XMVE.DE vs. EXSH.DE
XMVE.DE (Xtrackers MSCI EMU ESG Screened UCITS ETF) and EXSH.DE (iShares STOXX Europe Select Dividend 30 UCITS ETF (DE)) are both Europe Equities funds - XMVE.DE tracks the MSCI EMU Select ESG Screened while EXSH.DE tracks the STOXX® Europe Select Dividend 30. Both are passively managed. Over the past 5 years, XMVE.DE returned 9.87%/yr vs 12.98%/yr for EXSH.DE. A 0.77 correlation means they provide meaningful diversification when combined. XMVE.DE charges 0.12%/yr vs 0.32%/yr for EXSH.DE.
Performance
XMVE.DE vs. EXSH.DE - Performance Comparison
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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%
XMVE.DE vs. EXSH.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
XMVE.DE
EXSH.DE
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.DE | EXSH.DE | Difference | |
|---|---|---|---|
| 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 |
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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.DE | EXSH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -2.68% | 0.00% | -2.68% |
Average DrawdownAverage peak-to-trough decline | -5.10% | -24.77% | +19.67% |
Ulcer IndexDepth 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.DE | EXSH.DE | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXSH.DE iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) | 4.93% | 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.
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