AE50.DE vs. SXRY.DE
AE50.DE (Amundi ETF STOXX Europe 50 UCITS ETF EUR) and SXRY.DE (iShares FTSE MIB UCITS ETF (Acc)) are both Europe Equities funds - AE50.DE tracks the STOXX® Europe 50 while SXRY.DE tracks the FTSE MIB. Both are passively managed. Over the past 10 years, AE50.DE returned 10.59%/yr vs 17.09%/yr for SXRY.DE. A 0.78 correlation means they provide meaningful diversification when combined. AE50.DE charges 0.15%/yr vs 0.33%/yr for SXRY.DE.
Performance
AE50.DE vs. SXRY.DE - Performance Comparison
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Returns By Period
In the year-to-date period, AE50.DE achieves a 11.24% return, which is significantly lower than SXRY.DE's 18.23% return. Over the past 10 years, AE50.DE has underperformed SXRY.DE with an annualized return of 10.59%, while SXRY.DE has yielded a comparatively higher 17.09% annualized return.
AE50.DE
- 1D
- 0.71%
- 1M
- 3.13%
- YTD
- 11.24%
- 6M
- 11.92%
- 1Y
- 24.57%
- 3Y*
- 13.99%
- 5Y*
- 11.73%
- 10Y*
- 10.59%
SXRY.DE
- 1D
- 0.23%
- 1M
- 4.00%
- YTD
- 18.23%
- 6M
- 19.05%
- 1Y
- 37.48%
- 3Y*
- 29.61%
- 5Y*
- 20.54%
- 10Y*
- 17.09%
AE50.DE vs. SXRY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AE50.DE Amundi ETF STOXX Europe 50 UCITS ETF EUR | 11.24% | 18.08% | 7.63% | 14.90% | -1.62% | 26.03% | -6.38% | 28.61% | -10.46% | 9.34% |
SXRY.DE iShares FTSE MIB UCITS ETF (Acc) | 18.23% | 37.80% | 18.15% | 33.34% | -9.13% | 26.71% | -4.02% | 33.22% | -14.32% | 16.72% |
Correlation
The correlation between AE50.DE and SXRY.DE is 0.79, 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 | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Jun 17, 2014 | 0.78 |
The correlation between AE50.DE and SXRY.DE has been stable across timeframes, ranging from 0.77 to 0.79 - a consistent structural relationship.
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Return for Risk
AE50.DE vs. SXRY.DE — Risk / Return Rank
AE50.DE
SXRY.DE
AE50.DE vs. SXRY.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi ETF STOXX Europe 50 UCITS ETF EUR (AE50.DE) and iShares FTSE MIB UCITS ETF (Acc) (SXRY.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.
| AE50.DE | SXRY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.52 | ||
| Sortino ratioReturn per unit of downside risk | -0.53 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.41 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.56 | 3.85 | -1.29 |
| Martin ratioReturn relative to average drawdown | 9.38 | 14.30 | -4.92 |
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Drawdowns
AE50.DE vs. SXRY.DE - Drawdown Comparison
The maximum AE50.DE drawdown since its inception was -32.20%, smaller than the maximum SXRY.DE drawdown of -43.59%. Use the drawdown chart below to compare losses from any high point for AE50.DE and SXRY.DE.
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Drawdown Indicators
| AE50.DE | SXRY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.20% | -43.59% | +11.39% |
Max Drawdown (1Y)Largest decline over 1 year | -9.54% | -9.69% | +0.15% |
Max Drawdown (3Y)Largest decline over 3 years | -17.29% | -17.61% | +0.32% |
Max Drawdown (5Y)Largest decline over 5 years | -17.29% | -25.00% | +7.71% |
Max Drawdown (10Y)Largest decline over 10 years | -32.20% | -40.81% | +8.61% |
Current DrawdownCurrent decline from peak | 0.00% | -1.98% | +1.98% |
Average DrawdownAverage peak-to-trough decline | -5.67% | -11.61% | +5.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 2.61% | 0.00% |
Volatility
AE50.DE vs. SXRY.DE - Volatility Comparison
The current volatility for Amundi ETF STOXX Europe 50 UCITS ETF EUR (AE50.DE) is 2.91%, while iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) has a volatility of 3.90%. This indicates that AE50.DE experiences smaller price fluctuations and is considered to be less risky than SXRY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AE50.DE | SXRY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.91% | 3.90% | -0.99% |
Volatility (6M)Calculated over the trailing 6-month period | 10.98% | 12.78% | -1.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.38% | 15.89% | -2.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.94% | 18.29% | -4.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.87% | 19.65% | -4.78% |
AE50.DE vs. SXRY.DE - Expense Ratio Comparison
AE50.DE has a 0.15% expense ratio, which is lower than SXRY.DE's 0.33% expense ratio.
Dividends
AE50.DE vs. SXRY.DE - Dividend Comparison
Neither AE50.DE nor SXRY.DE has paid dividends to shareholders.
Frequently Asked Questions
AE50.DE and SXRY.DE have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AE50.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AE50.DE is cheaper with a 0.15% expense ratio, compared with 0.33% for SXRY.DE.
AE50.DE tracks STOXX® Europe 50, while SXRY.DE tracks FTSE MIB. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.15% for AE50.DE and 0.33% for SXRY.DE.
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