SMEA.L vs. EXI1.DE
Compare and contrast key facts about iShares Core MSCI Europe UCITS ETF EUR (Acc) (SMEA.L) and iShares SLI UCITS ETF (DE) (EXI1.DE).
SMEA.L and EXI1.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SMEA.L is a passively managed fund by iShares that tracks the performance of the MSCI Europe NR EUR. It was launched on Sep 25, 2009. EXI1.DE is a passively managed fund by iShares that tracks the performance of the SLI®. It was launched on Mar 22, 2001. Both SMEA.L and EXI1.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SMEA.L or EXI1.DE.
Key characteristics
| SMEA.L | EXI1.DE | |
|---|---|---|
| YTD Return | 6.58% | 9.04% |
| 1Y Return | 12.01% | 13.12% |
| 3Y Return (Ann) | 6.98% | 5.66% |
| 5Y Return (Ann) | 7.47% | 9.45% |
| 10Y Return (Ann) | 7.48% | 8.35% |
| Sharpe Ratio | 1.29 | 1.27 |
| Daily Std Dev | 10.18% | 11.14% |
| Max Drawdown | -28.48% | -47.55% |
| Current Drawdown | -2.98% | -3.20% |
Correlation
The correlation between SMEA.L and EXI1.DE is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
SMEA.L vs. EXI1.DE - Performance Comparison
In the year-to-date period, SMEA.L achieves a 6.58% return, which is significantly lower than EXI1.DE's 9.04% return. Over the past 10 years, SMEA.L has underperformed EXI1.DE with an annualized return of 7.48%, while EXI1.DE has yielded a comparatively higher 8.35% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SMEA.L vs. EXI1.DE - Expense Ratio Comparison
SMEA.L has a 0.12% expense ratio, which is lower than EXI1.DE's 0.51% expense ratio.
Risk-Adjusted Performance
SMEA.L vs. EXI1.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Europe UCITS ETF EUR (Acc) (SMEA.L) and iShares SLI UCITS ETF (DE) (EXI1.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.
Dividends
SMEA.L vs. EXI1.DE - Dividend Comparison
Neither SMEA.L nor EXI1.DE has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SMEA.L iShares Core MSCI Europe UCITS ETF 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% |
EXI1.DE iShares SLI UCITS ETF (DE) | 0.00% | 0.00% | 1.35% | 1.04% | 1.38% | 0.85% | 0.60% | 2.47% | 3.35% | 1.19% | 1.47% | 1.56% |
Drawdowns
SMEA.L vs. EXI1.DE - Drawdown Comparison
The maximum SMEA.L drawdown since its inception was -28.48%, smaller than the maximum EXI1.DE drawdown of -47.55%. Use the drawdown chart below to compare losses from any high point for SMEA.L and EXI1.DE. For additional features, visit the drawdowns tool.
Volatility
SMEA.L vs. EXI1.DE - Volatility Comparison
iShares Core MSCI Europe UCITS ETF EUR (Acc) (SMEA.L) has a higher volatility of 3.36% compared to iShares SLI UCITS ETF (DE) (EXI1.DE) at 2.99%. This indicates that SMEA.L's price experiences larger fluctuations and is considered to be riskier than EXI1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.