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SEC0.DE vs. EXV5.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SEC0.DE vs. EXV5.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI Global Semiconductors UCITS ETF USD (Acc) (SEC0.DE) and iShares STOXX Europe 600 Automobiles & Parts UCITS ETF (DE) EUR Dist (EXV5.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, SEC0.DE achieves a 98.10% return, which is significantly higher than EXV5.DE's -10.29% return.


SEC0.DE

1D
-2.85%
1M
23.18%
YTD
98.10%
6M
100.19%
1Y
192.28%
3Y*
56.37%
5Y*
10Y*

EXV5.DE

1D
-0.72%
1M
4.09%
YTD
-10.29%
6M
-11.94%
1Y
-10.92%
3Y*
-6.23%
5Y*
-4.08%
10Y*
2.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SEC0.DE vs. EXV5.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SEC0.DE
iShares MSCI Global Semiconductors UCITS ETF USD (Acc)
98.10%36.46%20.85%61.01%-32.22%21.11%
EXV5.DE
iShares STOXX Europe 600 Automobiles & Parts UCITS ETF (DE) EUR Dist
-10.29%-1.15%-8.64%24.07%-16.20%0.77%

Correlation

The correlation between SEC0.DE and EXV5.DE is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

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

0.37

Correlation (All Time)
Calculated using the full available price history since Aug 9, 2021

0.46

The correlation between SEC0.DE and EXV5.DE shifts across timeframes, from 0.32 (1 year) to 0.46 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SEC0.DE vs. EXV5.DE — Risk / Return Rank

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

SEC0.DE
SEC0.DE Risk / Return Rank: 9797
Overall Rank
SEC0.DE Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
SEC0.DE Sortino Ratio Rank: 9797
Sortino Ratio Rank
SEC0.DE Omega Ratio Rank: 9595
Omega Ratio Rank
SEC0.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
SEC0.DE Martin Ratio Rank: 9898
Martin Ratio Rank

EXV5.DE
EXV5.DE Risk / Return Rank: 44
Overall Rank
EXV5.DE Sharpe Ratio Rank: 55
Sharpe Ratio Rank
EXV5.DE Sortino Ratio Rank: 55
Sortino Ratio Rank
EXV5.DE Omega Ratio Rank: 55
Omega Ratio Rank
EXV5.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
EXV5.DE Martin Ratio Rank: 33
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.

SEC0.DE vs. EXV5.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Global Semiconductors UCITS ETF USD (Acc) (SEC0.DE) and iShares STOXX Europe 600 Automobiles & Parts UCITS ETF (DE) EUR Dist (EXV5.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.


SEC0.DEEXV5.DEDifference
Sharpe ratioReturn per unit of total volatility

+6.37

Sortino ratioReturn per unit of downside risk

+6.43

Omega ratioGain probability vs. loss probability

1.75

0.94

+0.81

Calmar ratioReturn relative to maximum drawdown

14.81

-0.52

+15.33

Martin ratioReturn relative to average drawdown

52.61

-1.18

+53.79

SEC0.DE vs. EXV5.DE - Sharpe Ratio Comparison

The current SEC0.DE Sharpe Ratio is 5.89, which is higher than the EXV5.DE Sharpe Ratio of -0.48. The chart below compares the historical Sharpe Ratios of SEC0.DE and EXV5.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


SEC0.DEEXV5.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.89

-0.48

+6.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

1.17

0.21

+0.96

Drawdowns

SEC0.DE vs. EXV5.DE - Drawdown Comparison

The maximum SEC0.DE drawdown since its inception was -39.35%, smaller than the maximum EXV5.DE drawdown of -64.56%. Use the drawdown chart below to compare losses from any high point for SEC0.DE and EXV5.DE.


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Drawdown Indicators


SEC0.DEEXV5.DEDifference

Max Drawdown

Largest peak-to-trough decline

-39.35%

-64.56%

+25.21%

Max Drawdown (1Y)

Largest decline over 1 year

-12.90%

-20.93%

+8.03%

Max Drawdown (3Y)

Largest decline over 3 years

-39.35%

-35.82%

-3.53%

Max Drawdown (5Y)

Largest decline over 5 years

-35.82%

Max Drawdown (10Y)

Largest decline over 10 years

-58.64%

Current Drawdown

Current decline from peak

-2.85%

-30.36%

+27.51%

Average Drawdown

Average peak-to-trough decline

-11.85%

-17.76%

+5.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.64%

9.26%

-5.62%

Volatility

SEC0.DE vs. EXV5.DE - Volatility Comparison

iShares MSCI Global Semiconductors UCITS ETF USD (Acc) (SEC0.DE) has a higher volatility of 13.13% compared to iShares STOXX Europe 600 Automobiles & Parts UCITS ETF (DE) EUR Dist (EXV5.DE) at 5.27%. This indicates that SEC0.DE's price experiences larger fluctuations and is considered to be riskier than EXV5.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SEC0.DEEXV5.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.13%

5.27%

+7.86%

Volatility (6M)

Calculated over the trailing 6-month period

25.14%

16.88%

+8.26%

Volatility (1Y)

Calculated over the trailing 1-year period

32.42%

22.65%

+9.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.95%

23.93%

+6.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.95%

25.37%

+4.58%

SEC0.DE vs. EXV5.DE - Expense Ratio Comparison

SEC0.DE has a 0.35% expense ratio, which is lower than EXV5.DE's 0.46% expense ratio.


Dividends

SEC0.DE vs. EXV5.DE - Dividend Comparison

SEC0.DE has not paid dividends to shareholders, while EXV5.DE's dividend yield for the trailing twelve months is around 4.01%.


PositionTTM20252024202320222021202020192018201720162015
EXV5.DE
iShares STOXX Europe 600 Automobiles & Parts UCITS ETF (DE) EUR Dist
4.01%4.34%4.96%5.38%4.39%2.94%0.77%4.11%3.44%3.97%2.88%2.82%
SEC0.DE
iShares MSCI Global Semiconductors 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


SEC0.DE and EXV5.DE have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SEC0.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SEC0.DE is cheaper with a 0.35% expense ratio, compared with 0.46% for EXV5.DE.

SEC0.DE is categorized as Semiconductors, while EXV5.DE is Consumer Staples Equities. SEC0.DE tracks MSCI ACWI IMI Semiconductors & Semiconductor Equipment ESG Screened Select Capped, while EXV5.DE tracks STOXX® Europe 600 Automobiles & Parts. Their fees differ too: 0.35% for SEC0.DE and 0.46% for EXV5.DE.

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