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IOO vs. EXI2.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IOO vs. EXI2.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global 100 ETF (IOO) and iShares Dow Jones Global Titans 50 UCITS ETF (DE) (EXI2.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IOO is traded in USD, while EXI2.DE is traded in EUR. To make them comparable, the EXI2.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IOO achieves a 12.26% return, which is significantly higher than EXI2.DE's 11.17% return. Both investments have delivered pretty close results over the past 10 years, with IOO having a 16.70% annualized return and EXI2.DE not far behind at 16.48%.


IOO

1D
-1.33%
1M
5.37%
YTD
12.26%
6M
12.43%
1Y
38.24%
3Y*
25.48%
5Y*
16.68%
10Y*
16.70%

EXI2.DE

1D
-1.10%
1M
5.49%
YTD
11.17%
6M
12.10%
1Y
36.71%
3Y*
26.58%
5Y*
16.15%
10Y*
16.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IOO vs. EXI2.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IOO
iShares Global 100 ETF
12.26%27.02%26.54%27.71%-16.34%26.03%18.61%30.01%-6.22%23.56%
EXI2.DE
iShares Dow Jones Global Titans 50 UCITS ETF (DE)
11.17%24.62%30.90%37.65%-25.85%24.92%21.44%32.29%-5.52%21.43%

Correlation

The correlation between IOO and EXI2.DE is 0.69, 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

0.69

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

0.63

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

0.65

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

0.63

Correlation (All Time)
Calculated using the full available price history since May 23, 2007

0.58

The correlation between IOO and EXI2.DE shifts across timeframes, from 0.58 (all time) to 0.69 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IOO vs. EXI2.DE — Risk / Return Rank

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

IOO
IOO Risk / Return Rank: 8282
Overall Rank
IOO Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
IOO Sortino Ratio Rank: 8484
Sortino Ratio Rank
IOO Omega Ratio Rank: 8282
Omega Ratio Rank
IOO Calmar Ratio Rank: 7575
Calmar Ratio Rank
IOO Martin Ratio Rank: 8585
Martin Ratio Rank

EXI2.DE
EXI2.DE Risk / Return Rank: 7676
Overall Rank
EXI2.DE Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
EXI2.DE Sortino Ratio Rank: 7474
Sortino Ratio Rank
EXI2.DE Omega Ratio Rank: 7373
Omega Ratio Rank
EXI2.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
EXI2.DE Martin Ratio Rank: 8080
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.

IOO vs. EXI2.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global 100 ETF (IOO) and iShares Dow Jones Global Titans 50 UCITS ETF (DE) (EXI2.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.


IOOEXI2.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.19

Sortino ratioReturn per unit of downside risk

+0.15

Omega ratioGain probability vs. loss probability

1.50

1.45

+0.06

Calmar ratioReturn relative to maximum drawdown

3.87

3.57

+0.29

Martin ratioReturn relative to average drawdown

17.94

15.17

+2.78

IOO vs. EXI2.DE - Sharpe Ratio Comparison

The current IOO Sharpe Ratio is 2.84, which is comparable to the EXI2.DE Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of IOO and EXI2.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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Sharpe Ratios by Period


IOOEXI2.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.84

2.65

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

0.92

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.94

0.96

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.47

-0.08

Drawdowns

IOO vs. EXI2.DE - Drawdown Comparison

The maximum IOO drawdown since its inception was -55.85%, roughly equal to the maximum EXI2.DE drawdown of -55.14%. Use the drawdown chart below to compare losses from any high point for IOO and EXI2.DE.


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Drawdown Indicators


IOOEXI2.DEDifference

Max Drawdown

Largest peak-to-trough decline

-55.85%

-55.14%

-0.71%

Max Drawdown (1Y)

Largest decline over 1 year

-9.94%

-10.23%

+0.29%

Max Drawdown (3Y)

Largest decline over 3 years

-19.19%

-21.00%

+1.81%

Max Drawdown (5Y)

Largest decline over 5 years

-23.52%

-29.55%

+6.03%

Max Drawdown (10Y)

Largest decline over 10 years

-31.43%

-30.50%

-0.93%

Current Drawdown

Current decline from peak

-1.33%

-1.10%

-0.23%

Average Drawdown

Average peak-to-trough decline

-11.27%

-10.08%

-1.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.14%

2.41%

-0.27%

Volatility

IOO vs. EXI2.DE - Volatility Comparison

iShares Global 100 ETF (IOO) and iShares Dow Jones Global Titans 50 UCITS ETF (DE) (EXI2.DE) have volatilities of 3.81% and 3.86%, 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


IOOEXI2.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.81%

3.86%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

10.59%

9.91%

+0.68%

Volatility (1Y)

Calculated over the trailing 1-year period

13.54%

13.79%

-0.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.04%

17.41%

-0.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.78%

16.99%

+0.79%

IOO vs. EXI2.DE - Expense Ratio Comparison

IOO has a 0.40% expense ratio, which is lower than EXI2.DE's 0.51% expense ratio.


Dividends

IOO vs. EXI2.DE - Dividend Comparison

IOO's dividend yield for the trailing twelve months is around 0.82%, more than EXI2.DE's 0.33% yield.


PositionTTM20252024202320222021202020192018201720162015
EXI2.DE
iShares Dow Jones Global Titans 50 UCITS ETF (DE)
0.33%0.41%0.42%0.61%0.84%0.55%0.99%1.28%1.29%2.56%1.77%2.56%
IOO
iShares Global 100 ETF
0.82%0.92%1.08%1.49%2.00%1.53%1.49%2.02%2.54%2.23%2.75%2.89%

Frequently Asked Questions


IOO and EXI2.DE have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IOO is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IOO is cheaper with a 0.40% expense ratio, compared with 0.51% for EXI2.DE.

IOO tracks S&P Global 100 Index (Net), while EXI2.DE tracks Dow Jones Global Titans 50. Their fees differ too: 0.40% for IOO and 0.51% for EXI2.DE.

Portfolio Optimizer

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