DX2X.DE vs. SXRY.DE
DX2X.DE (Xtrackers Stoxx Europe 600 UCITS ETF (Acc)) and SXRY.DE (iShares FTSE MIB UCITS ETF (Acc)) are both Europe Equities funds - DX2X.DE tracks the STOXX Europe 600 Index while SXRY.DE tracks the FTSE MIB. Both are passively managed. Over the past 10 years, DX2X.DE returned 10.22%/yr vs 16.82%/yr for SXRY.DE. A 0.77 correlation means they provide meaningful diversification when combined. DX2X.DE charges 0.25%/yr vs 0.33%/yr for SXRY.DE.
Performance
DX2X.DE vs. SXRY.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DX2X.DE achieves a 12.30% return, which is significantly lower than SXRY.DE's 20.71% return. Over the past 10 years, DX2X.DE has underperformed SXRY.DE with an annualized return of 10.22%, while SXRY.DE has yielded a comparatively higher 16.82% annualized return.
DX2X.DE
- 1D
- 0.80%
- 1M
- 5.43%
- 6M
- 11.55%
- YTD
- 12.30%
- 1Y
- 23.23%
- 3Y*
- 15.47%
- 5Y*
- 10.46%
- 10Y*
- 10.22%
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%
DX2X.DE vs. SXRY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DX2X.DE Xtrackers Stoxx Europe 600 UCITS ETF (Acc) | 12.30% | 20.91% | 8.35% | 15.54% | -10.63% | 24.87% | -1.83% | 28.68% | -11.34% | 10.91% |
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 DX2X.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 | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Mar 11, 2010 | 0.77 |
The correlation between DX2X.DE and SXRY.DE has been stable across timeframes, ranging from 0.76 to 0.84 - a consistent structural relationship.
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Return for Risk
DX2X.DE vs. SXRY.DE — Risk / Return Rank
DX2X.DE
SXRY.DE
DX2X.DE vs. SXRY.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Stoxx Europe 600 UCITS ETF (Acc) (DX2X.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.
| DX2X.DE | SXRY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.62 | ||
| Sortino ratioReturn per unit of downside risk | -0.77 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.41 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.36 | 3.91 | -1.56 |
| Martin ratioReturn relative to average drawdown | 9.49 | 14.41 | -4.93 |
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Drawdowns
DX2X.DE vs. SXRY.DE - Drawdown Comparison
The maximum DX2X.DE drawdown since its inception was -36.05%, smaller than the maximum SXRY.DE drawdown of -43.59%. Use the drawdown chart below to compare losses from any high point for DX2X.DE and SXRY.DE.
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Drawdown Indicators
| DX2X.DE | SXRY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.05% | -43.59% | +7.54% |
Max Drawdown (1Y)Largest decline over 1 year | -9.81% | -9.69% | -0.12% |
Max Drawdown (3Y)Largest decline over 3 years | -16.37% | -17.61% | +1.24% |
Max Drawdown (5Y)Largest decline over 5 years | -20.84% | -25.00% | +4.16% |
Max Drawdown (10Y)Largest decline over 10 years | -36.05% | -40.81% | +4.76% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -5.24% | -11.59% | +6.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 2.63% | -0.19% |
Volatility
DX2X.DE vs. SXRY.DE - Volatility Comparison
Xtrackers Stoxx Europe 600 UCITS ETF (Acc) (DX2X.DE) has a higher volatility of 4.18% compared to iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) at 3.87%. This indicates that DX2X.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
| DX2X.DE | SXRY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.18% | 3.87% | +0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 11.24% | 12.85% | -1.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.24% | 15.99% | -2.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.46% | 18.30% | -3.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.26% | 19.56% | -4.30% |
DX2X.DE vs. SXRY.DE - Expense Ratio Comparison
DX2X.DE has a 0.25% expense ratio, which is lower than SXRY.DE's 0.33% expense ratio.
Dividends
DX2X.DE vs. SXRY.DE - Dividend Comparison
Neither DX2X.DE nor SXRY.DE has paid dividends to shareholders.
Frequently Asked Questions
DX2X.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, DX2X.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DX2X.DE is cheaper with a 0.25% expense ratio, compared with 0.33% for SXRY.DE.
DX2X.DE tracks STOXX Europe 600 Index, while SXRY.DE tracks FTSE MIB. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.25% for DX2X.DE and 0.33% for SXRY.DE.
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