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EXW3.DE vs. AW1Z.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXW3.DE vs. AW1Z.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares STOXX Europe 50 UCITS ETF (DE) (EXW3.DE) and UBS ETF (IE) MSCI EMU Climate Paris Aligned UCITS ETF (EUR) Acc (AW1Z.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, EXW3.DE achieves a 13.53% return, which is significantly higher than AW1Z.DE's 9.37% return.


EXW3.DE

1D
-0.53%
1M
-0.34%
6M
7.74%
YTD
13.53%
1Y
24.57%
3Y*
14.51%
5Y*
12.14%
10Y*
9.73%

AW1Z.DE

1D
0.00%
1M
-1.35%
6M
5.98%
YTD
9.37%
1Y
14.35%
3Y*
11.80%
5Y*
7.97%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXW3.DE vs. AW1Z.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EXW3.DE
iShares STOXX Europe 50 UCITS ETF (DE)
13.53%18.18%7.34%14.18%-1.79%21.30%
AW1Z.DE
UBS ETF (IE) MSCI EMU Climate Paris Aligned UCITS ETF (EUR) Acc
9.37%16.28%6.31%17.64%-13.87%18.74%

Correlation

The correlation between EXW3.DE and AW1Z.DE is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.89

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

0.87

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

0.88

Correlation (All Time)
Calculated using the full available price history since Mar 9, 2021

0.88

The correlation between EXW3.DE and AW1Z.DE has been stable across timeframes, ranging from 0.87 to 0.89 - a consistent structural relationship.

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Return for Risk

EXW3.DE vs. AW1Z.DE — Risk / Return Rank

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

EXW3.DE
EXW3.DE Risk / Return Rank: 7171
Overall Rank
EXW3.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
EXW3.DE Sortino Ratio Rank: 7474
Sortino Ratio Rank
EXW3.DE Omega Ratio Rank: 6969
Omega Ratio Rank
EXW3.DE Calmar Ratio Rank: 6868
Calmar Ratio Rank
EXW3.DE Martin Ratio Rank: 7070
Martin Ratio Rank

AW1Z.DE
AW1Z.DE Risk / Return Rank: 3535
Overall Rank
AW1Z.DE Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
AW1Z.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
AW1Z.DE Omega Ratio Rank: 3434
Omega Ratio Rank
AW1Z.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
AW1Z.DE Martin Ratio Rank: 3939
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.

EXW3.DE vs. AW1Z.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 50 UCITS ETF (DE) (EXW3.DE) and UBS ETF (IE) MSCI EMU Climate Paris Aligned UCITS ETF (EUR) Acc (AW1Z.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.


EXW3.DEAW1Z.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.78

Sortino ratioReturn per unit of downside risk

+1.05

Omega ratioGain probability vs. loss probability

1.31

1.18

+0.13

Calmar ratioReturn relative to maximum drawdown

2.57

1.33

+1.25

Martin ratioReturn relative to average drawdown

9.49

4.77

+4.72

EXW3.DE vs. AW1Z.DE - Sharpe Ratio Comparison

The current EXW3.DE Sharpe Ratio is 1.73, which is higher than the AW1Z.DE Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of EXW3.DE and AW1Z.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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Drawdowns

EXW3.DE vs. AW1Z.DE - Drawdown Comparison

The maximum EXW3.DE drawdown since its inception was -57.13%, which is greater than AW1Z.DE's maximum drawdown of -24.70%. Use the drawdown chart below to compare losses from any high point for EXW3.DE and AW1Z.DE.


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Drawdown Indicators


EXW3.DEAW1Z.DEDifference

Max Drawdown

Largest peak-to-trough decline

-57.13%

-24.70%

-32.43%

Max Drawdown (1Y)

Largest decline over 1 year

-9.51%

-10.78%

+1.27%

Max Drawdown (3Y)

Largest decline over 3 years

-17.29%

-15.02%

-2.27%

Max Drawdown (5Y)

Largest decline over 5 years

-17.29%

-24.70%

+7.41%

Max Drawdown (10Y)

Largest decline over 10 years

-32.27%

Current Drawdown

Current decline from peak

-2.81%

-2.16%

-0.65%

Average Drawdown

Average peak-to-trough decline

-12.66%

-5.06%

-7.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

3.00%

-0.42%

Volatility

EXW3.DE vs. AW1Z.DE - Volatility Comparison

iShares STOXX Europe 50 UCITS ETF (DE) (EXW3.DE) and UBS ETF (IE) MSCI EMU Climate Paris Aligned UCITS ETF (EUR) Acc (AW1Z.DE) have volatilities of 3.68% and 3.86%, 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


EXW3.DEAW1Z.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.68%

3.86%

-0.18%

Volatility (6M)

Calculated over the trailing 6-month period

11.94%

12.82%

-0.88%

Volatility (1Y)

Calculated over the trailing 1-year period

14.20%

15.17%

-0.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.13%

16.32%

-2.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.06%

16.05%

-0.99%

EXW3.DE vs. AW1Z.DE - Expense Ratio Comparison

EXW3.DE has a 0.52% expense ratio, which is higher than AW1Z.DE's 0.14% expense ratio.


Dividends

EXW3.DE vs. AW1Z.DE - Dividend Comparison

EXW3.DE's dividend yield for the trailing twelve months is around 2.28%, while AW1Z.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
AW1Z.DE
UBS ETF (IE) MSCI EMU Climate Paris Aligned 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%
EXW3.DE
iShares STOXX Europe 50 UCITS ETF (DE)
2.28%2.22%2.44%2.10%2.52%2.04%2.16%2.79%2.83%5.17%4.31%3.43%

Frequently Asked Questions


EXW3.DE and AW1Z.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AW1Z.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AW1Z.DE is cheaper with a 0.14% expense ratio, compared with 0.52% for EXW3.DE.

EXW3.DE tracks STOXX® Europe 50, while AW1Z.DE tracks MSCI EMU Climate Paris Aligned. They also come from different issuers: iShares and UBS. Their fees differ too: 0.52% for EXW3.DE and 0.14% for AW1Z.DE.

Portfolio Optimizer

Find the right allocation for EXW3.DE and AW1Z.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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