EXX1.DE vs. RR.L
EXX1.DE (iShares EURO STOXX Banks 30-15 UCITS ETF (DE)) is Financials Equities fund tracking the EURO STOXX® Banks 30-15, while RR.L (Rolls-Royce Holdings PLC) is a stock. Over the past 10 years, EXX1.DE returned 16.58%/yr vs 19.97%/yr for RR.L. At a 0.44 correlation, their price movements are largely independent.
Performance
EXX1.DE vs. RR.L - Performance Comparison
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Different Trading Currencies
EXX1.DE is traded in EUR, while RR.L is traded in GBp. To make them comparable, the RR.L 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 8.23% return, which is significantly lower than RR.L's 15.47% return. Over the past 10 years, EXX1.DE has underperformed RR.L with an annualized return of 16.58%, while RR.L has yielded a comparatively higher 19.97% annualized return.
EXX1.DE
- 1D
- 4.33%
- 1M
- 7.45%
- YTD
- 8.23%
- 6M
- 13.13%
- 1Y
- 46.30%
- 3Y*
- 45.97%
- 5Y*
- 29.82%
- 10Y*
- 16.58%
RR.L
- 1D
- 4.32%
- 1M
- 15.98%
- YTD
- 15.47%
- 6M
- 21.86%
- 1Y
- 49.56%
- 3Y*
- 106.06%
- 5Y*
- 63.84%
- 10Y*
- 19.97%
EXX1.DE vs. RR.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXX1.DE iShares EURO STOXX Banks 30-15 UCITS ETF (DE) | 8.23% | 90.69% | 30.14% | 30.05% | 0.70% | 39.62% | -23.41% | 18.03% | -31.10% | 14.82% |
RR.L Rolls-Royce Holdings PLC | 15.47% | 94.10% | 98.88% | 228.38% | -28.06% | 17.64% | -55.13% | -11.21% | -1.85% | 22.40% |
Correlation
The correlation between EXX1.DE and RR.L is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Sep 7, 2007 | 0.44 |
The correlation between EXX1.DE and RR.L shifts across timeframes, from 0.41 (3 years) to 0.54 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
EXX1.DE vs. RR.L — Risk / Return Rank
EXX1.DE
RR.L
EXX1.DE vs. RR.L - 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 Rolls-Royce Holdings PLC (RR.L). 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.
| EXX1.DE | RR.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.58 | ||
| Sortino ratioReturn per unit of downside risk | +0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.23 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.59 | 2.47 | +0.12 |
| Martin ratioReturn relative to average drawdown | 8.23 | 6.73 | +1.49 |
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Drawdowns
EXX1.DE vs. RR.L - Drawdown Comparison
The maximum EXX1.DE drawdown since its inception was -83.60%, smaller than the maximum RR.L drawdown of -91.10%. Use the drawdown chart below to compare losses from any high point for EXX1.DE and RR.L.
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Drawdown Indicators
| EXX1.DE | RR.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.60% | -91.10% | +7.50% |
Max Drawdown (1Y)Largest decline over 1 year | -16.96% | -18.74% | +1.78% |
Max Drawdown (3Y)Largest decline over 3 years | -20.18% | -23.57% | +3.39% |
Max Drawdown (5Y)Largest decline over 5 years | -34.22% | -56.76% | +22.54% |
Max Drawdown (10Y)Largest decline over 10 years | -62.42% | -89.60% | +27.18% |
Current DrawdownCurrent decline from peak | 0.00% | -2.90% | +2.90% |
Average DrawdownAverage peak-to-trough decline | -55.24% | -31.91% | -23.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.35% | 6.89% | -1.54% |
Volatility
EXX1.DE vs. RR.L - Volatility Comparison
The current volatility for iShares EURO STOXX Banks 30-15 UCITS ETF (DE) (EXX1.DE) is 6.78%, while Rolls-Royce Holdings PLC (RR.L) has a volatility of 11.90%. This indicates that EXX1.DE experiences smaller price fluctuations and is considered to be less risky than RR.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EXX1.DE | RR.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.78% | 11.90% | -5.12% |
Volatility (6M)Calculated over the trailing 6-month period | 19.20% | 31.49% | -12.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.87% | 36.77% | -12.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.27% | 42.68% | -17.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.29% | 49.47% | -21.18% |
Dividends
EXX1.DE vs. RR.L - Dividend Comparison
EXX1.DE's dividend yield for the trailing twelve months is around 3.50%, more than RR.L's 0.73% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXX1.DE iShares EURO STOXX Banks 30-15 UCITS ETF (DE) | 3.50% | 3.40% | 5.16% | 4.44% | 7.03% | 0.75% | 1.20% | 4.32% | 4.44% | 7.30% | 3.48% | 2.67% |
RR.L Rolls-Royce Holdings PLC | 0.73% | 0.91% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.71% | 1.41% | 0.54% | 1.75% | 4.06% |
Frequently Asked Questions
EXX1.DE and RR.L have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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