EMUS.DE vs. SXRY.DE
EMUS.DE (BNP Paribas Easy MSCI EMU SRI S-Series PAB 5% Capped UCITS ETF) and SXRY.DE (iShares FTSE MIB UCITS ETF (Acc)) are both Europe Equities funds - EMUS.DE tracks the MSCI EMU SRI S-Series PAB 5% Capped while SXRY.DE tracks the FTSE MIB. Both are passively managed. Over the past 5 years, EMUS.DE returned 8.26%/yr vs 21.28%/yr for SXRY.DE. Their correlation of 0.83 suggests significant overlap in exposure. EMUS.DE charges 0.25%/yr vs 0.33%/yr for SXRY.DE.
Performance
EMUS.DE vs. SXRY.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EMUS.DE achieves a 11.99% return, which is significantly lower than SXRY.DE's 18.48% return.
EMUS.DE
- 1D
- -0.89%
- 1M
- -0.00%
- 6M
- 8.64%
- YTD
- 11.99%
- 1Y
- 17.72%
- 3Y*
- 13.78%
- 5Y*
- 8.26%
- 10Y*
- —
SXRY.DE
- 1D
- -0.88%
- 1M
- -1.26%
- 6M
- 16.40%
- YTD
- 18.48%
- 1Y
- 34.89%
- 3Y*
- 27.46%
- 5Y*
- 21.28%
- 10Y*
- 15.96%
EMUS.DE vs. SXRY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EMUS.DE BNP Paribas Easy MSCI EMU SRI S-Series PAB 5% Capped UCITS ETF | 11.99% | 15.33% | 10.68% | 12.15% | -14.21% | 25.76% | 1.58% | 7.40% |
SXRY.DE iShares FTSE MIB UCITS ETF (Acc) | 18.48% | 37.80% | 18.15% | 33.34% | -9.13% | 26.71% | -4.02% | 7.51% |
Correlation
The correlation between EMUS.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 | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Sep 27, 2019 | 0.83 |
The correlation between EMUS.DE and SXRY.DE has been stable across timeframes, ranging from 0.77 to 0.83 - a consistent structural relationship.
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Return for Risk
EMUS.DE vs. SXRY.DE — Risk / Return Rank
EMUS.DE
SXRY.DE
EMUS.DE vs. SXRY.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy MSCI EMU SRI S-Series PAB 5% Capped UCITS ETF (EMUS.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.
| EMUS.DE | SXRY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.87 | ||
| Sortino ratioReturn per unit of downside risk | -1.11 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.38 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.63 | 3.59 | -1.96 |
| Martin ratioReturn relative to average drawdown | 5.62 | 13.26 | -7.64 |
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Drawdowns
EMUS.DE vs. SXRY.DE - Drawdown Comparison
The maximum EMUS.DE drawdown since its inception was -35.75%, smaller than the maximum SXRY.DE drawdown of -43.59%. Use the drawdown chart below to compare losses from any high point for EMUS.DE and SXRY.DE.
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Drawdown Indicators
| EMUS.DE | SXRY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.75% | -43.59% | +7.84% |
Max Drawdown (1Y)Largest decline over 1 year | -10.83% | -9.69% | -1.14% |
Max Drawdown (3Y)Largest decline over 3 years | -13.13% | -17.61% | +4.48% |
Max Drawdown (5Y)Largest decline over 5 years | -25.18% | -25.00% | -0.18% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.81% | — |
Current DrawdownCurrent decline from peak | -1.62% | -2.09% | +0.47% |
Average DrawdownAverage peak-to-trough decline | -6.18% | -11.56% | +5.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 2.63% | +0.52% |
Volatility
EMUS.DE vs. SXRY.DE - Volatility Comparison
The current volatility for BNP Paribas Easy MSCI EMU SRI S-Series PAB 5% Capped UCITS ETF (EMUS.DE) is 3.53%, while iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) has a volatility of 3.79%. This indicates that EMUS.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
| EMUS.DE | SXRY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.53% | 3.79% | -0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 11.65% | 13.02% | -1.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.54% | 15.97% | -2.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.98% | 18.25% | -3.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.84% | 19.49% | -2.65% |
EMUS.DE vs. SXRY.DE - Expense Ratio Comparison
EMUS.DE has a 0.25% expense ratio, which is lower than SXRY.DE's 0.33% expense ratio.
Dividends
EMUS.DE vs. SXRY.DE - Dividend Comparison
Neither EMUS.DE nor SXRY.DE has paid dividends to shareholders.
Frequently Asked Questions
EMUS.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, EMUS.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EMUS.DE is cheaper with a 0.25% expense ratio, compared with 0.33% for SXRY.DE.
EMUS.DE tracks MSCI EMU SRI S-Series PAB 5% Capped, while SXRY.DE tracks FTSE MIB. They also come from different issuers: BNP Paribas and iShares. Their fees differ too: 0.25% for EMUS.DE and 0.33% for SXRY.DE.
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