OWL vs. EXV1.DE
OWL (Blue Owl Capital Inc.) is a stock, while EXV1.DE (iShares STOXX Europe 600 Banks UCITS ETF (DE)) is Financials Equities fund tracking the STOXX® Europe 600 Banks. Over the past 5 years, OWL returned -3.88%/yr vs 29.85%/yr for EXV1.DE. At a 0.27 correlation, their price movements are largely independent.
Performance
OWL vs. EXV1.DE - Performance Comparison
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Different Trading Currencies
OWL is traded in USD, while EXV1.DE is traded in EUR. To make them comparable, the EXV1.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, OWL achieves a -40.47% return, which is significantly lower than EXV1.DE's 11.15% return.
OWL
- 1D
- -0.58%
- 1M
- -17.12%
- YTD
- -40.47%
- 6M
- -41.68%
- 1Y
- -53.07%
- 3Y*
- -5.39%
- 5Y*
- -3.88%
- 10Y*
- —
EXV1.DE
- 1D
- 0.13%
- 1M
- 3.27%
- YTD
- 11.15%
- 6M
- 12.06%
- 1Y
- 45.77%
- 3Y*
- 45.71%
- 5Y*
- 29.85%
- 10Y*
- 17.00%
OWL vs. EXV1.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
OWL Blue Owl Capital Inc. | -40.47% | -32.83% | 61.76% | 47.40% | -26.29% | 32.18% | 5.86% |
EXV1.DE iShares STOXX Europe 600 Banks UCITS ETF (DE) | 11.15% | 99.82% | 25.39% | 30.30% | -3.93% | 27.32% | 2.47% |
Correlation
The correlation between OWL and EXV1.DE is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2020 | 0.27 |
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Return for Risk
OWL vs. EXV1.DE — Risk / Return Rank
OWL
EXV1.DE
OWL vs. EXV1.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Blue Owl Capital Inc. (OWL) 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.
| OWL | EXV1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.13 | ||
| Sortino ratioReturn per unit of downside risk | -4.65 | ||
| Omega ratioGain probability vs. loss probability | 0.78 | 1.33 | -0.55 |
| Calmar ratioReturn relative to maximum drawdown | -0.91 | 2.56 | -3.47 |
| Martin ratioReturn relative to average drawdown | -1.52 | 8.46 | -9.98 |
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Drawdowns
OWL vs. EXV1.DE - Drawdown Comparison
The maximum OWL drawdown since its inception was -67.10%, smaller than the maximum EXV1.DE drawdown of -83.96%. Use the drawdown chart below to compare losses from any high point for OWL and EXV1.DE.
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Drawdown Indicators
| OWL | EXV1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.10% | -83.96% | +16.86% |
Max Drawdown (1Y)Largest decline over 1 year | -58.59% | -17.78% | -40.81% |
Max Drawdown (3Y)Largest decline over 3 years | -67.10% | -19.60% | -47.50% |
Max Drawdown (5Y)Largest decline over 5 years | -67.10% | -37.51% | -29.59% |
Max Drawdown (10Y)Largest decline over 10 years | — | -61.46% | — |
Current DrawdownCurrent decline from peak | -65.14% | -2.54% | -62.60% |
Average DrawdownAverage peak-to-trough decline | -24.41% | -58.33% | +33.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.05% | 5.39% | +29.66% |
Volatility
OWL vs. EXV1.DE - Volatility Comparison
Blue Owl Capital Inc. (OWL) has a higher volatility of 13.41% compared to iShares STOXX Europe 600 Banks UCITS ETF (DE) (EXV1.DE) at 6.51%. This indicates that OWL'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
| OWL | EXV1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.41% | 6.51% | +6.90% |
Volatility (6M)Calculated over the trailing 6-month period | 34.97% | 20.07% | +14.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.46% | 23.66% | +20.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.07% | 25.58% | +16.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.76% | 26.07% | +16.69% |
Dividends
OWL vs. EXV1.DE - Dividend Comparison
OWL's dividend yield for the trailing twelve months is around 10.62%, more than EXV1.DE's 3.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXV1.DE iShares STOXX Europe 600 Banks UCITS ETF (DE) | 3.37% | 3.63% | 5.51% | 4.53% | 6.37% | 1.06% | 1.52% | 4.31% | 4.03% | 6.01% | 3.49% | 3.41% |
OWL Blue Owl Capital Inc. | 10.62% | 5.72% | 2.92% | 3.69% | 4.06% | 0.87% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
OWL and EXV1.DE have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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