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C001.DE vs. SXRY.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

C001.DE vs. SXRY.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi DAX UCITS ETF Dist (C001.DE) and iShares FTSE MIB UCITS ETF (Acc) (SXRY.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, 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

C001.DE vs. SXRY.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

C001.DE
C001.DE Risk / Return Rank: 1414
Overall Rank
C001.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
C001.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
C001.DE Omega Ratio Rank: 1313
Omega Ratio Rank
C001.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
C001.DE Martin Ratio Rank: 1616
Martin Ratio Rank

SXRY.DE
SXRY.DE Risk / Return Rank: 8282
Overall Rank
SXRY.DE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
SXRY.DE Sortino Ratio Rank: 8282
Sortino Ratio Rank
SXRY.DE Omega Ratio Rank: 7979
Omega Ratio Rank
SXRY.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
SXRY.DE Martin Ratio Rank: 8282
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.

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.DESXRY.DEDifference
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

C001.DE vs. SXRY.DE - Sharpe Ratio Comparison

The current C001.DE Sharpe Ratio is 0.37, which is lower than the SXRY.DE Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of C001.DE and SXRY.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

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.DESXRY.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.97%

-1.98%

+0.01%

Average Drawdown

Average peak-to-trough decline

-8.54%

-11.61%

+3.07%

Ulcer Index

Depth 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.DESXRY.DEDifference

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.


PositionTTM202520242023202220212020201920182017
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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