EXXV.DE vs. H4ZZ.DE
EXXV.DE (iShares Dow Jones Eurozone Sustainability Screened UCITS ETF (DE)) and H4ZZ.DE (HSBC Euro Stoxx 50 UCITS ETF EUR (Acc)) are both Europe Equities funds - EXXV.DE tracks the Dow Jones Sustainability Eurozone ex Alcohol, Tobacco, Gambling and others while H4ZZ.DE tracks the EURO STOXX 50. Both are passively managed. Over the past 3 years, EXXV.DE returned 17.68%/yr vs 15.64%/yr for H4ZZ.DE. With a 0.96 correlation, they move nearly in lockstep. EXXV.DE charges 0.43%/yr vs 0.05%/yr for H4ZZ.DE.
Performance
EXXV.DE vs. H4ZZ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXXV.DE achieves a 6.78% return, which is significantly lower than H4ZZ.DE's 7.20% return.
EXXV.DE
- 1D
- 0.22%
- 1M
- 1.71%
- YTD
- 6.78%
- 6M
- 8.73%
- 1Y
- 16.86%
- 3Y*
- 17.68%
- 5Y*
- 11.39%
- 10Y*
- 10.77%
H4ZZ.DE
- 1D
- 0.77%
- 1M
- 1.96%
- YTD
- 7.20%
- 6M
- 8.56%
- 1Y
- 15.62%
- 3Y*
- 15.64%
- 5Y*
- —
- 10Y*
- —
EXXV.DE vs. H4ZZ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
EXXV.DE iShares Dow Jones Eurozone Sustainability Screened UCITS ETF (DE) | 6.78% | 26.53% | 11.43% | 23.88% | 9.49% |
H4ZZ.DE HSBC Euro Stoxx 50 UCITS ETF EUR (Acc) | 7.20% | 22.35% | 10.99% | 22.53% | 9.82% |
Correlation
The correlation between EXXV.DE and H4ZZ.DE is 0.94, 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 | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2022 | 0.96 |
The correlation between EXXV.DE and H4ZZ.DE has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.
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Return for Risk
EXXV.DE vs. H4ZZ.DE — Risk / Return Rank
EXXV.DE
H4ZZ.DE
EXXV.DE vs. H4ZZ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones Eurozone Sustainability Screened UCITS ETF (DE) (EXXV.DE) and HSBC Euro Stoxx 50 UCITS ETF EUR (Acc) (H4ZZ.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.
| EXXV.DE | H4ZZ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.13 | ||
| Sortino ratioReturn per unit of downside risk | +0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.18 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.57 | 1.43 | +0.14 |
| Martin ratioReturn relative to average drawdown | 5.56 | 4.86 | +0.70 |
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
| EXXV.DE | H4ZZ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 0.98 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 1.18 | -0.87 |
Drawdowns
EXXV.DE vs. H4ZZ.DE - Drawdown Comparison
The maximum EXXV.DE drawdown since its inception was -59.63%, which is greater than H4ZZ.DE's maximum drawdown of -16.46%. Use the drawdown chart below to compare losses from any high point for EXXV.DE and H4ZZ.DE.
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Drawdown Indicators
| EXXV.DE | H4ZZ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.63% | -16.46% | -43.17% |
Max Drawdown (1Y)Largest decline over 1 year | -11.09% | -10.94% | -0.15% |
Max Drawdown (3Y)Largest decline over 3 years | -16.06% | -16.46% | +0.40% |
Max Drawdown (5Y)Largest decline over 5 years | -28.82% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -38.00% | — | — |
Current DrawdownCurrent decline from peak | -0.86% | -0.53% | -0.33% |
Average DrawdownAverage peak-to-trough decline | -14.86% | -2.68% | -12.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 3.23% | -0.10% |
Volatility
EXXV.DE vs. H4ZZ.DE - Volatility Comparison
iShares Dow Jones Eurozone Sustainability Screened UCITS ETF (DE) (EXXV.DE) and HSBC Euro Stoxx 50 UCITS ETF EUR (Acc) (H4ZZ.DE) have volatilities of 5.15% and 4.93%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EXXV.DE | H4ZZ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.15% | 4.93% | +0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 12.65% | 12.97% | -0.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.71% | 15.97% | -0.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.70% | 15.85% | +1.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.08% | 15.85% | +2.23% |
EXXV.DE vs. H4ZZ.DE - Expense Ratio Comparison
EXXV.DE has a 0.43% expense ratio, which is higher than H4ZZ.DE's 0.05% expense ratio.
Dividends
EXXV.DE vs. H4ZZ.DE - Dividend Comparison
EXXV.DE's dividend yield for the trailing twelve months is around 2.19%, while H4ZZ.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXXV.DE iShares Dow Jones Eurozone Sustainability Screened UCITS ETF (DE) | 2.19% | 2.16% | 2.62% | 2.43% | 2.65% | 1.91% | 1.83% | 2.96% | 3.06% | 4.06% | 3.71% | 3.16% |
H4ZZ.DE HSBC Euro Stoxx 50 UCITS ETF EUR (Acc) | 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 0.94, EXXV.DE and H4ZZ.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, H4ZZ.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
H4ZZ.DE is cheaper with a 0.05% expense ratio, compared with 0.43% for EXXV.DE.
EXXV.DE tracks Dow Jones Sustainability Eurozone ex Alcohol, Tobacco, Gambling and others, while H4ZZ.DE tracks EURO STOXX 50. They also come from different issuers: iShares and HSBC. Their fees differ too: 0.43% for EXXV.DE and 0.05% for H4ZZ.DE.
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