VUKE.DE vs. EXS2.DE
VUKE.DE (Vanguard FTSE 100 UCITS ETF Distributing) and EXS2.DE (iShares TecDAX UCITS ETF (DE)) are both Europe Equities funds - VUKE.DE tracks the FTSE AllSh TR GBP while EXS2.DE tracks the TecDAX®. Both are passively managed. Over the past 5 years, VUKE.DE returned 11.56%/yr vs 3.72%/yr for EXS2.DE. A 0.57 correlation means they provide meaningful diversification when combined. VUKE.DE charges 0.09%/yr vs 0.51%/yr for EXS2.DE.
Performance
VUKE.DE vs. EXS2.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VUKE.DE achieves a 6.44% return, which is significantly lower than EXS2.DE's 15.70% return.
VUKE.DE
- 1D
- 0.15%
- 1M
- -0.44%
- YTD
- 6.44%
- 6M
- 9.43%
- 1Y
- 17.71%
- 3Y*
- 14.60%
- 5Y*
- 11.56%
- 10Y*
- —
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%
VUKE.DE vs. EXS2.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VUKE.DE Vanguard FTSE 100 UCITS ETF Distributing | 6.44% | 20.50% | 14.00% | 9.66% | -1.10% | 24.91% | -15.71% | 25.58% | -10.37% | 3.27% |
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% | 1.45% |
Correlation
The correlation between VUKE.DE and EXS2.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 2017 | 0.57 |
The correlation between VUKE.DE and EXS2.DE has been stable across timeframes, ranging from 0.48 to 0.57 - a consistent structural relationship.
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Return for Risk
VUKE.DE vs. EXS2.DE — Risk / Return Rank
VUKE.DE
EXS2.DE
VUKE.DE vs. EXS2.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE 100 UCITS ETF Distributing (VUKE.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.
| VUKE.DE | EXS2.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.11 | ||
| Sortino ratioReturn per unit of downside risk | +1.45 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.07 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 2.28 | 0.40 | +1.88 |
| Martin ratioReturn relative to average drawdown | 8.03 | 0.80 | +7.23 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VUKE.DE | EXS2.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.47 | 0.36 | +1.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.20 | +0.62 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.46 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.14 | +0.34 |
Drawdowns
VUKE.DE vs. EXS2.DE - Drawdown Comparison
The maximum VUKE.DE drawdown since its inception was -40.16%, smaller than the maximum EXS2.DE drawdown of -84.49%. Use the drawdown chart below to compare losses from any high point for VUKE.DE and EXS2.DE.
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Drawdown Indicators
| VUKE.DE | EXS2.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.16% | -84.49% | +44.33% |
Max Drawdown (1Y)Largest decline over 1 year | -7.78% | -16.12% | +8.34% |
Max Drawdown (3Y)Largest decline over 3 years | -16.78% | -17.93% | +1.15% |
Max Drawdown (5Y)Largest decline over 5 years | -16.78% | -34.97% | +18.19% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.97% | — |
Current DrawdownCurrent decline from peak | -2.81% | -0.81% | -2.00% |
Average DrawdownAverage peak-to-trough decline | -5.47% | -39.46% | +33.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.21% | 8.07% | -5.86% |
Volatility
VUKE.DE vs. EXS2.DE - Volatility Comparison
The current volatility for Vanguard FTSE 100 UCITS ETF Distributing (VUKE.DE) is 4.43%, while iShares TecDAX UCITS ETF (DE) (EXS2.DE) has a volatility of 5.29%. This indicates that VUKE.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
| VUKE.DE | EXS2.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.43% | 5.29% | -0.86% |
Volatility (6M)Calculated over the trailing 6-month period | 10.08% | 14.25% | -4.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.03% | 17.83% | -5.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.06% | 18.80% | -4.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.90% | 19.47% | -2.57% |
VUKE.DE vs. EXS2.DE - Expense Ratio Comparison
VUKE.DE has a 0.09% expense ratio, which is lower than EXS2.DE's 0.51% expense ratio.
Dividends
VUKE.DE vs. EXS2.DE - Dividend Comparison
VUKE.DE's dividend yield for the trailing twelve months is around 3.01%, while EXS2.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VUKE.DE Vanguard FTSE 100 UCITS ETF Distributing | 3.01% | 3.18% | 3.70% | 3.84% | 4.08% | 3.81% | 2.95% | 4.49% | 4.74% | 0.65% | 0.00% | 0.00% |
Frequently Asked Questions
VUKE.DE and EXS2.DE have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VUKE.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VUKE.DE is cheaper with a 0.09% expense ratio, compared with 0.51% for EXS2.DE.
VUKE.DE tracks FTSE AllSh TR GBP, while EXS2.DE tracks TecDAX®. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.09% for VUKE.DE and 0.51% for EXS2.DE.
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