EDEU.DE vs. SXRY.DE
EDEU.DE (BNP Paribas Easy ESG Dividend Europe UCITS ETF) and SXRY.DE (iShares FTSE MIB UCITS ETF (Acc)) are both Europe Equities funds - EDEU.DE tracks the BNP Paribas High Dividend Europe ESG while SXRY.DE tracks the FTSE MIB. Both are passively managed. Over the past 5 years, EDEU.DE returned 10.96%/yr vs 20.54%/yr for SXRY.DE. A 0.77 correlation means they provide meaningful diversification when combined. EDEU.DE charges 0.31%/yr vs 0.33%/yr for SXRY.DE.
Performance
EDEU.DE vs. SXRY.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EDEU.DE achieves a 12.19% return, which is significantly lower than SXRY.DE's 18.23% return.
EDEU.DE
- 1D
- 0.61%
- 1M
- 1.00%
- YTD
- 12.19%
- 6M
- 12.77%
- 1Y
- 25.39%
- 3Y*
- 21.57%
- 5Y*
- 10.96%
- 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%
EDEU.DE vs. SXRY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EDEU.DE BNP Paribas Easy ESG Dividend Europe UCITS ETF | 12.19% | 28.12% | 11.83% | 16.84% | -12.98% | 27.34% | -14.08% | 23.54% | -20.58% | 9.22% |
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% | 1.51% |
Correlation
The correlation between EDEU.DE and SXRY.DE is 0.78, 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 | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Aug 29, 2017 | 0.77 |
The correlation between EDEU.DE and SXRY.DE has been stable across timeframes, ranging from 0.77 to 0.80 - a consistent structural relationship.
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Return for Risk
EDEU.DE vs. SXRY.DE — Risk / Return Rank
EDEU.DE
SXRY.DE
EDEU.DE vs. SXRY.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy ESG Dividend Europe UCITS ETF (EDEU.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.
| EDEU.DE | SXRY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.11 | ||
| Sortino ratioReturn per unit of downside risk | -0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.41 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.56 | 3.85 | -0.29 |
| Martin ratioReturn relative to average drawdown | 12.17 | 14.30 | -2.13 |
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Drawdowns
EDEU.DE vs. SXRY.DE - Drawdown Comparison
The maximum EDEU.DE drawdown since its inception was -47.82%, which is greater than SXRY.DE's maximum drawdown of -43.59%. Use the drawdown chart below to compare losses from any high point for EDEU.DE and SXRY.DE.
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Drawdown Indicators
| EDEU.DE | SXRY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.82% | -43.59% | -4.23% |
Max Drawdown (1Y)Largest decline over 1 year | -7.09% | -9.69% | +2.60% |
Max Drawdown (3Y)Largest decline over 3 years | -14.57% | -17.61% | +3.04% |
Max Drawdown (5Y)Largest decline over 5 years | -24.98% | -25.00% | +0.02% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.81% | — |
Current DrawdownCurrent decline from peak | -0.55% | -1.98% | +1.43% |
Average DrawdownAverage peak-to-trough decline | -9.02% | -11.61% | +2.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.08% | 2.61% | -0.53% |
Volatility
EDEU.DE vs. SXRY.DE - Volatility Comparison
The current volatility for BNP Paribas Easy ESG Dividend Europe UCITS ETF (EDEU.DE) is 3.10%, while iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) has a volatility of 3.90%. This indicates that EDEU.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
| EDEU.DE | SXRY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.10% | 3.90% | -0.80% |
Volatility (6M)Calculated over the trailing 6-month period | 8.98% | 12.78% | -3.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.32% | 15.89% | -4.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.55% | 18.29% | -3.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.29% | 19.65% | -1.36% |
EDEU.DE vs. SXRY.DE - Expense Ratio Comparison
EDEU.DE has a 0.31% expense ratio, which is lower than SXRY.DE's 0.33% expense ratio.
Dividends
EDEU.DE vs. SXRY.DE - Dividend Comparison
Neither EDEU.DE nor SXRY.DE has paid dividends to shareholders.
Frequently Asked Questions
EDEU.DE and SXRY.DE have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EDEU.DE is cheaper at 0.31% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EDEU.DE is cheaper with a 0.31% expense ratio, compared with 0.33% for SXRY.DE.
EDEU.DE tracks BNP Paribas High Dividend Europe ESG, while SXRY.DE tracks FTSE MIB. They also come from different issuers: BNP Paribas and iShares. Their fees differ too: 0.31% for EDEU.DE and 0.33% for SXRY.DE.
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