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S6X0.DE vs. EXIE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

S6X0.DE vs. EXIE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco EURO STOXX 50 UCITS ETF Dist (S6X0.DE) and iShares STOXX Europe 600 UCITS ETF (DE) EUR Acc (EXIE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with S6X0.DE having a 7.30% return and EXIE.DE slightly higher at 7.44%.


S6X0.DE

1D
0.75%
1M
1.98%
YTD
7.30%
6M
8.70%
1Y
15.59%
3Y*
15.53%
5Y*
11.36%
10Y*
10.39%

EXIE.DE

1D
0.59%
1M
0.81%
YTD
7.44%
6M
9.96%
1Y
16.03%
3Y*
13.87%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

S6X0.DE vs. EXIE.DE - Yearly Performance Comparison


2026 (YTD)202520242023
S6X0.DE
Invesco EURO STOXX 50 UCITS ETF Dist
7.30%22.02%10.94%9.54%
EXIE.DE
iShares STOXX Europe 600 UCITS ETF (DE) EUR Acc
7.44%20.59%8.32%6.62%

Correlation

The correlation between S6X0.DE and EXIE.DE is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.95

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

0.93

Correlation (All Time)
Calculated using the full available price history since Feb 28, 2023

0.93

The correlation between S6X0.DE and EXIE.DE has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.

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Return for Risk

S6X0.DE vs. EXIE.DE — Risk / Return Rank

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

S6X0.DE
S6X0.DE Risk / Return Rank: 3030
Overall Rank
S6X0.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
S6X0.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
S6X0.DE Omega Ratio Rank: 2828
Omega Ratio Rank
S6X0.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
S6X0.DE Martin Ratio Rank: 3333
Martin Ratio Rank

EXIE.DE
EXIE.DE Risk / Return Rank: 3737
Overall Rank
EXIE.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
EXIE.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
EXIE.DE Omega Ratio Rank: 3636
Omega Ratio Rank
EXIE.DE Calmar Ratio Rank: 3535
Calmar Ratio Rank
EXIE.DE Martin Ratio Rank: 4141
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.

S6X0.DE vs. EXIE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco EURO STOXX 50 UCITS ETF Dist (S6X0.DE) and iShares STOXX Europe 600 UCITS ETF (DE) EUR Acc (EXIE.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.


S6X0.DEEXIE.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.27

Sortino ratioReturn per unit of downside risk

-0.30

Omega ratioGain probability vs. loss probability

1.18

1.23

-0.05

Calmar ratioReturn relative to maximum drawdown

1.44

1.70

-0.26

Martin ratioReturn relative to average drawdown

4.89

6.42

-1.53

S6X0.DE vs. EXIE.DE - Sharpe Ratio Comparison

The current S6X0.DE Sharpe Ratio is 0.98, which is comparable to the EXIE.DE Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of S6X0.DE and EXIE.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


S6X0.DEEXIE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

1.25

-0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

1.01

-0.50

Drawdowns

S6X0.DE vs. EXIE.DE - Drawdown Comparison

The maximum S6X0.DE drawdown since its inception was -38.54%, which is greater than EXIE.DE's maximum drawdown of -16.04%. Use the drawdown chart below to compare losses from any high point for S6X0.DE and EXIE.DE.


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Drawdown Indicators


S6X0.DEEXIE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.54%

-16.04%

-22.50%

Max Drawdown (1Y)

Largest decline over 1 year

-10.88%

-9.58%

-1.30%

Max Drawdown (3Y)

Largest decline over 3 years

-16.56%

-16.04%

-0.52%

Max Drawdown (5Y)

Largest decline over 5 years

-23.41%

Max Drawdown (10Y)

Largest decline over 10 years

-38.54%

Current Drawdown

Current decline from peak

-0.51%

-1.65%

+1.14%

Average Drawdown

Average peak-to-trough decline

-6.82%

-2.03%

-4.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

2.54%

+0.67%

Volatility

S6X0.DE vs. EXIE.DE - Volatility Comparison

Invesco EURO STOXX 50 UCITS ETF Dist (S6X0.DE) has a higher volatility of 4.96% compared to iShares STOXX Europe 600 UCITS ETF (DE) EUR Acc (EXIE.DE) at 4.35%. This indicates that S6X0.DE's price experiences larger fluctuations and is considered to be riskier than EXIE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


S6X0.DEEXIE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.96%

4.35%

+0.61%

Volatility (6M)

Calculated over the trailing 6-month period

12.92%

10.75%

+2.17%

Volatility (1Y)

Calculated over the trailing 1-year period

15.93%

13.00%

+2.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.56%

12.99%

+4.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.60%

12.99%

+7.61%

S6X0.DE vs. EXIE.DE - Expense Ratio Comparison

S6X0.DE has a 0.05% expense ratio, which is lower than EXIE.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

S6X0.DE vs. EXIE.DE - Dividend Comparison

S6X0.DE's dividend yield for the trailing twelve months is around 2.78%, while EXIE.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EXIE.DE
iShares STOXX Europe 600 UCITS ETF (DE) EUR 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%
S6X0.DE
Invesco EURO STOXX 50 UCITS ETF Dist
2.78%2.99%3.38%3.17%3.10%2.47%2.53%3.48%3.69%2.92%3.18%3.05%

Frequently Asked Questions


With a correlation of 0.95, S6X0.DE and EXIE.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, S6X0.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

S6X0.DE is cheaper with a 0.05% expense ratio, compared with 0.20% for EXIE.DE.

S6X0.DE tracks EURO STOXX 50, while EXIE.DE tracks STOXX® Europe 600. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.05% for S6X0.DE and 0.20% for EXIE.DE.

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