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

Performance

XMVE.DE vs. EXSH.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI EMU ESG Screened UCITS ETF (XMVE.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, XMVE.DE achieves a 10.01% return, which is significantly lower than EXSH.DE's 16.98% return.


XMVE.DE

1D
-0.87%
1M
-2.04%
6M
6.70%
YTD
10.01%
1Y
18.74%
3Y*
14.73%
5Y*
9.87%
10Y*

EXSH.DE

1D
0.19%
1M
1.17%
6M
13.79%
YTD
16.98%
1Y
34.01%
3Y*
24.00%
5Y*
12.98%
10Y*
10.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
XMVE.DE
Xtrackers MSCI EMU ESG Screened UCITS ETF
10.01%21.50%8.85%19.87%-12.89%16.87%-3.71%17.86%-6.36%13.58%
EXSH.DE
iShares STOXX Europe Select Dividend 30 UCITS ETF (DE)
16.98%44.77%4.92%9.87%-11.13%23.58%-10.14%26.86%-5.35%4.51%

Correlation

The correlation between XMVE.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

0.78

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

0.82

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2016

0.77

The correlation between XMVE.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

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

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

XMVE.DE
XMVE.DE Risk / Return Rank: 4949
Overall Rank
XMVE.DE Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
XMVE.DE Sortino Ratio Rank: 5151
Sortino Ratio Rank
XMVE.DE Omega Ratio Rank: 4848
Omega Ratio Rank
XMVE.DE Calmar Ratio Rank: 4848
Calmar Ratio Rank
XMVE.DE Martin Ratio Rank: 5353
Martin Ratio Rank

EXSH.DE
EXSH.DE Risk / Return Rank: 9393
Overall Rank
EXSH.DE Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
EXSH.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
EXSH.DE Omega Ratio Rank: 9292
Omega Ratio Rank
EXSH.DE Calmar Ratio Rank: 9393
Calmar Ratio Rank
EXSH.DE Martin Ratio Rank: 9090
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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI EMU ESG Screened UCITS ETF (XMVE.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


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

-1.51

Sortino ratioReturn per unit of downside risk

-1.83

Omega ratioGain probability vs. loss probability

1.24

1.49

-0.26

Calmar ratioReturn relative to maximum drawdown

1.85

5.09

-3.24

Martin ratioReturn relative to average drawdown

6.79

16.14

-9.35

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

The current XMVE.DE Sharpe Ratio is 1.27, which is lower than the EXSH.DE Sharpe Ratio of 2.77. The chart below compares the historical Sharpe Ratios of XMVE.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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Drawdowns

XMVE.DE vs. EXSH.DE - Drawdown Comparison

The maximum XMVE.DE drawdown since its inception was -33.33%, smaller than the maximum EXSH.DE drawdown of -70.19%. Use the drawdown chart below to compare losses from any high point for XMVE.DE and EXSH.DE.


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Drawdown Indicators


XMVE.DEEXSH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.33%

-70.19%

+36.86%

Max Drawdown (1Y)

Largest decline over 1 year

-10.11%

-6.65%

-3.46%

Max Drawdown (3Y)

Largest decline over 3 years

-15.52%

-14.42%

-1.10%

Max Drawdown (5Y)

Largest decline over 5 years

-25.28%

-23.46%

-1.82%

Max Drawdown (10Y)

Largest decline over 10 years

-40.37%

Current Drawdown

Current decline from peak

-2.68%

0.00%

-2.68%

Average Drawdown

Average peak-to-trough decline

-5.10%

-24.77%

+19.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.75%

2.10%

+0.65%

Volatility

XMVE.DE vs. EXSH.DE - Volatility Comparison

Xtrackers MSCI EMU ESG Screened UCITS ETF (XMVE.DE) has a higher volatility of 3.86% compared to iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) (EXSH.DE) at 2.84%. This indicates that XMVE.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


XMVE.DEEXSH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.86%

2.84%

+1.02%

Volatility (6M)

Calculated over the trailing 6-month period

12.41%

10.03%

+2.38%

Volatility (1Y)

Calculated over the trailing 1-year period

14.80%

12.24%

+2.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.24%

14.59%

+1.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.46%

16.82%

-1.36%

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

XMVE.DE has a 0.12% expense ratio, which is lower than EXSH.DE's 0.32% expense ratio.


Dividends

XMVE.DE vs. EXSH.DE - Dividend Comparison

XMVE.DE's dividend yield for the trailing twelve months is around 2.45%, less than EXSH.DE's 4.93% yield.


PositionTTM20252024202320222021202020192018201720162015
EXSH.DE
iShares STOXX Europe Select Dividend 30 UCITS ETF (DE)
4.93%5.06%5.08%5.55%5.26%3.26%3.11%3.90%3.85%4.36%4.33%3.44%
XMVE.DE
Xtrackers MSCI EMU ESG Screened UCITS ETF
2.45%2.62%2.92%2.64%4.73%1.87%6.84%0.00%0.68%0.00%0.00%0.00%

Frequently Asked Questions


XMVE.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, XMVE.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XMVE.DE is cheaper with a 0.12% expense ratio, compared with 0.32% for EXSH.DE.

XMVE.DE tracks MSCI EMU Select ESG Screened, 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 XMVE.DE and 0.32% for EXSH.DE.

Portfolio Optimizer

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