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EXX5.DE vs. OSX2.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EXX5.DE vs. OSX2.DE

Last updated Jun 5, 2026

EXX5.DE (iShares Dow Jones U.S. Select Dividend UCITS ETF (DE) EUR) and OSX2.DE (Ossiam US Minimum Variance ESG UCITS ETF (EUR)) are both Large Cap Value Equities funds - EXX5.DE tracks the Dow Jones U.S. Select Dividend Index while OSX2.DE tracks the US ESG Minimum Variance. Both are passively managed. A 0.76 correlation means they provide meaningful diversification when combined. EXX5.DE charges 0.31%/yr vs 0.65%/yr for OSX2.DE.

Performance

EXX5.DE vs. OSX2.DE - 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 Ossiam US Minimum Variance ESG UCITS ETF (EUR) (OSX2.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

EXX5.DE

1D
-0.15%
1M
0.94%
YTD
10.28%
6M
10.75%
1Y
18.61%
3Y*
12.24%
5Y*
9.39%
10Y*
9.15%

OSX2.DE

1D
—
1M
—
YTD
—
6M
—
1Y
—
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXX5.DE vs. OSX2.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
EXX5.DE
iShares Dow Jones U.S. Select Dividend UCITS ETF (DE) EUR		10.28%-1.07%22.05%-0.09%7.04%43.02%-15.23%23.88%-3.48%-0.27%
OSX2.DE
Ossiam US Minimum Variance ESG UCITS ETF (EUR)		0.00%-4.33%21.73%-1.44%-1.03%26.67%-4.98%27.33%2.07%-0.57%

Correlation

The correlation between EXX5.DE and OSX2.DE is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.44

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

0.64

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

0.71

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

0.73

Correlation (All Time)
Calculated using the full available price history since Jun 29, 2011

0.76

Over the past year, the correlation between EXX5.DE and OSX2.DE has dropped to 0.44 - well below their long-term average of 0.76, suggesting their price drivers have been diverging.

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iShares Dow Jones U.S. Select Dividend UCITS ETF (DE) EUR

Ossiam US Minimum Variance ESG UCITS ETF (EUR)

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Often compared with OSX2.DE:
OSX2.DE vs. EUPE.DEOSX2.DE vs. OG35.DEOSX2.DE vs. 5HEU.DEOSX2.DE vs. 5HED.DEOSX2.DE vs. OUFE.DEOSX2.DE vs. USCP.DEOSX2.DE vs. OP6E.DE

Return for Risk

EXX5.DE vs. OSX2.DE — 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: 5757
Overall Rank
EXX5.DE Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
EXX5.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
EXX5.DE Omega Ratio Rank: 4343
Omega Ratio Rank
EXX5.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
EXX5.DE Martin Ratio Rank: 6666
Martin Ratio Rank
OSX2.DE
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. OSX2.DE - 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 Ossiam US Minimum Variance ESG UCITS ETF (EUR) (OSX2.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.

EXX5.DEOSX2.DEDifference
Sharpe ratioReturn per unit of total volatility
1.63

—

—

Sortino ratioReturn per unit of downside risk
2.33

—

—

Omega ratioGain probability vs. loss probability

1.27

—

—

Calmar ratioReturn relative to maximum drawdown

4.15

—

—

Martin ratioReturn relative to average drawdown

11.89

—

—

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

EXX5.DE vs. OSX2.DE - Sharpe Ratio Comparison

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Sharpe Ratios by Period

EXX5.DEOSX2.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.63

—

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

—

—

Drawdowns

EXX5.DE vs. OSX2.DE - Drawdown Comparison

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Drawdown Indicators

EXX5.DEOSX2.DEDifference

Max Drawdown

Largest peak-to-trough decline

-58.58%

—

—

Max Drawdown (1Y)

Largest decline over 1 year

-4.46%

—

—

Max Drawdown (3Y)

Largest decline over 3 years

-21.96%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-21.96%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-40.47%

—

—

Current Drawdown

Current decline from peak

-0.86%

—

—

Average Drawdown

Average peak-to-trough decline

-10.92%

—

—

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.56%

—

—

Volatility

EXX5.DE vs. OSX2.DE - Volatility Comparison

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Volatility by Period

EXX5.DEOSX2.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.59%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

7.82%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

11.39%

—

—

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.84%

—

—

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.08%

—

—

EXX5.DE vs. OSX2.DE - Expense Ratio Comparison

EXX5.DE has a 0.31% expense ratio, which is lower than OSX2.DE's 0.65% expense ratio.

Dividends

EXX5.DE vs. OSX2.DE - Dividend Comparison

EXX5.DE's dividend yield for the trailing twelve months is around 2.38%, while OSX2.DE has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
EXX5.DE
iShares Dow Jones U.S. Select Dividend UCITS ETF (DE) EUR		2.38%2.62%3.01%5.31%2.47%2.07%2.98%2.29%1.57%3.04%2.46%2.55%
OSX2.DE
Ossiam US Minimum Variance ESG UCITS ETF (EUR)		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

EXX5.DE and OSX2.DE have a correlation of 0.44, 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 0.65% for OSX2.DE.

EXX5.DE tracks Dow Jones U.S. Select Dividend Index, while OSX2.DE tracks US ESG Minimum Variance. They also come from different issuers: iShares and Natixis. Their fees differ too: 0.31% for EXX5.DE and 0.65% for OSX2.DE.

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