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EXXX.DE vs. EXS1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXXX.DE vs. EXS1.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares ATX UCITS ETF (DE) (EXXX.DE) and iShares Core DAX UCITS ETF (DE) (EXS1.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EXXX.DE achieves a 24.87% return, which is significantly higher than EXS1.DE's 1.53% return. Over the past 10 years, EXXX.DE has outperformed EXS1.DE with an annualized return of 14.37%, while EXS1.DE has yielded a comparatively lower 8.97% annualized return.


EXXX.DE

1D
-0.33%
1M
1.29%
6M
22.20%
YTD
24.87%
1Y
48.74%
3Y*
31.23%
5Y*
17.90%
10Y*
14.37%

EXS1.DE

1D
-0.48%
1M
0.41%
6M
-1.62%
YTD
1.53%
1Y
3.40%
3Y*
15.17%
5Y*
9.34%
10Y*
8.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXXX.DE vs. EXS1.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXXX.DE
iShares ATX UCITS ETF (DE)
24.87%51.31%10.39%13.71%-16.43%42.16%-11.27%19.95%-18.96%32.71%
EXS1.DE
iShares Core DAX UCITS ETF (DE)
1.53%22.63%18.07%19.45%-12.79%15.16%2.98%24.67%-18.48%12.30%

Correlation

The correlation between EXXX.DE and EXS1.DE is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.70

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

0.68

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

0.72

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

0.70

Correlation (All Time)
Calculated using the full available price history since Nov 2, 2006

0.72

The correlation between EXXX.DE and EXS1.DE has been stable across timeframes, ranging from 0.68 to 0.72 - a consistent structural relationship.

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Return for Risk

EXXX.DE vs. EXS1.DE — Risk / Return Rank

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

EXXX.DE
EXXX.DE Risk / Return Rank: 9191
Overall Rank
EXXX.DE Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
EXXX.DE Sortino Ratio Rank: 9494
Sortino Ratio Rank
EXXX.DE Omega Ratio Rank: 9090
Omega Ratio Rank
EXXX.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
EXXX.DE Martin Ratio Rank: 8888
Martin Ratio Rank

EXS1.DE
EXS1.DE Risk / Return Rank: 1313
Overall Rank
EXS1.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
EXS1.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
EXS1.DE Omega Ratio Rank: 1212
Omega Ratio Rank
EXS1.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
EXS1.DE Martin Ratio Rank: 1414
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.

EXXX.DE vs. EXS1.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ATX UCITS ETF (DE) (EXXX.DE) and iShares Core DAX UCITS ETF (DE) (EXS1.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.

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.


EXXX.DEEXS1.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.57

Sortino ratioReturn per unit of downside risk

+3.48

Omega ratioGain probability vs. loss probability

1.47

1.05

+0.42

Calmar ratioReturn relative to maximum drawdown

4.53

0.27

+4.26

Martin ratioReturn relative to average drawdown

15.24

0.86

+14.39

EXXX.DE vs. EXS1.DE - Sharpe Ratio Comparison

The current EXXX.DE Sharpe Ratio is 2.78, which is higher than the EXS1.DE Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of EXXX.DE and EXS1.DE, 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

EXXX.DE vs. EXS1.DE - Drawdown Comparison

The maximum EXXX.DE drawdown since its inception was -71.43%, which is greater than EXS1.DE's maximum drawdown of -55.14%. Use the drawdown chart below to compare losses from any high point for EXXX.DE and EXS1.DE.


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Drawdown Indicators


EXXX.DEEXS1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-71.43%

-55.14%

-16.29%

Max Drawdown (1Y)

Largest decline over 1 year

-10.71%

-12.39%

+1.68%

Max Drawdown (3Y)

Largest decline over 3 years

-16.11%

-15.93%

-0.18%

Max Drawdown (5Y)

Largest decline over 5 years

-32.69%

-26.69%

-6.00%

Max Drawdown (10Y)

Largest decline over 10 years

-52.90%

-38.68%

-14.22%

Current Drawdown

Current decline from peak

-1.64%

-3.12%

+1.48%

Average Drawdown

Average peak-to-trough decline

-28.46%

-11.71%

-16.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

3.96%

-0.77%

Volatility

EXXX.DE vs. EXS1.DE - Volatility Comparison

iShares ATX UCITS ETF (DE) (EXXX.DE) has a higher volatility of 5.00% compared to iShares Core DAX UCITS ETF (DE) (EXS1.DE) at 4.61%. This indicates that EXXX.DE's price experiences larger fluctuations and is considered to be riskier than EXS1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXXX.DEEXS1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.00%

4.61%

+0.39%

Volatility (6M)

Calculated over the trailing 6-month period

14.65%

13.62%

+1.03%

Volatility (1Y)

Calculated over the trailing 1-year period

17.46%

16.21%

+1.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.14%

17.22%

+1.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.93%

18.11%

+1.82%

EXXX.DE vs. EXS1.DE - Expense Ratio Comparison

EXXX.DE has a 0.32% expense ratio, which is higher than EXS1.DE's 0.16% expense ratio.


Dividends

EXXX.DE vs. EXS1.DE - Dividend Comparison

EXXX.DE's dividend yield for the trailing twelve months is around 2.95%, while EXS1.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EXS1.DE
iShares Core DAX UCITS ETF (DE)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.51%0.48%0.73%0.66%
EXXX.DE
iShares ATX UCITS ETF (DE)
2.95%2.53%4.30%3.53%3.61%1.04%1.18%1.73%0.48%0.65%1.08%1.65%

Frequently Asked Questions


EXXX.DE and EXS1.DE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EXS1.DE is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EXS1.DE is cheaper with a 0.16% expense ratio, compared with 0.32% for EXXX.DE.

EXXX.DE tracks ATX Index, while EXS1.DE tracks DAX®. Their fees differ too: 0.32% for EXXX.DE and 0.16% for EXS1.DE.

Portfolio Optimizer

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