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XLU vs. EXS1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XLU vs. EXS1.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street Utilities Select Sector SPDR ETF (XLU) and iShares Core DAX UCITS ETF (DE) (EXS1.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XLU is traded in USD, while EXS1.DE is traded in EUR. To make them comparable, the EXS1.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XLU achieves a 2.66% return, which is significantly higher than EXS1.DE's 0.15% return. Both investments have delivered pretty close results over the past 10 years, with XLU having a 8.99% annualized return and EXS1.DE not far ahead at 9.13%.


XLU

1D
-1.87%
1M
-2.68%
YTD
2.66%
6M
3.35%
1Y
10.26%
3Y*
12.85%
5Y*
9.10%
10Y*
8.99%

EXS1.DE

1D
0.69%
1M
0.93%
YTD
0.15%
6M
3.12%
1Y
4.04%
3Y*
18.59%
5Y*
8.07%
10Y*
9.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XLU vs. EXS1.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XLU
State Street Utilities Select Sector SPDR ETF
2.66%16.03%23.31%-7.18%1.44%17.70%0.51%25.93%3.94%12.05%
EXS1.DE
iShares Core DAX UCITS ETF (DE)
0.15%38.44%11.32%23.23%-17.60%6.08%13.04%22.03%-22.32%28.18%

Correlation

The correlation between XLU and EXS1.DE is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

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

0.17

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

0.21

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

0.17

Correlation (All Time)
Calculated using the full available price history since May 30, 2007

0.28

The correlation between XLU and EXS1.DE shifts across timeframes, from 0.17 (3 years) to 0.28 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XLU vs. EXS1.DE — Risk / Return Rank

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

XLU
XLU Risk / Return Rank: 2222
Overall Rank
XLU Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
XLU Sortino Ratio Rank: 2121
Sortino Ratio Rank
XLU Omega Ratio Rank: 2121
Omega Ratio Rank
XLU Calmar Ratio Rank: 2626
Calmar Ratio Rank
XLU Martin Ratio Rank: 2121
Martin Ratio Rank

EXS1.DE
EXS1.DE Risk / Return Rank: 1111
Overall Rank
EXS1.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
EXS1.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
EXS1.DE Omega Ratio Rank: 1111
Omega Ratio Rank
EXS1.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
EXS1.DE Martin Ratio Rank: 1212
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.

XLU vs. EXS1.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street Utilities Select Sector SPDR ETF (XLU) and iShares Core DAX UCITS ETF (DE) (EXS1.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.


XLUEXS1.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.48

Sortino ratioReturn per unit of downside risk

+0.59

Omega ratioGain probability vs. loss probability

1.13

1.05

+0.08

Calmar ratioReturn relative to maximum drawdown

1.12

0.28

+0.85

Martin ratioReturn relative to average drawdown

2.47

0.87

+1.61

XLU vs. EXS1.DE - Sharpe Ratio Comparison

The current XLU Sharpe Ratio is 0.71, which is higher than the EXS1.DE Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of XLU and EXS1.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


XLUEXS1.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.71

0.23

+0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.39

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.44

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.20

+0.20

Drawdowns

XLU vs. EXS1.DE - Drawdown Comparison

The maximum XLU drawdown since its inception was -51.98%, smaller than the maximum EXS1.DE drawdown of -61.43%. Use the drawdown chart below to compare losses from any high point for XLU and EXS1.DE.


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Drawdown Indicators


XLUEXS1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-51.98%

-61.43%

+9.45%

Max Drawdown (1Y)

Largest decline over 1 year

-9.18%

-14.41%

+5.23%

Max Drawdown (3Y)

Largest decline over 3 years

-17.26%

-15.92%

-1.34%

Max Drawdown (5Y)

Largest decline over 5 years

-25.26%

-39.42%

+14.16%

Max Drawdown (10Y)

Largest decline over 10 years

-36.07%

-45.47%

+9.40%

Current Drawdown

Current decline from peak

-8.18%

-3.71%

-4.47%

Average Drawdown

Average peak-to-trough decline

-10.22%

-15.82%

+5.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.16%

4.59%

-0.43%

Volatility

XLU vs. EXS1.DE - Volatility Comparison

State Street Utilities Select Sector SPDR ETF (XLU) and iShares Core DAX UCITS ETF (DE) (EXS1.DE) have volatilities of 5.60% and 5.66%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XLUEXS1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.60%

5.66%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

11.70%

14.44%

-2.74%

Volatility (1Y)

Calculated over the trailing 1-year period

14.64%

17.62%

-2.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.34%

20.44%

-3.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.27%

20.57%

-1.30%

XLU vs. EXS1.DE - Expense Ratio Comparison

XLU has a 0.08% expense ratio, which is lower than EXS1.DE's 0.16% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

XLU vs. EXS1.DE - Dividend Comparison

XLU's dividend yield for the trailing twelve months is around 2.73%, while EXS1.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EXS1.DE
iShares Core DAX UCITS ETF (DE)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.51%0.48%0.73%0.66%
XLU
State Street Utilities Select Sector SPDR ETF
2.73%2.71%2.96%3.39%2.92%2.79%3.14%2.95%3.33%3.33%3.41%3.67%

Frequently Asked Questions


XLU and EXS1.DE have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XLU is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XLU is cheaper with a 0.08% expense ratio, compared with 0.16% for EXS1.DE.

XLU is categorized as Utilities Equities, while EXS1.DE is Europe Equities. XLU tracks Utilities Select Sector Index, while EXS1.DE tracks DAX®. They also come from different issuers: State Street and iShares. Their fees differ too: 0.08% for XLU and 0.16% for EXS1.DE.

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