XD5E.DE vs. EXSH.DE
XD5E.DE (Xtrackers MSCI EMU UCITS ETF 1D) and EXSH.DE (iShares STOXX Europe Select Dividend 30 UCITS ETF (DE)) are both Europe Equities funds - XD5E.DE tracks the MSCI EMU NR EUR while EXSH.DE tracks the STOXX® Europe Select Dividend 30. Both are passively managed. Over the past 10 years, XD5E.DE returned 10.03%/yr vs 10.31%/yr for EXSH.DE. Their correlation of 0.85 suggests significant overlap in exposure. XD5E.DE charges 0.12%/yr vs 0.32%/yr for EXSH.DE.
Performance
XD5E.DE vs. EXSH.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XD5E.DE achieves a 8.92% 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 XD5E.DE having a 10.03% annualized return and EXSH.DE not far ahead at 10.31%.
XD5E.DE
- 1D
- 0.52%
- 1M
- 1.86%
- YTD
- 8.92%
- 6M
- 10.72%
- 1Y
- 17.76%
- 3Y*
- 16.06%
- 5Y*
- 10.59%
- 10Y*
- 10.03%
EXSH.DE
- 1D
- 0.47%
- 1M
- 2.07%
- YTD
- 13.96%
- 6M
- 19.08%
- 1Y
- 32.09%
- 3Y*
- 23.40%
- 5Y*
- 12.78%
- 10Y*
- 10.31%
XD5E.DE vs. EXSH.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XD5E.DE Xtrackers MSCI EMU UCITS ETF 1D | 8.92% | 24.71% | 9.50% | 18.86% | -11.92% | 22.17% | -0.74% | 27.44% | -12.93% | 13.47% |
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 XD5E.DE and EXSH.DE is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Dec 20, 2012 | 0.85 |
The correlation between XD5E.DE and EXSH.DE has been stable across timeframes, ranging from 0.80 to 0.85 - a consistent structural relationship.
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Return for Risk
XD5E.DE vs. EXSH.DE — Risk / Return Rank
XD5E.DE
EXSH.DE
XD5E.DE vs. EXSH.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI EMU UCITS ETF 1D (XD5E.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.
| XD5E.DE | EXSH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.45 | ||
| Sortino ratioReturn per unit of downside risk | -1.83 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.48 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 1.75 | 4.85 | -3.10 |
| Martin ratioReturn relative to average drawdown | 6.40 | 16.10 | -9.70 |
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
| XD5E.DE | EXSH.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 2.69 | -1.45 |
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 | 0.59 | 0.60 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.32 | +0.23 |
Drawdowns
XD5E.DE vs. EXSH.DE - Drawdown Comparison
The maximum XD5E.DE drawdown since its inception was -38.04%, smaller than the maximum EXSH.DE drawdown of -70.20%. Use the drawdown chart below to compare losses from any high point for XD5E.DE and EXSH.DE.
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Drawdown Indicators
| XD5E.DE | EXSH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.04% | -70.20% | +32.16% |
Max Drawdown (1Y)Largest decline over 1 year | -10.26% | -6.65% | -3.61% |
Max Drawdown (3Y)Largest decline over 3 years | -15.30% | -14.43% | -0.87% |
Max Drawdown (5Y)Largest decline over 5 years | -24.56% | -22.98% | -1.58% |
Max Drawdown (10Y)Largest decline over 10 years | -38.04% | -40.34% | +2.30% |
Current DrawdownCurrent decline from peak | -0.44% | -1.87% | +1.43% |
Average DrawdownAverage peak-to-trough decline | -5.74% | -22.15% | +16.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 2.01% | +0.81% |
Volatility
XD5E.DE vs. EXSH.DE - Volatility Comparison
Xtrackers MSCI EMU UCITS ETF 1D (XD5E.DE) has a higher volatility of 4.54% compared to iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) (EXSH.DE) at 3.90%. This indicates that XD5E.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
| XD5E.DE | EXSH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.54% | 3.90% | +0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 11.91% | 9.77% | +2.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.52% | 11.99% | +2.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.13% | 14.61% | +1.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.03% | 17.15% | -0.12% |
XD5E.DE vs. EXSH.DE - Expense Ratio Comparison
XD5E.DE has a 0.12% expense ratio, which is lower than EXSH.DE's 0.32% expense ratio.
Dividends
XD5E.DE vs. EXSH.DE - Dividend Comparison
XD5E.DE's dividend yield for the trailing twelve months is around 2.42%, less than EXSH.DE's 4.47% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XD5E.DE Xtrackers MSCI EMU UCITS ETF 1D | 2.42% | 2.54% | 2.86% | 2.74% | 4.66% | 1.41% | 2.94% | 2.59% | 1.89% | 2.51% | 0.73% | 0.36% |
Frequently Asked Questions
XD5E.DE and EXSH.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XD5E.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XD5E.DE is cheaper with a 0.12% expense ratio, compared with 0.32% for EXSH.DE.
XD5E.DE tracks MSCI EMU NR EUR, while EXSH.DE tracks STOXX® Europe Select Dividend 30. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.12% for XD5E.DE and 0.32% for EXSH.DE.
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