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OWL vs. EXV1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OWL vs. EXV1.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Blue Owl Capital Inc. (OWL) and iShares STOXX Europe 600 Banks UCITS ETF (DE) (EXV1.DE). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OWL vs. EXV1.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
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

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

OWL
OWL Risk / Return Rank: 55
Overall Rank
OWL Sharpe Ratio Rank: 33
Sharpe Ratio Rank
OWL Sortino Ratio Rank: 33
Sortino Ratio Rank
OWL Omega Ratio Rank: 55
Omega Ratio Rank
OWL Calmar Ratio Rank: 77
Calmar Ratio Rank
OWL Martin Ratio Rank: 77
Martin Ratio Rank

EXV1.DE
EXV1.DE Risk / Return Rank: 7575
Overall Rank
EXV1.DE Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
EXV1.DE Sortino Ratio Rank: 8080
Sortino Ratio Rank
EXV1.DE Omega Ratio Rank: 7474
Omega Ratio Rank
EXV1.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
EXV1.DE Martin Ratio Rank: 6868
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.

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.


OWLEXV1.DEDifference
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

OWL vs. EXV1.DE - Sharpe Ratio Comparison

The current OWL Sharpe Ratio is -1.20, which is lower than the EXV1.DE Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of OWL and EXV1.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

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


OWLEXV1.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-65.14%

-2.54%

-62.60%

Average Drawdown

Average peak-to-trough decline

-24.41%

-58.33%

+33.92%

Ulcer Index

Depth 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


OWLEXV1.DEDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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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