EXX1.DE vs. SPYZ.DE
EXX1.DE (iShares EURO STOXX Banks 30-15 UCITS ETF (DE)) and SPYZ.DE (SPDR MSCI Europe Financials UCITS ETF) are both Financials Equities funds - EXX1.DE tracks the EURO STOXX® Banks 30-15 while SPYZ.DE tracks the MSCI Europe Financials 20/35 Capped. Both are passively managed. Over the past 10 years, EXX1.DE returned 14.90%/yr vs 12.24%/yr for SPYZ.DE. Their correlation of 0.91 suggests significant overlap in exposure. EXX1.DE charges 0.52%/yr vs 0.18%/yr for SPYZ.DE.
Performance
EXX1.DE vs. SPYZ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXX1.DE achieves a 5.47% return, which is significantly higher than SPYZ.DE's 3.30% return. Over the past 10 years, EXX1.DE has outperformed SPYZ.DE with an annualized return of 14.90%, while SPYZ.DE has yielded a comparatively lower 12.24% 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%
SPYZ.DE
- 1D
- 0.55%
- 1M
- 3.48%
- YTD
- 3.30%
- 6M
- 9.90%
- 1Y
- 22.41%
- 3Y*
- 28.74%
- 5Y*
- 19.38%
- 10Y*
- 12.24%
EXX1.DE vs. SPYZ.DE - 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) | 5.47% | 90.63% | 30.20% | 30.03% | 0.67% | 39.66% | -23.43% | 17.97% | -31.04% | 14.78% |
SPYZ.DE SPDR MSCI Europe Financials UCITS ETF | 3.30% | 48.26% | 25.23% | 21.51% | -2.51% | 28.19% | -15.32% | 24.02% | -19.59% | 12.30% |
Correlation
The correlation between EXX1.DE and SPYZ.DE is 0.92, 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 | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since May 14, 2013 | 0.91 |
The correlation between EXX1.DE and SPYZ.DE has been stable across timeframes, ranging from 0.90 to 0.92 - a consistent structural relationship.
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Return for Risk
EXX1.DE vs. SPYZ.DE — Risk / Return Rank
EXX1.DE
SPYZ.DE
EXX1.DE vs. SPYZ.DE - 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 SPDR MSCI Europe Financials UCITS ETF (SPYZ.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.
| EXX1.DE | SPYZ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.48 | ||
| Sortino ratioReturn per unit of downside risk | +0.61 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.22 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.41 | 1.82 | +0.60 |
| Martin ratioReturn relative to average drawdown | 7.65 | 6.13 | +1.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EXX1.DE | SPYZ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.74 | 1.26 | +0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.13 | 1.02 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.57 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.10 | 0.47 | -0.37 |
Drawdowns
EXX1.DE vs. SPYZ.DE - Drawdown Comparison
The maximum EXX1.DE drawdown since its inception was -84.32%, which is greater than SPYZ.DE's maximum drawdown of -45.16%. Use the drawdown chart below to compare losses from any high point for EXX1.DE and SPYZ.DE.
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Drawdown Indicators
| EXX1.DE | SPYZ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.32% | -45.16% | -39.16% |
Max Drawdown (1Y)Largest decline over 1 year | -16.98% | -12.28% | -4.70% |
Max Drawdown (3Y)Largest decline over 3 years | -20.17% | -16.91% | -3.26% |
Max Drawdown (5Y)Largest decline over 5 years | -34.17% | -23.17% | -11.00% |
Max Drawdown (10Y)Largest decline over 10 years | -62.43% | -45.16% | -17.27% |
Current DrawdownCurrent decline from peak | -1.57% | -2.74% | +1.17% |
Average DrawdownAverage peak-to-trough decline | -49.66% | -9.57% | -40.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.36% | 3.65% | +1.71% |
Volatility
EXX1.DE vs. SPYZ.DE - Volatility Comparison
iShares EURO STOXX Banks 30-15 UCITS ETF (DE) (EXX1.DE) has a higher volatility of 5.65% compared to SPDR MSCI Europe Financials UCITS ETF (SPYZ.DE) at 5.19%. This indicates that EXX1.DE's price experiences larger fluctuations and is considered to be riskier than SPYZ.DE 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 | SPYZ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.65% | 5.19% | +0.46% |
Volatility (6M)Calculated over the trailing 6-month period | 18.82% | 14.37% | +4.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.58% | 17.69% | +5.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.22% | 18.75% | +6.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.34% | 21.28% | +7.06% |
EXX1.DE vs. SPYZ.DE - Expense Ratio Comparison
EXX1.DE has a 0.52% expense ratio, which is higher than SPYZ.DE's 0.18% expense ratio.
Dividends
EXX1.DE vs. SPYZ.DE - Dividend Comparison
EXX1.DE's dividend yield for the trailing twelve months is around 3.59%, while SPYZ.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXX1.DE iShares EURO STOXX Banks 30-15 UCITS ETF (DE) | 3.59% | 3.40% | 5.16% | 4.44% | 7.03% | 0.75% | 1.20% | 4.32% | 4.44% | 7.30% | 3.48% | 2.67% |
SPYZ.DE SPDR MSCI Europe Financials UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.92, EXX1.DE and SPYZ.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.
On fees, SPYZ.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPYZ.DE is cheaper with a 0.18% expense ratio, compared with 0.52% for EXX1.DE.
EXX1.DE tracks EURO STOXX® Banks 30-15, while SPYZ.DE tracks MSCI Europe Financials 20/35 Capped. They also come from different issuers: iShares and State Street. Their fees differ too: 0.52% for EXX1.DE and 0.18% for SPYZ.DE.
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