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S6X0.DE vs. EXS2.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

S6X0.DE vs. EXS2.DE

Last updated Jun 5, 2026

S6X0.DE (Invesco EURO STOXX 50 UCITS ETF Dist) and EXS2.DE (iShares TecDAX UCITS ETF (DE)) are both Europe Equities funds - S6X0.DE tracks the EURO STOXX 50 while EXS2.DE tracks the TecDAX®. Both are passively managed. Over the past 10 years, S6X0.DE returned 10.39%/yr vs 9.01%/yr for EXS2.DE. At a 0.48 correlation, their price movements are largely independent. S6X0.DE charges 0.05%/yr vs 0.51%/yr for EXS2.DE.

Performance

S6X0.DE vs. EXS2.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 TecDAX UCITS ETF (DE) (EXS2.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, S6X0.DE achieves a 7.30% return, which is significantly lower than EXS2.DE's 15.70% return. Over the past 10 years, S6X0.DE has outperformed EXS2.DE with an annualized return of 10.39%, while EXS2.DE has yielded a comparatively lower 9.01% annualized return.

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%

EXS2.DE

1D
0.52%
1M
10.24%
YTD
15.70%
6M
16.12%
1Y
5.55%
3Y*
8.54%
5Y*
3.72%
10Y*
9.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

S6X0.DE vs. EXS2.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
S6X0.DE
Invesco EURO STOXX 50 UCITS ETF Dist		7.30%22.02%10.94%22.42%-8.98%23.10%-3.21%30.30%-13.84%12.57%
EXS2.DE
iShares TecDAX UCITS ETF (DE)		15.70%5.33%1.63%13.54%-26.00%21.07%6.12%22.25%-3.77%39.90%

Correlation

The correlation between S6X0.DE and EXS2.DE is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.71

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

0.76

Correlation (5Y)
Calculated over the trailing 5-year period

0.77

Correlation (10Y)
Calculated over the trailing 10-year period

0.62

Correlation (All Time)
Calculated using the full available price history since Dec 7, 2009

0.48

Over the past year, S6X0.DE and EXS2.DE have become more correlated (0.71) than their long-term average of 0.48, meaning their price movements have been converging.

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Invesco EURO STOXX 50 UCITS ETF Dist

iShares TecDAX UCITS ETF (DE)

Often compared with S6X0.DE:
S6X0.DE vs. AW1H.DES6X0.DE vs. DX2G.DES6X0.DE vs. LEAD.DES6X0.DE vs. LCEU.DES6X0.DE vs. CEMQ.DES6X0.DE vs. SXRW.DES6X0.DE vs. PRAZ.DE
Often compared with EXS2.DE:
EXS2.DE vs. ^NDXEXS2.DE vs. ^GDAXIEXS2.DE vs. IUSQ.DEEXS2.DE vs. EUNL.DEEXS2.DE vs. PRAZ.DEEXS2.DE vs. CEMT.DEEXS2.DE vs. IS3N.DE

Return for Risk

S6X0.DE vs. EXS2.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
EXS2.DE
EXS2.DE Risk / Return Rank: 1414
Overall Rank
EXS2.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
EXS2.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
EXS2.DE Omega Ratio Rank: 1414
Omega Ratio Rank
EXS2.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
EXS2.DE Martin Ratio Rank: 1313
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. EXS2.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 TecDAX UCITS ETF (DE) (EXS2.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.DEEXS2.DEDifference
Sharpe ratioReturn per unit of total volatility
0.98
0.36

+0.62

Sortino ratioReturn per unit of downside risk
1.54
0.64

+0.90

Omega ratioGain probability vs. loss probability

1.18

1.07

+0.11

Calmar ratioReturn relative to maximum drawdown

1.44

0.40

+1.04

Martin ratioReturn relative to average drawdown

4.89

0.80

+4.09

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

S6X0.DE vs. EXS2.DE - Sharpe Ratio Comparison

The current S6X0.DE Sharpe Ratio is 0.98, which is higher than the EXS2.DE Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of S6X0.DE and EXS2.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.DEEXS2.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

0.36

+0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.20

+0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.46

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.14

+0.37

Drawdowns

S6X0.DE vs. EXS2.DE - Drawdown Comparison

The maximum S6X0.DE drawdown since its inception was -38.54%, smaller than the maximum EXS2.DE drawdown of -84.49%. Use the drawdown chart below to compare losses from any high point for S6X0.DE and EXS2.DE.

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Drawdown Indicators

S6X0.DEEXS2.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.54%

-84.49%

+45.95%

Max Drawdown (1Y)

Largest decline over 1 year

-10.88%

-16.12%

+5.24%

Max Drawdown (3Y)

Largest decline over 3 years

-16.56%

-17.93%

+1.37%

Max Drawdown (5Y)

Largest decline over 5 years

-23.41%

-34.97%

+11.56%

Max Drawdown (10Y)

Largest decline over 10 years

-38.54%

-34.97%

-3.57%

Current Drawdown

Current decline from peak

-0.51%

-0.81%

+0.30%

Average Drawdown

Average peak-to-trough decline

-6.82%

-39.46%

+32.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

8.07%

-4.86%

Volatility

S6X0.DE vs. EXS2.DE - Volatility Comparison

The current volatility for Invesco EURO STOXX 50 UCITS ETF Dist (S6X0.DE) is 4.96%, while iShares TecDAX UCITS ETF (DE) (EXS2.DE) has a volatility of 5.29%. This indicates that S6X0.DE experiences smaller price fluctuations and is considered to be less risky than EXS2.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.DEEXS2.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.96%

5.29%

-0.33%

Volatility (6M)

Calculated over the trailing 6-month period

12.92%

14.25%

-1.33%

Volatility (1Y)

Calculated over the trailing 1-year period

15.93%

17.83%

-1.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.56%

18.80%

-1.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.60%

19.47%

+1.13%

S6X0.DE vs. EXS2.DE - Expense Ratio Comparison

S6X0.DE has a 0.05% expense ratio, which is lower than EXS2.DE's 0.51% expense ratio.

Dividends

S6X0.DE vs. EXS2.DE - Dividend Comparison

S6X0.DE's dividend yield for the trailing twelve months is around 2.78%, while EXS2.DE has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
EXS2.DE
iShares TecDAX UCITS ETF (DE)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.04%0.15%0.25%0.36%
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

S6X0.DE and EXS2.DE have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 0.51% for EXS2.DE.

S6X0.DE tracks EURO STOXX 50, while EXS2.DE tracks TecDAX®. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.05% for S6X0.DE and 0.51% for EXS2.DE.

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