EXXT.DE vs. SAF.PA
EXXT.DE (iShares Nasdaq 100 UCITS ETF (DE)) is Nasdaq-100 fund tracking the Nasdaq 100®, while SAF.PA (Safran SA) is a stock. Over the past 10 years, EXXT.DE returned 21.03%/yr vs 19.52%/yr for SAF.PA. At a 0.40 correlation, their price movements are largely independent.
Performance
EXXT.DE vs. SAF.PA - Performance Comparison
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Returns By Period
In the year-to-date period, EXXT.DE achieves a 18.27% return, which is significantly higher than SAF.PA's 4.08% return. Over the past 10 years, EXXT.DE has outperformed SAF.PA with an annualized return of 21.03%, while SAF.PA has yielded a comparatively lower 19.52% annualized return.
EXXT.DE
- 1D
- 2.65%
- 1M
- 1.07%
- YTD
- 18.27%
- 6M
- 19.92%
- 1Y
- 36.50%
- 3Y*
- 23.24%
- 5Y*
- 17.59%
- 10Y*
- 21.03%
SAF.PA
- 1D
- 3.66%
- 1M
- 9.30%
- YTD
- 4.08%
- 6M
- 6.26%
- 1Y
- 22.25%
- 3Y*
- 31.43%
- 5Y*
- 21.02%
- 10Y*
- 19.52%
EXXT.DE vs. SAF.PA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXXT.DE iShares Nasdaq 100 UCITS ETF (DE) | 18.27% | 6.87% | 33.51% | 50.91% | -30.16% | 39.11% | 34.45% | 42.79% | 2.90% | 15.47% |
SAF.PA Safran SA | 4.08% | 41.80% | 34.36% | 37.72% | 9.15% | -6.83% | -15.76% | 32.58% | 24.66% | 26.88% |
Correlation
The correlation between EXXT.DE and SAF.PA is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Nov 29, 2006 | 0.40 |
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Return for Risk
EXXT.DE vs. SAF.PA — Risk / Return Rank
EXXT.DE
SAF.PA
EXXT.DE vs. SAF.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Nasdaq 100 UCITS ETF (DE) (EXXT.DE) and Safran SA (SAF.PA). 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.
| EXXT.DE | SAF.PA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.58 | ||
| Sortino ratioReturn per unit of downside risk | +1.79 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.14 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 3.54 | 0.83 | +2.70 |
| Martin ratioReturn relative to average drawdown | 10.34 | 2.22 | +8.12 |
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Drawdowns
EXXT.DE vs. SAF.PA - Drawdown Comparison
The maximum EXXT.DE drawdown since its inception was -46.75%, smaller than the maximum SAF.PA drawdown of -64.89%. Use the drawdown chart below to compare losses from any high point for EXXT.DE and SAF.PA.
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Drawdown Indicators
| EXXT.DE | SAF.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.75% | -64.89% | +18.14% |
Max Drawdown (1Y)Largest decline over 1 year | -10.08% | -23.62% | +13.54% |
Max Drawdown (3Y)Largest decline over 3 years | -26.62% | -23.62% | -3.00% |
Max Drawdown (5Y)Largest decline over 5 years | -31.42% | -29.84% | -1.58% |
Max Drawdown (10Y)Largest decline over 10 years | -31.42% | -64.63% | +33.21% |
Current DrawdownCurrent decline from peak | -2.71% | -10.85% | +8.14% |
Average DrawdownAverage peak-to-trough decline | -7.66% | -13.50% | +5.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.45% | 8.90% | -5.45% |
Volatility
EXXT.DE vs. SAF.PA - Volatility Comparison
The current volatility for iShares Nasdaq 100 UCITS ETF (DE) (EXXT.DE) is 5.37%, while Safran SA (SAF.PA) has a volatility of 10.23%. This indicates that EXXT.DE experiences smaller price fluctuations and is considered to be less risky than SAF.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EXXT.DE | SAF.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.37% | 10.23% | -4.86% |
Volatility (6M)Calculated over the trailing 6-month period | 11.58% | 27.80% | -16.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.21% | 31.51% | -15.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.96% | 28.37% | -8.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.72% | 33.13% | -13.41% |
Dividends
EXXT.DE vs. SAF.PA - Dividend Comparison
EXXT.DE's dividend yield for the trailing twelve months is around 0.16%, less than SAF.PA's 1.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXXT.DE iShares Nasdaq 100 UCITS ETF (DE) | 0.16% | 0.19% | 0.26% | 0.32% | 0.36% | 0.15% | 0.26% | 0.40% | 0.28% | 1.84% | 0.84% | 0.88% |
SAF.PA Safran SA | 1.09% | 0.98% | 1.04% | 0.85% | 0.43% | 0.40% | 0.00% | 1.32% | 1.52% | 0.97% | 2.15% | 1.96% |
Frequently Asked Questions
EXXT.DE and SAF.PA have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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