.DE Sharpe Ratio is 1.00, which is comparable to the UET5.DE Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of EXW1.DE and UET5.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.


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Sharpe Ratios by Period


EXW1.DEUET5.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

1.12

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.79

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.74

-0.53

Drawdowns

EXW1.DE vs. UET5.DE - Drawdown Comparison

The maximum EXW1.DE drawdown since its inception was -57.82%, which is greater than UET5.DE's maximum drawdown of -37.03%. Use the drawdown chart below to compare losses from any high point for EXW1.DE and UET5.DE.


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Drawdown Indicators


EXW1.DEUET5.DEDifference

Max Drawdown

Largest peak-to-trough decline

-57.82%

-37.03%

-20.79%

Max Drawdown (1Y)

Largest decline over 1 year

-10.76%

-11.81%

+1.05%

Max Drawdown (3Y)

Largest decline over 3 years

-16.59%

-15.56%

-1.03%

Max Drawdown (5Y)

Largest decline over 5 years

-23.32%

-23.13%

-0.19%

Max Drawdown (10Y)

Largest decline over 10 years

-38.49%

Current Drawdown

Current decline from peak

-0.54%

-0.35%

-0.19%

Average Drawdown

Average peak-to-trough decline

-15.74%

-4.98%

-10.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.18%

3.39%

-0.21%

Volatility

EXW1.DE vs. UET5.DE - Volatility Comparison

iShares EURO STOXX 50 UCITS ETF (DE) (EXW1.DE) and UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist (UET5.DE) have volatilities of 4.90% and 5.06%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXW1.DEUET5.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.90%

5.06%

-0.16%

Volatility (6M)

Calculated over the trailing 6-month period

12.72%

13.82%

-1.10%

Volatility (1Y)

Calculated over the trailing 1-year period

15.68%

16.97%

-1.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.35%

17.27%

+0.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.20%

19.69%

-1.49%

EXW1.DE vs. UET5.DE - Expense Ratio Comparison

Both EXW1.DE and UET5.DE have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

EXW1.DE vs. UET5.DE - Dividend Comparison

EXW1.DE's dividend yield for the trailing twelve months is around 2.30%, less than UET5.DE's 2.92% yield.


PositionTTM20252024202320222021202020192018201720162015
EXW1.DE
iShares EURO STOXX 50 UCITS ETF (DE)
2.30%2.42%2.85%2.83%2.73%2.50%1.97%2.82%3.18%3.92%3.29%3.48%
UET5.DE
UBS ETF (LU) Euro Stoxx 50 ESG UCITS ETF (EUR) Dist
2.92%2.15%3.28%2.96%3.06%1.90%1.93%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.98, EXW1.DE and UET5.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.10% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

EXW1.DE and UET5.DE have the same expense ratio: 0.10% per year.

EXW1.DE tracks EURO STOXX® 50, while UET5.DE tracks EURO STOXX® 50 ESG. They also come from different issuers: iShares and UBS.

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