I found a solution for the same problem but with a slightly different context. I'm using LuaLaTeX with MiKTeK on TeXstudio. I wanted to use the STIX2 fonts (\setmainfont{STIX Two Text} \setmathfont{STIX Two Math}) while having the expectd value symbol that the original question also wanted; but the package unicode-math, which together with fontspec enables the integration of STIX2 with amssymb, amsmath and amsfonts (the three should be compiled before unicode math) made it so the expected value symbol that would come in default with amsfonts would be replaced with the expected value from the STIX2 package. The two solutions I found were (having them in the preamble):
Option 1: If you need to change just this one symbol:
\DeclareMathSymbol{\mathbbE}{\mathord}{AMSb}{"45}
\newcommand{\ex}{\mathbbE}
Option 2: If you anticipate needing to replace more symbols:
\DeclareMathAlphabet{\mathams}{U}{msb}{m}{n}
\newcommand{\ex}{\mathams{E}}
With either way you can have whatever font you want but ensure to have the desired expected value sign.
For instance (need to be compiled with LuaLaTeX or XeLaTeX, not PDFLaTeX):
\documentclass{article}
\usepackage{amsfonts, amsmath, amssymb}
\usepackage{unicode-math, fontspec}
\setmainfont{STIX Two Text}
\setmathfont{STIX Two Math}
\DeclareMathAlphabet{\mathams}{U}{msb}{m}{n}
\newcommand{\ex}{\mathams{E}}
\newcommand{\var}{\mathams{V}}
\begin{document}
\noindent STIX2 looking symbols:
\[\mathbb{E}, \mathbb{V}\]
AMS looking symbols:
\[\ex, \var\]
\end{document}

\usepackage{bbold}and do\usepackage{amssymb}instead. – egreg May 03 '17 at 12:54\usepackage{bbold}and\usepackage{amssymb}. When I removed\usepackage{bbold}, the expected value symbol looked exactly like I wanted, but unfortunately I have{\mathbb{1}}than don't look good anymore – GigaByte123 May 03 '17 at 15:52\usepackage{bbold}before\usepackage{amssymb}so that{\mathbb{1}}works fine and the expected value symbol looks as I wanted too, but it doesn't seem to work. Does someone have an idea? – GigaByte123 May 04 '17 at 13:01dsfontthat gives you\mathds{1}and has a much finer output that goes well with Computer Modern. – Manuel May 05 '17 at 11:52