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EXX5.DE vs. ITA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXX5.DE vs. ITA - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Dow Jones U.S. Select Dividend UCITS ETF (DE) EUR (EXX5.DE) and iShares U.S. Aerospace & Defense ETF (ITA). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EXX5.DE is traded in EUR, while ITA is traded in USD. To make them comparable, the ITA 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 ITA's 12.91% return. Over the past 10 years, EXX5.DE has underperformed ITA with an annualized return of 8.59%, while ITA has yielded a comparatively higher 14.65% 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%

ITA

1D
0.02%
1M
0.61%
6M
0.49%
YTD
12.91%
1Y
24.36%
3Y*
26.73%
5Y*
19.27%
10Y*
14.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXX5.DE vs. ITA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
ITA
iShares U.S. Aerospace & Defense ETF
12.91%31.00%23.46%10.91%16.78%17.58%-20.70%33.46%-2.86%18.62%

Correlation

The correlation between EXX5.DE and ITA is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.08

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

0.23

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 ITA has dropped to 0.08 - 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. ITA — Risk / Return Rank

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

EXX5.DE
EXX5.DE Risk / Return Rank: 8484
Overall Rank
EXX5.DE Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
EXX5.DE Sortino Ratio Rank: 8383
Sortino Ratio Rank
EXX5.DE Omega Ratio Rank: 7474
Omega Ratio Rank
EXX5.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
EXX5.DE Martin Ratio Rank: 9090
Martin Ratio Rank

ITA
ITA Risk / Return Rank: 3434
Overall Rank
ITA Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
ITA Sortino Ratio Rank: 3737
Sortino Ratio Rank
ITA Omega Ratio Rank: 3333
Omega Ratio Rank
ITA Calmar Ratio Rank: 3535
Calmar Ratio Rank
ITA Martin Ratio Rank: 3232
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.

EXX5.DE vs. ITA - 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 iShares U.S. Aerospace & Defense ETF (ITA). 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.DEITADifference
Sharpe ratioReturn per unit of total volatility

+0.95

Sortino ratioReturn per unit of downside risk

+1.28

Omega ratioGain probability vs. loss probability

1.35

1.20

+0.15

Calmar ratioReturn relative to maximum drawdown

5.26

1.66

+3.60

Martin ratioReturn relative to average drawdown

15.80

4.01

+11.79

EXX5.DE vs. ITA - Sharpe Ratio Comparison

The current EXX5.DE Sharpe Ratio is 2.08, which is higher than the ITA Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of EXX5.DE and ITA, 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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Drawdowns

EXX5.DE vs. ITA - Drawdown Comparison

The maximum EXX5.DE drawdown since its inception was -65.87%, which is greater than ITA's maximum drawdown of -53.95%. Use the drawdown chart below to compare losses from any high point for EXX5.DE and ITA.


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Drawdown Indicators


EXX5.DEITADifference

Max Drawdown

Largest peak-to-trough decline

-65.87%

-53.95%

-11.92%

Max Drawdown (1Y)

Largest decline over 1 year

-4.46%

-14.75%

+10.29%

Max Drawdown (3Y)

Largest decline over 3 years

-21.96%

-18.93%

-3.03%

Max Drawdown (5Y)

Largest decline over 5 years

-21.96%

-18.93%

-3.03%

Max Drawdown (10Y)

Largest decline over 10 years

-40.47%

-50.33%

+9.86%

Current Drawdown

Current decline from peak

-0.40%

-5.95%

+5.55%

Average Drawdown

Average peak-to-trough decline

-14.20%

-10.09%

-4.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.49%

6.09%

-4.60%

Volatility

EXX5.DE vs. ITA - Volatility Comparison

The current volatility for iShares Dow Jones U.S. Select Dividend UCITS ETF (DE) EUR (EXX5.DE) is 3.10%, while iShares U.S. Aerospace & Defense ETF (ITA) has a volatility of 5.46%. This indicates that EXX5.DE experiences smaller price fluctuations and is considered to be less risky than ITA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXX5.DEITADifference

Volatility (1M)

Calculated over the trailing 1-month period

3.10%

5.46%

-2.36%

Volatility (6M)

Calculated over the trailing 6-month period

7.86%

17.04%

-9.18%

Volatility (1Y)

Calculated over the trailing 1-year period

11.27%

21.71%

-10.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.85%

20.47%

-5.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.07%

23.65%

-6.58%

EXX5.DE vs. ITA - Expense Ratio Comparison

EXX5.DE has a 0.31% expense ratio, which is lower than ITA's 0.38% expense ratio.


Dividends

EXX5.DE vs. ITA - Dividend Comparison

EXX5.DE's dividend yield for the trailing twelve months is around 2.30%, more than ITA's 0.45% yield.


PositionTTM20252024202320222021202020192018201720162015
EXX5.DE
iShares Dow Jones U.S. Select Dividend UCITS ETF (DE) EUR
2.30%2.62%2.39%2.54%2.47%2.07%2.98%2.29%1.57%3.04%2.46%2.55%
ITA
iShares U.S. Aerospace & Defense ETF
0.45%0.55%0.85%0.93%0.95%0.82%1.07%1.54%1.13%0.91%1.07%1.04%

Frequently Asked Questions


EXX5.DE and ITA have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EXX5.DE is cheaper at 0.31% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EXX5.DE is cheaper with a 0.31% expense ratio, compared with 0.38% for ITA.

EXX5.DE is categorized as Large Cap Value Equities, while ITA is Aerospace & Defense. EXX5.DE tracks Dow Jones U.S. Select Dividend Index, while ITA tracks Dow Jones U.S. Select Aerospace & Defense Index. Their fees differ too: 0.31% for EXX5.DE and 0.38% for ITA.

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