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EXX1.DE vs. NVO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EXX1.DE vs. NVO

Last updated Jun 5, 2026

EXX1.DE (iShares EURO STOXX Banks 30-15 UCITS ETF (DE)) is Financials Equities fund tracking the EURO STOXX® Banks 30-15, while NVO (Novo Nordisk A/S) is a stock. Over the past 10 years, EXX1.DE returned 14.90%/yr vs 6.17%/yr for NVO. At a 0.13 correlation, their price movements are largely independent.

Performance

EXX1.DE vs. NVO - 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 Novo Nordisk A/S (NVO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EXX1.DE is traded in EUR, while NVO is traded in USD. To make them comparable, the NVO 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 higher than NVO's -10.90% return. Over the past 10 years, EXX1.DE has outperformed NVO with an annualized return of 14.90%, while NVO has yielded a comparatively lower 6.17% annualized return.

EXX1.DE

1D
0.88%
1M
2.57%
YTD
5.47%
6M
12.82%
1Y
39.11%
3Y*
45.42%
5Y*
28.85%
10Y*
14.90%

NVO

1D
-1.02%
1M
-4.27%
YTD
-10.90%
6M
-6.13%
1Y
-38.52%
3Y*
-18.77%
5Y*
4.49%
10Y*
6.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXX1.DE vs. NVO - 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%
NVO
Novo Nordisk A/S		-10.90%-46.43%-10.38%50.20%30.26%75.75%13.17%31.61%-8.89%34.13%

Correlation

The correlation between EXX1.DE and NVO is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.20

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

0.10

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

0.07

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

0.05

Correlation (All Time)
Calculated using the full available price history since Aug 29, 2007

0.13

The correlation between EXX1.DE and NVO shifts across timeframes, from 0.05 (10 years) to 0.20 (1 year), reflecting how their relationship changes across market environments.

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iShares EURO STOXX Banks 30-15 UCITS ETF (DE)

Novo Nordisk A/S

Often compared with EXX1.DE:
EXX1.DE vs. LYBK.DEEXX1.DE vs. LHTC.DEEXX1.DE vs. PR1C.DEEXX1.DE vs. BNKE.LEXX1.DE vs. EXV1.DEEXX1.DE vs. SC0U.DEEXX1.DE vs. FNDE
Often compared with NVO:
NVO vs. LLYNVO vs. NOV.DENVO vs. NVSNVO vs. MRKNVO vs. XLVNVO vs. AZNNVO vs. LLY.DE

Return for Risk

EXX1.DE vs. NVO — 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
NVO
NVO Risk / Return Rank: 1515
Overall Rank
NVO Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
NVO Sortino Ratio Rank: 1414
Sortino Ratio Rank
NVO Omega Ratio Rank: 1313
Omega Ratio Rank
NVO Calmar Ratio Rank: 1616
Calmar Ratio Rank
NVO Martin Ratio Rank: 2121
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. NVO - 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 Novo Nordisk A/S (NVO). 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.DENVODifference
Sharpe ratioReturn per unit of total volatility
1.74
-0.76

+2.50

Sortino ratioReturn per unit of downside risk
2.44
-0.87

+3.32

Omega ratioGain probability vs. loss probability

1.29

0.87

+0.42

Calmar ratioReturn relative to maximum drawdown

2.41

-0.71

+3.12

Martin ratioReturn relative to average drawdown

7.65

-1.03

+8.68

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EXX1.DE vs. NVO - Sharpe Ratio Comparison

The current EXX1.DE Sharpe Ratio is 1.74, which is higher than the NVO Sharpe Ratio of -0.76. The chart below compares the historical Sharpe Ratios of EXX1.DE and NVO, 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

EXX1.DENVODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.74

-0.76

+2.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.13

0.12

+1.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.19

+0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

0.48

-0.38

Drawdowns

EXX1.DE vs. NVO - Drawdown Comparison

The maximum EXX1.DE drawdown since its inception was -84.32%, which is greater than NVO's maximum drawdown of -76.45%. Use the drawdown chart below to compare losses from any high point for EXX1.DE and NVO.

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Drawdown Indicators

EXX1.DENVODifference

Max Drawdown

Largest peak-to-trough decline

-84.32%

-76.45%

-7.87%

Max Drawdown (1Y)

Largest decline over 1 year

-16.98%

-54.72%

+37.74%

Max Drawdown (3Y)

Largest decline over 3 years

-20.17%

-76.45%

+56.28%

Max Drawdown (5Y)

Largest decline over 5 years

-34.17%

-76.45%

+42.28%

Max Drawdown (10Y)

Largest decline over 10 years

-62.43%

-76.45%

+14.02%

Current Drawdown

Current decline from peak

-1.57%

-70.97%

+69.40%

Average Drawdown

Average peak-to-trough decline

-49.66%

-13.75%

-35.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.36%

37.49%

-32.13%

Volatility

EXX1.DE vs. NVO - Volatility Comparison

The current volatility for iShares EURO STOXX Banks 30-15 UCITS ETF (DE) (EXX1.DE) is 5.65%, while Novo Nordisk A/S (NVO) has a volatility of 8.36%. This indicates that EXX1.DE experiences smaller price fluctuations and is considered to be less risky than NVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EXX1.DENVODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.65%

8.36%

-2.71%

Volatility (6M)

Calculated over the trailing 6-month period

18.82%

37.34%

-18.52%

Volatility (1Y)

Calculated over the trailing 1-year period

23.58%

50.90%

-27.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.22%

37.93%

-12.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.34%

32.43%

-4.09%

Dividends

EXX1.DE vs. NVO - Dividend Comparison

EXX1.DE's dividend yield for the trailing twelve months is around 3.59%, less than NVO's 4.20% 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%
NVO
Novo Nordisk A/S		4.20%3.31%1.68%1.00%1.20%1.35%1.87%2.14%1.45%1.52%2.87%0.92%

Frequently Asked Questions

EXX1.DE and NVO have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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