DEAM.DE vs. SXRY.DE
DEAM.DE (Invesco MDAX UCITS ETF A) and SXRY.DE (iShares FTSE MIB UCITS ETF (Acc)) are both Europe Equities funds - DEAM.DE tracks the MDAX® while SXRY.DE tracks the FTSE MIB. Both are passively managed. Over the past 5 years, DEAM.DE returned -1.92%/yr vs 20.54%/yr for SXRY.DE. A 0.74 correlation means they provide meaningful diversification when combined. DEAM.DE charges 0.19%/yr vs 0.33%/yr for SXRY.DE.
Performance
DEAM.DE vs. SXRY.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DEAM.DE achieves a 3.95% return, which is significantly lower than SXRY.DE's 18.23% return.
DEAM.DE
- 1D
- 0.61%
- 1M
- -2.26%
- YTD
- 3.95%
- 6M
- 5.04%
- 1Y
- 6.32%
- 3Y*
- 5.52%
- 5Y*
- -1.92%
- 10Y*
- —
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%
DEAM.DE vs. SXRY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DEAM.DE Invesco MDAX UCITS ETF A | 3.95% | 19.33% | -6.04% | 7.34% | -28.80% | 13.67% | 8.06% | 20.37% |
SXRY.DE iShares FTSE MIB UCITS ETF (Acc) | 18.23% | 37.80% | 18.15% | 33.34% | -9.13% | 26.71% | -4.02% | 25.67% |
Correlation
The correlation between DEAM.DE and SXRY.DE is 0.61, 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 | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Feb 11, 2019 | 0.74 |
The correlation between DEAM.DE and SXRY.DE shifts across timeframes, from 0.61 (1 year) to 0.74 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
DEAM.DE vs. SXRY.DE — Risk / Return Rank
DEAM.DE
SXRY.DE
DEAM.DE vs. SXRY.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco MDAX UCITS ETF A (DEAM.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.
| DEAM.DE | SXRY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.01 | ||
| Sortino ratioReturn per unit of downside risk | -2.59 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.41 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | 0.42 | 3.85 | -3.43 |
| Martin ratioReturn relative to average drawdown | 1.19 | 14.30 | -13.11 |
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Drawdowns
DEAM.DE vs. SXRY.DE - Drawdown Comparison
The maximum DEAM.DE drawdown since its inception was -40.04%, smaller than the maximum SXRY.DE drawdown of -43.59%. Use the drawdown chart below to compare losses from any high point for DEAM.DE and SXRY.DE.
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Drawdown Indicators
| DEAM.DE | SXRY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.04% | -43.59% | +3.55% |
Max Drawdown (1Y)Largest decline over 1 year | -14.95% | -9.69% | -5.26% |
Max Drawdown (3Y)Largest decline over 3 years | -18.48% | -17.61% | -0.87% |
Max Drawdown (5Y)Largest decline over 5 years | -40.04% | -25.00% | -15.04% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.81% | — |
Current DrawdownCurrent decline from peak | -13.72% | -1.98% | -11.74% |
Average DrawdownAverage peak-to-trough decline | -16.21% | -11.61% | -4.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.31% | 2.61% | +2.70% |
Volatility
DEAM.DE vs. SXRY.DE - Volatility Comparison
Invesco MDAX UCITS ETF A (DEAM.DE) has a higher volatility of 5.05% compared to iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) at 3.90%. This indicates that DEAM.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
| DEAM.DE | SXRY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.05% | 3.90% | +1.15% |
Volatility (6M)Calculated over the trailing 6-month period | 15.72% | 12.78% | +2.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.59% | 15.89% | +2.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.34% | 18.29% | +1.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.58% | 19.65% | -0.07% |
DEAM.DE vs. SXRY.DE - Expense Ratio Comparison
DEAM.DE has a 0.19% expense ratio, which is lower than SXRY.DE's 0.33% expense ratio.
Dividends
DEAM.DE vs. SXRY.DE - Dividend Comparison
Neither DEAM.DE nor SXRY.DE has paid dividends to shareholders.
Frequently Asked Questions
DEAM.DE and SXRY.DE have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DEAM.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DEAM.DE is cheaper with a 0.19% expense ratio, compared with 0.33% for SXRY.DE.
DEAM.DE tracks MDAX®, while SXRY.DE tracks FTSE MIB. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.19% for DEAM.DE and 0.33% for SXRY.DE.
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