CG1G.DE vs. SXRY.DE
CG1G.DE (Amundi ETF DAX UCITS ETF DR (Acc)) and SXRY.DE (iShares FTSE MIB UCITS ETF (Acc)) are both Europe Equities funds - CG1G.DE tracks the DAX Index while SXRY.DE tracks the FTSE MIB. Both are passively managed. Over the past 10 years, CG1G.DE returned 9.92%/yr vs 16.82%/yr for SXRY.DE. A 0.74 correlation means they provide meaningful diversification when combined. CG1G.DE charges 0.10%/yr vs 0.33%/yr for SXRY.DE.
Performance
CG1G.DE vs. SXRY.DE - Performance Comparison
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Returns By Period
In the year-to-date period, CG1G.DE achieves a 4.76% return, which is significantly lower than SXRY.DE's 20.71% return. Over the past 10 years, CG1G.DE has underperformed SXRY.DE with an annualized return of 9.92%, while SXRY.DE has yielded a comparatively higher 16.82% annualized return.
CG1G.DE
- 1D
- 0.77%
- 1M
- 3.96%
- 6M
- 4.67%
- YTD
- 4.76%
- 1Y
- 7.31%
- 3Y*
- 16.60%
- 5Y*
- 9.93%
- 10Y*
- 9.92%
SXRY.DE
- 1D
- 0.69%
- 1M
- 5.82%
- 6M
- 19.64%
- YTD
- 20.71%
- 1Y
- 38.08%
- 3Y*
- 28.71%
- 5Y*
- 21.25%
- 10Y*
- 16.82%
CG1G.DE vs. SXRY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CG1G.DE Amundi ETF DAX UCITS ETF DR (Acc) | 4.76% | 22.68% | 18.23% | 19.47% | -12.77% | 15.19% | 3.12% | 24.73% | -18.14% | 12.10% |
SXRY.DE iShares FTSE MIB UCITS ETF (Acc) | 20.71% | 37.80% | 18.15% | 33.34% | -9.13% | 26.71% | -4.02% | 33.22% | -14.32% | 16.72% |
Correlation
The correlation between CG1G.DE and SXRY.DE is 0.77, 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 | 0.77 |
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 | 0.74 |
The correlation between CG1G.DE and SXRY.DE has been stable across timeframes, ranging from 0.74 to 0.84 - a consistent structural relationship.
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Return for Risk
CG1G.DE vs. SXRY.DE — Risk / Return Rank
CG1G.DE
SXRY.DE
CG1G.DE vs. SXRY.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi ETF DAX UCITS ETF DR (Acc) (CG1G.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.
| CG1G.DE | SXRY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.92 | ||
| Sortino ratioReturn per unit of downside risk | -2.47 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.41 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | 0.59 | 3.91 | -3.32 |
| Martin ratioReturn relative to average drawdown | 1.83 | 14.41 | -12.58 |
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Drawdowns
CG1G.DE vs. SXRY.DE - Drawdown Comparison
The maximum CG1G.DE drawdown since its inception was -38.41%, smaller than the maximum SXRY.DE drawdown of -43.59%. Use the drawdown chart below to compare losses from any high point for CG1G.DE and SXRY.DE.
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Drawdown Indicators
| CG1G.DE | SXRY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.41% | -43.59% | +5.18% |
Max Drawdown (1Y)Largest decline over 1 year | -12.34% | -9.69% | -2.65% |
Max Drawdown (3Y)Largest decline over 3 years | -15.88% | -17.61% | +1.73% |
Max Drawdown (5Y)Largest decline over 5 years | -26.68% | -25.00% | -1.68% |
Max Drawdown (10Y)Largest decline over 10 years | -38.41% | -40.81% | +2.40% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -7.19% | -11.59% | +4.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.98% | 2.63% | +1.35% |
Volatility
CG1G.DE vs. SXRY.DE - Volatility Comparison
Amundi ETF DAX UCITS ETF DR (Acc) (CG1G.DE) has a higher volatility of 4.39% compared to iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) at 3.87%. This indicates that CG1G.DE's price experiences larger fluctuations and is considered to be riskier 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
| CG1G.DE | SXRY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.39% | 3.87% | +0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 13.40% | 12.85% | +0.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.30% | 15.99% | +0.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.24% | 18.30% | -1.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.04% | 19.56% | -1.52% |
CG1G.DE vs. SXRY.DE - Expense Ratio Comparison
CG1G.DE has a 0.10% expense ratio, which is lower than SXRY.DE's 0.33% expense ratio.
Dividends
CG1G.DE vs. SXRY.DE - Dividend Comparison
Neither CG1G.DE nor SXRY.DE has paid dividends to shareholders.
Frequently Asked Questions
CG1G.DE and SXRY.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CG1G.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CG1G.DE is cheaper with a 0.10% expense ratio, compared with 0.33% for SXRY.DE.
CG1G.DE tracks DAX Index, while SXRY.DE tracks FTSE MIB. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.10% for CG1G.DE and 0.33% for SXRY.DE.
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