EXXV.DE vs. ISX5.L
EXXV.DE (iShares Dow Jones Eurozone Sustainability Screened UCITS ETF (DE)) and ISX5.L (iShares Core EURO STOXX 50 UCITS ETF) are both Europe Equities funds from iShares - EXXV.DE tracks the Dow Jones Sustainability Eurozone ex Alcohol, Tobacco, Gambling and others while ISX5.L tracks the MSCI EMU NR EUR. Both are passively managed. Over the past 5 years, EXXV.DE returned 11.39%/yr vs 11.54%/yr for ISX5.L. A 0.75 correlation means they provide meaningful diversification when combined. EXXV.DE charges 0.43%/yr vs 0.00%/yr for ISX5.L.
Performance
EXXV.DE vs. ISX5.L - Performance Comparison
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Different Trading Currencies
EXXV.DE is traded in EUR, while ISX5.L is traded in USD. To make them comparable, the ISX5.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, EXXV.DE achieves a 6.78% return, which is significantly lower than ISX5.L's 7.60% return.
EXXV.DE
- 1D
- 0.22%
- 1M
- 3.91%
- YTD
- 6.78%
- 6M
- 8.78%
- 1Y
- 17.47%
- 3Y*
- 17.68%
- 5Y*
- 11.39%
- 10Y*
- 10.77%
ISX5.L
- 1D
- 0.79%
- 1M
- 4.63%
- YTD
- 7.60%
- 6M
- 8.66%
- 1Y
- 15.81%
- 3Y*
- 15.29%
- 5Y*
- 11.54%
- 10Y*
- —
EXXV.DE vs. ISX5.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXXV.DE iShares Dow Jones Eurozone Sustainability Screened UCITS ETF (DE) | 6.78% | 26.53% | 11.43% | 23.88% | -13.61% | 24.15% | -3.88% | 27.75% | -10.41% | 13.38% |
ISX5.L iShares Core EURO STOXX 50 UCITS ETF | 7.60% | 21.05% | 12.08% | 22.35% | -8.29% | 23.18% | -2.40% | 28.37% | -11.58% | 10.47% |
Correlation
The correlation between EXXV.DE and ISX5.L is 0.87, 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 | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2016 | 0.75 |
The correlation between EXXV.DE and ISX5.L shifts across timeframes, from 0.75 (all time) to 0.88 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
EXXV.DE vs. ISX5.L — Risk / Return Rank
EXXV.DE
ISX5.L
EXXV.DE vs. ISX5.L - 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 iShares Core EURO STOXX 50 UCITS ETF (ISX5.L). 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 | ISX5.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.18 | ||
| Sortino ratioReturn per unit of downside risk | +0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.18 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.57 | 1.46 | +0.11 |
| Martin ratioReturn relative to average drawdown | 5.56 | 4.93 | +0.63 |
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 | ISX5.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 0.93 | +0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.65 | -0.01 |
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 | 0.66 | -0.35 |
Drawdowns
EXXV.DE vs. ISX5.L - Drawdown Comparison
The maximum EXXV.DE drawdown since its inception was -59.63%, which is greater than ISX5.L's maximum drawdown of -36.52%. Use the drawdown chart below to compare losses from any high point for EXXV.DE and ISX5.L.
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Drawdown Indicators
| EXXV.DE | ISX5.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.63% | -36.52% | -23.11% |
Max Drawdown (1Y)Largest decline over 1 year | -11.09% | -10.77% | -0.32% |
Max Drawdown (3Y)Largest decline over 3 years | -16.06% | -16.22% | +0.16% |
Max Drawdown (5Y)Largest decline over 5 years | -28.82% | -24.00% | -4.82% |
Max Drawdown (10Y)Largest decline over 10 years | -38.00% | — | — |
Current DrawdownCurrent decline from peak | -0.86% | 0.00% | -0.86% |
Average DrawdownAverage peak-to-trough decline | -14.86% | -5.38% | -9.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 3.20% | -0.07% |
Volatility
EXXV.DE vs. ISX5.L - Volatility Comparison
The current volatility for iShares Dow Jones Eurozone Sustainability Screened UCITS ETF (DE) (EXXV.DE) is 5.15%, while iShares Core EURO STOXX 50 UCITS ETF (ISX5.L) has a volatility of 5.58%. This indicates that EXXV.DE experiences smaller price fluctuations and is considered to be less risky than ISX5.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EXXV.DE | ISX5.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.15% | 5.58% | -0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 12.65% | 13.85% | -1.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.71% | 16.96% | -1.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.70% | 18.77% | -1.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.08% | 21.09% | -3.01% |
EXXV.DE vs. ISX5.L - Expense Ratio Comparison
EXXV.DE has a 0.43% expense ratio, which is higher than ISX5.L's 0.00% expense ratio.
Dividends
EXXV.DE vs. ISX5.L - Dividend Comparison
EXXV.DE's dividend yield for the trailing twelve months is around 2.19%, while ISX5.L 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% |
ISX5.L iShares Core EURO STOXX 50 UCITS ETF | 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
EXXV.DE and ISX5.L have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ISX5.L is cheaper at 0.00% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ISX5.L is cheaper with a 0.00% expense ratio, compared with 0.43% for EXXV.DE.
EXXV.DE tracks Dow Jones Sustainability Eurozone ex Alcohol, Tobacco, Gambling and others, while ISX5.L tracks MSCI EMU NR EUR. Their fees differ too: 0.43% for EXXV.DE and 0.00% for ISX5.L.
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