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SXRT.DE vs. EXSH.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SXRT.DE vs. EXSH.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) (SXRT.DE) and iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) (EXSH.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, SXRT.DE achieves a 7.19% return, which is significantly lower than EXSH.DE's 13.96% return. Both investments have delivered pretty close results over the past 10 years, with SXRT.DE having a 10.49% annualized return and EXSH.DE not far behind at 10.31%.


SXRT.DE

1D
0.76%
1M
4.63%
YTD
7.19%
6M
8.59%
1Y
15.71%
3Y*
15.64%
5Y*
11.51%
10Y*
10.49%

EXSH.DE

1D
0.47%
1M
4.04%
YTD
13.96%
6M
19.08%
1Y
32.41%
3Y*
23.40%
5Y*
12.78%
10Y*
10.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SXRT.DE vs. EXSH.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SXRT.DE
iShares Core EURO STOXX 50 UCITS ETF EUR (Acc)
7.19%22.21%11.08%22.49%-8.80%23.52%-2.93%30.14%-12.14%10.21%
EXSH.DE
iShares STOXX Europe Select Dividend 30 UCITS ETF (DE)
13.96%44.94%5.72%10.87%-9.92%23.55%-9.64%27.73%-4.87%5.22%

Correlation

The correlation between SXRT.DE and EXSH.DE is 0.76, 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

0.76

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

0.76

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

0.80

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

0.82

Correlation (All Time)
Calculated using the full available price history since Mar 12, 2010

0.82

The correlation between SXRT.DE and EXSH.DE has been stable across timeframes, ranging from 0.76 to 0.82 - a consistent structural relationship.

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Return for Risk

SXRT.DE vs. EXSH.DE — Risk / Return Rank

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

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

EXSH.DE
EXSH.DE Risk / Return Rank: 8383
Overall Rank
EXSH.DE Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
EXSH.DE Sortino Ratio Rank: 8383
Sortino Ratio Rank
EXSH.DE Omega Ratio Rank: 8181
Omega Ratio Rank
EXSH.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
EXSH.DE Martin Ratio Rank: 8282
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.

SXRT.DE vs. EXSH.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) (SXRT.DE) and iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) (EXSH.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.


SXRT.DEEXSH.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.71

Sortino ratioReturn per unit of downside risk

-2.17

Omega ratioGain probability vs. loss probability

1.18

1.48

-0.30

Calmar ratioReturn relative to maximum drawdown

1.43

4.85

-3.42

Martin ratioReturn relative to average drawdown

4.85

16.10

-11.25

SXRT.DE vs. EXSH.DE - Sharpe Ratio Comparison

The current SXRT.DE Sharpe Ratio is 0.98, which is lower than the EXSH.DE Sharpe Ratio of 2.69. The chart below compares the historical Sharpe Ratios of SXRT.DE and EXSH.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


SXRT.DEEXSH.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

2.69

-1.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.86

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.60

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.32

+0.09

Drawdowns

SXRT.DE vs. EXSH.DE - Drawdown Comparison

The maximum SXRT.DE drawdown since its inception was -38.41%, smaller than the maximum EXSH.DE drawdown of -70.20%. Use the drawdown chart below to compare losses from any high point for SXRT.DE and EXSH.DE.


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Drawdown Indicators


SXRT.DEEXSH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.41%

-70.20%

+31.79%

Max Drawdown (1Y)

Largest decline over 1 year

-10.93%

-6.65%

-4.28%

Max Drawdown (3Y)

Largest decline over 3 years

-16.39%

-14.43%

-1.96%

Max Drawdown (5Y)

Largest decline over 5 years

-23.36%

-22.98%

-0.38%

Max Drawdown (10Y)

Largest decline over 10 years

-38.41%

-40.34%

+1.93%

Current Drawdown

Current decline from peak

-0.50%

-1.87%

+1.37%

Average Drawdown

Average peak-to-trough decline

-7.25%

-22.15%

+14.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.23%

2.01%

+1.22%

Volatility

SXRT.DE vs. EXSH.DE - Volatility Comparison

iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) (SXRT.DE) has a higher volatility of 4.91% compared to iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) (EXSH.DE) at 3.90%. This indicates that SXRT.DE's price experiences larger fluctuations and is considered to be riskier than EXSH.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SXRT.DEEXSH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.91%

3.90%

+1.01%

Volatility (6M)

Calculated over the trailing 6-month period

12.96%

9.77%

+3.19%

Volatility (1Y)

Calculated over the trailing 1-year period

15.97%

11.99%

+3.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.54%

14.61%

+2.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.22%

17.15%

+1.07%

SXRT.DE vs. EXSH.DE - Expense Ratio Comparison

SXRT.DE has a 0.10% expense ratio, which is lower than EXSH.DE's 0.32% expense ratio.


Dividends

SXRT.DE vs. EXSH.DE - Dividend Comparison

SXRT.DE has not paid dividends to shareholders, while EXSH.DE's dividend yield for the trailing twelve months is around 4.47%.


PositionTTM20252024202320222021202020192018201720162015
EXSH.DE
iShares STOXX Europe Select Dividend 30 UCITS ETF (DE)
4.47%5.15%5.86%6.39%6.06%3.77%3.58%4.50%4.42%5.03%4.99%3.96%
SXRT.DE
iShares Core EURO STOXX 50 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%

Frequently Asked Questions


SXRT.DE and EXSH.DE have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SXRT.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SXRT.DE is cheaper with a 0.10% expense ratio, compared with 0.32% for EXSH.DE.

SXRT.DE tracks EURO STOXX® 50, while EXSH.DE tracks STOXX® Europe Select Dividend 30. Their fees differ too: 0.10% for SXRT.DE and 0.32% for EXSH.DE.

Portfolio Optimizer

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