C001.DE vs. SXRY.DE
C001.DE (Amundi DAX UCITS ETF Dist) and SXRY.DE (iShares FTSE MIB UCITS ETF (Acc)) are both Europe Equities funds - C001.DE tracks the DAX® while SXRY.DE tracks the FTSE MIB. Both are passively managed. Over the past 10 years, C001.DE returned 9.91%/yr vs 17.09%/yr for SXRY.DE. A 0.75 correlation means they provide meaningful diversification when combined. C001.DE charges 0.08%/yr vs 0.33%/yr for SXRY.DE.
Performance
C001.DE vs. SXRY.DE - Performance Comparison
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Returns By Period
In the year-to-date period, C001.DE achieves a 1.66% return, which is significantly lower than SXRY.DE's 18.23% return. Over the past 10 years, C001.DE has underperformed SXRY.DE with an annualized return of 9.91%, while SXRY.DE has yielded a comparatively higher 17.09% annualized return.
C001.DE
- 1D
- 1.12%
- 1M
- -0.70%
- YTD
- 1.66%
- 6M
- 2.43%
- 1Y
- 6.01%
- 3Y*
- 15.99%
- 5Y*
- 9.35%
- 10Y*
- 9.91%
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%
C001.DE vs. SXRY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
C001.DE Amundi DAX UCITS ETF Dist | 1.66% | 22.63% | 18.38% | 19.46% | -12.74% | 15.25% | 3.10% | 24.61% | -18.48% | 12.20% |
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 C001.DE and SXRY.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 | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Mar 11, 2010 | 0.75 |
The correlation between C001.DE and SXRY.DE has been stable across timeframes, ranging from 0.75 to 0.84 - a consistent structural relationship.
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Return for Risk
C001.DE vs. SXRY.DE — Risk / Return Rank
C001.DE
SXRY.DE
C001.DE vs. SXRY.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi DAX UCITS ETF Dist (C001.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.
| C001.DE | SXRY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.97 | ||
| Sortino ratioReturn per unit of downside risk | -2.55 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.41 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | 0.49 | 3.85 | -3.37 |
| Martin ratioReturn relative to average drawdown | 1.51 | 14.30 | -12.79 |
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Drawdowns
C001.DE vs. SXRY.DE - Drawdown Comparison
The maximum C001.DE drawdown since its inception was -43.59%, roughly equal to the maximum SXRY.DE drawdown of -43.59%. Use the drawdown chart below to compare losses from any high point for C001.DE and SXRY.DE.
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Drawdown Indicators
| C001.DE | SXRY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.59% | -43.59% | 0.00% |
Max Drawdown (1Y)Largest decline over 1 year | -12.33% | -9.69% | -2.64% |
Max Drawdown (3Y)Largest decline over 3 years | -15.88% | -17.61% | +1.73% |
Max Drawdown (5Y)Largest decline over 5 years | -26.64% | -25.00% | -1.64% |
Max Drawdown (10Y)Largest decline over 10 years | -38.62% | -40.81% | +2.19% |
Current DrawdownCurrent decline from peak | -1.97% | -1.98% | +0.01% |
Average DrawdownAverage peak-to-trough decline | -8.54% | -11.61% | +3.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.97% | 2.61% | +1.36% |
Volatility
C001.DE vs. SXRY.DE - Volatility Comparison
The current volatility for Amundi DAX UCITS ETF Dist (C001.DE) is 3.49%, while iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) has a volatility of 3.90%. This indicates that C001.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
| C001.DE | SXRY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.49% | 3.90% | -0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 13.04% | 12.78% | +0.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.98% | 15.89% | +0.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.08% | 18.29% | -1.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.04% | 19.65% | -1.61% |
C001.DE vs. SXRY.DE - Expense Ratio Comparison
C001.DE has a 0.08% expense ratio, which is lower than SXRY.DE's 0.33% expense ratio.
Dividends
C001.DE vs. SXRY.DE - Dividend Comparison
C001.DE's dividend yield for the trailing twelve months is around 1.99%, while SXRY.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
C001.DE Amundi DAX UCITS ETF Dist | 1.99% | 2.02% | 2.17% | 3.04% | 2.72% | 1.91% | 2.36% | 2.52% | 3.10% | 2.72% |
SXRY.DE iShares FTSE MIB UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
C001.DE and SXRY.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, C001.DE is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.
C001.DE is cheaper with a 0.08% expense ratio, compared with 0.33% for SXRY.DE.
C001.DE tracks DAX®, while SXRY.DE tracks FTSE MIB. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.08% for C001.DE and 0.33% for SXRY.DE.
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