PortfoliosLab logoPortfoliosLab logo
EXX1.DE vs. FNDE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXX1.DE vs. FNDE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares EURO STOXX Banks 30-15 UCITS ETF (DE) (EXX1.DE) and Schwab Fundamental Emerging Markets Large Company Index ETF (FNDE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

EXX1.DE is traded in EUR, while FNDE is traded in USD. To make them comparable, the FNDE values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, EXX1.DE achieves a 5.47% return, which is significantly lower than FNDE's 16.43% return. Over the past 10 years, EXX1.DE has outperformed FNDE with an annualized return of 14.90%, while FNDE has yielded a comparatively lower 10.87% annualized return.


EXX1.DE

1D
0.88%
1M
6.39%
YTD
5.47%
6M
12.15%
1Y
41.16%
3Y*
45.42%
5Y*
28.85%
10Y*
14.90%

FNDE

1D
-0.52%
1M
2.07%
YTD
16.43%
6M
16.01%
1Y
33.23%
3Y*
18.23%
5Y*
10.50%
10Y*
10.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXX1.DE vs. FNDE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXX1.DE
iShares EURO STOXX Banks 30-15 UCITS ETF (DE)
5.47%90.63%30.20%30.03%0.67%39.66%-23.43%17.97%-31.04%14.78%
FNDE
Schwab Fundamental Emerging Markets Large Company Index ETF
16.43%14.10%19.49%11.55%-10.35%22.97%-10.79%22.46%-6.16%11.19%

Correlation

The correlation between EXX1.DE and FNDE is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.31

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

0.29

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

0.34

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

0.37

Correlation (All Time)
Calculated using the full available price history since Aug 16, 2013

0.40

The correlation between EXX1.DE and FNDE shifts across timeframes, from 0.29 (3 years) to 0.40 (all time), 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

EXX1.DE vs. FNDE — Risk / Return Rank

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

EXX1.DE
EXX1.DE Risk / Return Rank: 4949
Overall Rank
EXX1.DE Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
EXX1.DE Sortino Ratio Rank: 5151
Sortino Ratio Rank
EXX1.DE Omega Ratio Rank: 4646
Omega Ratio Rank
EXX1.DE Calmar Ratio Rank: 5050
Calmar Ratio Rank
EXX1.DE Martin Ratio Rank: 4747
Martin Ratio Rank

FNDE
FNDE Risk / Return Rank: 7272
Overall Rank
FNDE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
FNDE Sortino Ratio Rank: 7171
Sortino Ratio Rank
FNDE Omega Ratio Rank: 7474
Omega Ratio Rank
FNDE Calmar Ratio Rank: 7171
Calmar Ratio Rank
FNDE Martin Ratio Rank: 7272
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.

EXX1.DE vs. FNDE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares EURO STOXX Banks 30-15 UCITS ETF (DE) (EXX1.DE) and Schwab Fundamental Emerging Markets Large Company Index ETF (FNDE). 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.


EXX1.DEFNDEDifference
Sharpe ratioReturn per unit of total volatility

-0.67

Sortino ratioReturn per unit of downside risk

-0.81

Omega ratioGain probability vs. loss probability

1.29

1.44

-0.15

Calmar ratioReturn relative to maximum drawdown

2.41

3.99

-1.58

Martin ratioReturn relative to average drawdown

7.65

15.55

-7.89

EXX1.DE vs. FNDE - Sharpe Ratio Comparison

The current EXX1.DE Sharpe Ratio is 1.74, which is comparable to the FNDE Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of EXX1.DE and FNDE, 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...

Sharpe Ratios by Period


EXX1.DEFNDEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.74

2.41

-0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.13

0.68

+0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.59

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

0.44

-0.33

Drawdowns

EXX1.DE vs. FNDE - Drawdown Comparison

The maximum EXX1.DE drawdown since its inception was -84.32%, which is greater than FNDE's maximum drawdown of -38.50%. Use the drawdown chart below to compare losses from any high point for EXX1.DE and FNDE.


Loading charts...

Drawdown Indicators


EXX1.DEFNDEDifference

Max Drawdown

Largest peak-to-trough decline

-84.32%

-38.50%

-45.82%

Max Drawdown (1Y)

Largest decline over 1 year

-16.98%

-8.36%

-8.62%

Max Drawdown (3Y)

Largest decline over 3 years

-20.17%

-18.47%

-1.70%

Max Drawdown (5Y)

Largest decline over 5 years

-34.17%

-18.92%

-15.25%

Max Drawdown (10Y)

Largest decline over 10 years

-62.43%

-37.32%

-25.11%

Current Drawdown

Current decline from peak

-1.57%

-1.85%

+0.28%

Average Drawdown

Average peak-to-trough decline

-49.66%

-8.60%

-41.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.36%

2.14%

+3.22%

Volatility

EXX1.DE vs. FNDE - Volatility Comparison

iShares EURO STOXX Banks 30-15 UCITS ETF (DE) (EXX1.DE) has a higher volatility of 5.65% compared to Schwab Fundamental Emerging Markets Large Company Index ETF (FNDE) at 4.49%. This indicates that EXX1.DE's price experiences larger fluctuations and is considered to be riskier than FNDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EXX1.DEFNDEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.65%

4.49%

+1.16%

Volatility (6M)

Calculated over the trailing 6-month period

18.82%

10.83%

+7.99%

Volatility (1Y)

Calculated over the trailing 1-year period

23.58%

13.84%

+9.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.22%

15.43%

+9.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.34%

18.61%

+9.73%

EXX1.DE vs. FNDE - Expense Ratio Comparison

EXX1.DE has a 0.52% expense ratio, which is higher than FNDE's 0.39% expense ratio.


Dividends

EXX1.DE vs. FNDE - Dividend Comparison

EXX1.DE's dividend yield for the trailing twelve months is around 3.59%, less than FNDE's 3.64% yield.


PositionTTM20252024202320222021202020192018201720162015
EXX1.DE
iShares EURO STOXX Banks 30-15 UCITS ETF (DE)
3.59%3.40%5.16%4.44%7.03%0.75%1.20%4.32%4.44%7.30%3.48%2.67%
FNDE
Schwab Fundamental Emerging Markets Large Company Index ETF
3.64%4.19%4.82%4.74%5.59%4.32%2.50%3.47%2.98%2.05%1.65%2.02%

Frequently Asked Questions


EXX1.DE and FNDE have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FNDE is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FNDE is cheaper with a 0.39% expense ratio, compared with 0.52% for EXX1.DE.

EXX1.DE is categorized as Financials Equities, while FNDE is Emerging Markets Equities. EXX1.DE tracks EURO STOXX® Banks 30-15, while FNDE tracks Russell Fundamental Emerging Markets Large Company Index. They also come from different issuers: iShares and Charles Schwab. Their fees differ too: 0.52% for EXX1.DE and 0.39% for FNDE.

Portfolio Optimizer

Find the right allocation for EXX1.DE and FNDE

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