IUS2.DE vs. EXH2.DE
IUS2.DE (iShares S&P U.S. Banks UCITS ETF USD (Acc)) and EXH2.DE (iShares STOXX Europe 600 Financial Services UCITS ETF (DE)) are both Financials Equities funds from iShares - IUS2.DE tracks the S&P 900 Banks 7/4 Capped while EXH2.DE tracks the STOXX® Europe 600 Financial Services. Both are passively managed. Over the past 5 years, IUS2.DE returned 5.75%/yr vs 8.07%/yr for EXH2.DE. A 0.53 correlation means they provide meaningful diversification when combined. IUS2.DE charges 0.35%/yr vs 0.46%/yr for EXH2.DE.
Performance
IUS2.DE vs. EXH2.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUS2.DE achieves a 4.22% return, which is significantly higher than EXH2.DE's 2.24% return.
IUS2.DE
- 1D
- 3.48%
- 1M
- 1.75%
- YTD
- 4.22%
- 6M
- 7.92%
- 1Y
- 25.71%
- 3Y*
- 22.96%
- 5Y*
- 5.75%
- 10Y*
- —
EXH2.DE
- 1D
- 1.80%
- 1M
- 1.02%
- YTD
- 2.24%
- 6M
- 10.20%
- 1Y
- 7.00%
- 3Y*
- 16.88%
- 5Y*
- 8.07%
- 10Y*
- 10.91%
IUS2.DE vs. EXH2.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IUS2.DE iShares S&P U.S. Banks UCITS ETF USD (Acc) | 4.22% | 8.89% | 33.51% | -6.27% | -14.40% | 53.00% | -20.33% | 37.52% | -20.65% |
EXH2.DE iShares STOXX Europe 600 Financial Services UCITS ETF (DE) | 2.24% | 12.00% | 17.32% | 28.77% | -23.05% | 26.14% | 6.43% | 47.00% | -17.98% |
Correlation
The correlation between IUS2.DE and EXH2.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since May 25, 2018 | 0.53 |
The correlation between IUS2.DE and EXH2.DE has been stable across timeframes, ranging from 0.48 to 0.54 - a consistent structural relationship.
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Return for Risk
IUS2.DE vs. EXH2.DE — Risk / Return Rank
IUS2.DE
EXH2.DE
IUS2.DE vs. EXH2.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P U.S. Banks UCITS ETF USD (Acc) (IUS2.DE) and iShares STOXX Europe 600 Financial Services UCITS ETF (DE) (EXH2.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.
| IUS2.DE | EXH2.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.79 | ||
| Sortino ratioReturn per unit of downside risk | +1.00 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.08 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.74 | 0.53 | +1.21 |
| Martin ratioReturn relative to average drawdown | 4.72 | 1.53 | +3.19 |
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
| IUS2.DE | EXH2.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.22 | 0.43 | +0.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.41 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.55 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.60 | -0.39 |
Drawdowns
IUS2.DE vs. EXH2.DE - Drawdown Comparison
The maximum IUS2.DE drawdown since its inception was -49.73%, which is greater than EXH2.DE's maximum drawdown of -42.02%. Use the drawdown chart below to compare losses from any high point for IUS2.DE and EXH2.DE.
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Drawdown Indicators
| IUS2.DE | EXH2.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.73% | -42.02% | -7.71% |
Max Drawdown (1Y)Largest decline over 1 year | -14.73% | -13.11% | -1.62% |
Max Drawdown (3Y)Largest decline over 3 years | -32.32% | -19.77% | -12.55% |
Max Drawdown (5Y)Largest decline over 5 years | -48.08% | -31.95% | -16.13% |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.02% | — |
Current DrawdownCurrent decline from peak | -3.92% | -3.27% | -0.65% |
Average DrawdownAverage peak-to-trough decline | -16.24% | -7.85% | -8.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.44% | 4.57% | +0.87% |
Volatility
IUS2.DE vs. EXH2.DE - Volatility Comparison
iShares S&P U.S. Banks UCITS ETF USD (Acc) (IUS2.DE) has a higher volatility of 5.80% compared to iShares STOXX Europe 600 Financial Services UCITS ETF (DE) (EXH2.DE) at 5.10%. This indicates that IUS2.DE's price experiences larger fluctuations and is considered to be riskier than EXH2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IUS2.DE | EXH2.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.80% | 5.10% | +0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 15.40% | 12.82% | +2.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.99% | 16.19% | +4.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.98% | 19.37% | +7.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.10% | 20.28% | +9.82% |
IUS2.DE vs. EXH2.DE - Expense Ratio Comparison
IUS2.DE has a 0.35% expense ratio, which is lower than EXH2.DE's 0.46% expense ratio.
Dividends
IUS2.DE vs. EXH2.DE - Dividend Comparison
IUS2.DE has not paid dividends to shareholders, while EXH2.DE's dividend yield for the trailing twelve months is around 1.64%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXH2.DE iShares STOXX Europe 600 Financial Services UCITS ETF (DE) | 1.64% | 1.63% | 1.52% | 1.73% | 2.06% | 1.32% | 1.65% | 2.06% | 2.71% | 3.92% | 3.49% | 3.77% |
IUS2.DE iShares S&P U.S. Banks UCITS ETF USD (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
IUS2.DE and EXH2.DE have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IUS2.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUS2.DE is cheaper with a 0.35% expense ratio, compared with 0.46% for EXH2.DE.
IUS2.DE tracks S&P 900 Banks 7/4 Capped, while EXH2.DE tracks STOXX® Europe 600 Financial Services. Their fees differ too: 0.35% for IUS2.DE and 0.46% for EXH2.DE.
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