IS0E.DE vs. EXV1.DE
IS0E.DE (iShares Gold Producers UCITS ETF) and EXV1.DE (iShares STOXX Europe 600 Banks UCITS ETF (DE)) are both exchange-traded funds - IS0E.DE is a Gold fund tracking the S&P Commodity Producers Gold, while EXV1.DE is a Financials Equities fund tracking the STOXX® Europe 600 Banks. Both are passively managed. Over the past 10 years, IS0E.DE returned 10.23%/yr vs 16.39%/yr for EXV1.DE. At a 0.06 correlation, their price movements are largely independent. IS0E.DE charges 0.55%/yr vs 0.47%/yr for EXV1.DE.
Performance
IS0E.DE vs. EXV1.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS0E.DE achieves a -13.29% return, which is significantly lower than EXV1.DE's 16.29% return. Over the past 10 years, IS0E.DE has underperformed EXV1.DE with an annualized return of 10.23%, while EXV1.DE has yielded a comparatively higher 16.39% annualized return.
IS0E.DE
- 1D
- -2.30%
- 1M
- -13.27%
- 6M
- -21.96%
- YTD
- -13.29%
- 1Y
- 47.37%
- 3Y*
- 33.22%
- 5Y*
- 18.53%
- 10Y*
- 10.23%
EXV1.DE
- 1D
- -2.29%
- 1M
- 4.10%
- 6M
- 13.02%
- YTD
- 16.29%
- 1Y
- 51.32%
- 3Y*
- 43.66%
- 5Y*
- 32.13%
- 10Y*
- 16.39%
IS0E.DE vs. EXV1.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IS0E.DE iShares Gold Producers UCITS ETF | -13.29% | 129.59% | 18.76% | 6.25% | -3.74% | -3.07% | 13.51% | 44.07% | -4.43% | -6.02% |
EXV1.DE iShares STOXX Europe 600 Banks UCITS ETF (DE) | 16.29% | 77.00% | 33.00% | 26.31% | 1.67% | 38.22% | -24.56% | 15.16% | -25.85% | 11.64% |
Correlation
The correlation between IS0E.DE and EXV1.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Sep 16, 2011 | 0.06 |
Over the past year, IS0E.DE and EXV1.DE have become more correlated (0.43) than their long-term average of 0.06, meaning their price movements have been converging.
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Return for Risk
IS0E.DE vs. EXV1.DE — Risk / Return Rank
IS0E.DE
EXV1.DE
IS0E.DE vs. EXV1.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Gold Producers UCITS ETF (IS0E.DE) and iShares STOXX Europe 600 Banks UCITS ETF (DE) (EXV1.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.
| IS0E.DE | EXV1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.24 | ||
| Sortino ratioReturn per unit of downside risk | -1.53 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.38 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.38 | 3.19 | -1.81 |
| Martin ratioReturn relative to average drawdown | 3.26 | 10.95 | -7.69 |
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Drawdowns
IS0E.DE vs. EXV1.DE - Drawdown Comparison
The maximum IS0E.DE drawdown since its inception was -82.14%, roughly equal to the maximum EXV1.DE drawdown of -83.12%. Use the drawdown chart below to compare losses from any high point for IS0E.DE and EXV1.DE.
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Drawdown Indicators
| IS0E.DE | EXV1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.14% | -83.12% | +0.98% |
Max Drawdown (1Y)Largest decline over 1 year | -34.20% | -16.02% | -18.18% |
Max Drawdown (3Y)Largest decline over 3 years | -34.20% | -20.12% | -14.08% |
Max Drawdown (5Y)Largest decline over 5 years | -38.05% | -28.08% | -9.97% |
Max Drawdown (10Y)Largest decline over 10 years | -45.61% | -56.14% | +10.53% |
Current DrawdownCurrent decline from peak | -33.14% | -3.01% | -30.13% |
Average DrawdownAverage peak-to-trough decline | -53.93% | -53.23% | -0.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.51% | 4.68% | +9.83% |
Volatility
IS0E.DE vs. EXV1.DE - Volatility Comparison
iShares Gold Producers UCITS ETF (IS0E.DE) has a higher volatility of 14.27% compared to iShares STOXX Europe 600 Banks UCITS ETF (DE) (EXV1.DE) at 5.86%. This indicates that IS0E.DE's price experiences larger fluctuations and is considered to be riskier than EXV1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IS0E.DE | EXV1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.27% | 5.86% | +8.41% |
Volatility (6M)Calculated over the trailing 6-month period | 35.95% | 18.91% | +17.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.53% | 22.23% | +22.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.10% | 22.85% | +10.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.29% | 24.26% | +8.03% |
IS0E.DE vs. EXV1.DE - Expense Ratio Comparison
IS0E.DE has a 0.55% expense ratio, which is higher than EXV1.DE's 0.47% expense ratio.
Dividends
IS0E.DE vs. EXV1.DE - Dividend Comparison
IS0E.DE has not paid dividends to shareholders, while EXV1.DE's dividend yield for the trailing twelve months is around 1.14%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXV1.DE iShares STOXX Europe 600 Banks UCITS ETF (DE) | 1.14% | 3.63% | 5.51% | 4.53% | 6.37% | 1.06% | 1.52% | 4.31% | 4.03% | 6.01% | 3.49% | 3.41% |
IS0E.DE iShares Gold Producers 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
IS0E.DE and EXV1.DE have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EXV1.DE is cheaper at 0.47% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXV1.DE is cheaper with a 0.47% expense ratio, compared with 0.55% for IS0E.DE.
IS0E.DE is categorized as Gold, while EXV1.DE is Financials Equities. IS0E.DE tracks S&P Commodity Producers Gold, while EXV1.DE tracks STOXX® Europe 600 Banks. Their fees differ too: 0.55% for IS0E.DE and 0.47% for EXV1.DE.
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