EXX5.DE vs. ^GSPC
EXX5.DE (iShares Dow Jones U.S. Select Dividend UCITS ETF (DE) EUR) is Large Cap Value Equities fund tracking the Dow Jones U.S. Select Dividend Index, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, EXX5.DE returned 8.59%/yr vs 12.93%/yr for ^GSPC. At a 0.42 correlation, their price movements are largely independent.
Performance
EXX5.DE vs. ^GSPC - Performance Comparison
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Different Trading Currencies
EXX5.DE is traded in EUR, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, EXX5.DE achieves a 16.91% return, which is significantly higher than ^GSPC's 13.27% return. Over the past 10 years, EXX5.DE has underperformed ^GSPC with an annualized return of 8.59%, while ^GSPC has yielded a comparatively higher 12.93% annualized return.
EXX5.DE
- 1D
- 0.46%
- 1M
- 3.46%
- 6M
- 12.56%
- YTD
- 16.91%
- 1Y
- 23.57%
- 3Y*
- 14.10%
- 5Y*
- 10.19%
- 10Y*
- 8.59%
^GSPC
- 1D
- 0.00%
- 1M
- 2.01%
- 6M
- 10.36%
- YTD
- 13.27%
- 1Y
- 22.65%
- 3Y*
- 17.93%
- 5Y*
- 12.49%
- 10Y*
- 12.93%
EXX5.DE vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXX5.DE iShares Dow Jones U.S. Select Dividend UCITS ETF (DE) EUR | 16.91% | -1.07% | 21.19% | -2.83% | 7.04% | 43.02% | -15.23% | 23.88% | -3.48% | -0.27% |
^GSPC S&P 500 Index | 13.27% | 2.58% | 31.45% | 20.51% | -14.45% | 36.38% | 6.68% | 31.79% | -1.84% | 4.74% |
Correlation
The correlation between EXX5.DE and ^GSPC is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Oct 15, 2007 | 0.42 |
Over the past year, the correlation between EXX5.DE and ^GSPC has dropped to 0.18 - well below their long-term average of 0.42, suggesting their price drivers have been diverging.
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Return for Risk
EXX5.DE vs. ^GSPC — Risk / Return Rank
EXX5.DE
^GSPC
EXX5.DE vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones U.S. Select Dividend UCITS ETF (DE) EUR (EXX5.DE) and S&P 500 Index (^GSPC). 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.
| EXX5.DE | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.28 | ||
| Sortino ratioReturn per unit of downside risk | +0.61 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.33 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 5.26 | 3.01 | +2.25 |
| Martin ratioReturn relative to average drawdown | 15.80 | 11.11 | +4.69 |
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Drawdowns
EXX5.DE vs. ^GSPC - Drawdown Comparison
The maximum EXX5.DE drawdown since its inception was -65.87%, which is greater than ^GSPC's maximum drawdown of -51.17%. Use the drawdown chart below to compare losses from any high point for EXX5.DE and ^GSPC.
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Drawdown Indicators
| EXX5.DE | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.87% | -51.17% | -14.70% |
Max Drawdown (1Y)Largest decline over 1 year | -4.46% | -7.57% | +3.11% |
Max Drawdown (3Y)Largest decline over 3 years | -21.96% | -23.99% | +2.03% |
Max Drawdown (5Y)Largest decline over 5 years | -21.96% | -23.99% | +2.03% |
Max Drawdown (10Y)Largest decline over 10 years | -40.47% | -33.42% | -7.05% |
Current DrawdownCurrent decline from peak | -0.40% | -0.52% | +0.12% |
Average DrawdownAverage peak-to-trough decline | -14.20% | -8.90% | -5.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.49% | 2.04% | -0.55% |
Volatility
EXX5.DE vs. ^GSPC - Volatility Comparison
iShares Dow Jones U.S. Select Dividend UCITS ETF (DE) EUR (EXX5.DE) has a higher volatility of 3.10% compared to S&P 500 Index (^GSPC) at 2.70%. This indicates that EXX5.DE's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EXX5.DE | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.10% | 2.70% | +0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 7.86% | 9.17% | -1.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.27% | 12.60% | -1.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.85% | 16.85% | -2.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.07% | 18.60% | -1.53% |
Frequently Asked Questions
EXX5.DE and ^GSPC have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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