ES50.DE vs. SXRY.DE
ES50.DE (iShares EURO STOXX 50 ESG UCITS ETF EUR (Acc)) and SXRY.DE (iShares FTSE MIB UCITS ETF (Acc)) are both Europe Equities funds from iShares - ES50.DE tracks the EURO STOXX 50 ESG Index while SXRY.DE tracks the FTSE MIB. Both are passively managed. Over the past year, ES50.DE returned 25.15% vs 37.48% for SXRY.DE. Their correlation of 0.83 suggests significant overlap in exposure. ES50.DE charges 0.10%/yr vs 0.33%/yr for SXRY.DE.
Performance
ES50.DE vs. SXRY.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ES50.DE achieves a 10.80% return, which is significantly lower than SXRY.DE's 18.23% return.
ES50.DE
- 1D
- 0.00%
- 1M
- 2.94%
- YTD
- 10.80%
- 6M
- 11.79%
- 1Y
- 25.15%
- 3Y*
- —
- 5Y*
- —
- 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%
ES50.DE vs. SXRY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ES50.DE iShares EURO STOXX 50 ESG UCITS ETF EUR (Acc) | 10.80% | 25.72% | 13.20% | 6.66% |
SXRY.DE iShares FTSE MIB UCITS ETF (Acc) | 18.23% | 37.80% | 18.15% | 6.06% |
Correlation
The correlation between ES50.DE and SXRY.DE is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Jul 26, 2023 | 0.83 |
The correlation between ES50.DE and SXRY.DE has been stable across timeframes, ranging from 0.82 to 0.83 - a consistent structural relationship.
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Return for Risk
ES50.DE vs. SXRY.DE — Risk / Return Rank
ES50.DE
SXRY.DE
ES50.DE vs. SXRY.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares EURO STOXX 50 ESG UCITS ETF EUR (Acc) (ES50.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.
| ES50.DE | SXRY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.87 | ||
| Sortino ratioReturn per unit of downside risk | -0.96 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.41 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.14 | 3.85 | -1.71 |
| Martin ratioReturn relative to average drawdown | 7.62 | 14.30 | -6.68 |
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Drawdowns
ES50.DE vs. SXRY.DE - Drawdown Comparison
The maximum ES50.DE drawdown since its inception was -15.53%, smaller than the maximum SXRY.DE drawdown of -43.59%. Use the drawdown chart below to compare losses from any high point for ES50.DE and SXRY.DE.
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Drawdown Indicators
| ES50.DE | SXRY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.53% | -43.59% | +28.06% |
Max Drawdown (1Y)Largest decline over 1 year | -11.70% | -9.69% | -2.01% |
Max Drawdown (3Y)Largest decline over 3 years | — | -17.61% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.00% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.81% | — |
Current DrawdownCurrent decline from peak | -1.75% | -1.98% | +0.23% |
Average DrawdownAverage peak-to-trough decline | -2.34% | -11.61% | +9.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.29% | 2.61% | +0.68% |
Volatility
ES50.DE vs. SXRY.DE - Volatility Comparison
iShares EURO STOXX 50 ESG UCITS ETF EUR (Acc) (ES50.DE) and iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) have volatilities of 3.94% and 3.90%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ES50.DE | SXRY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.94% | 3.90% | +0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 13.98% | 12.78% | +1.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.95% | 15.89% | +1.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.71% | 18.29% | -2.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.71% | 19.65% | -3.94% |
ES50.DE vs. SXRY.DE - Expense Ratio Comparison
ES50.DE has a 0.10% expense ratio, which is lower than SXRY.DE's 0.33% expense ratio.
Dividends
ES50.DE vs. SXRY.DE - Dividend Comparison
Neither ES50.DE nor SXRY.DE has paid dividends to shareholders.
Frequently Asked Questions
ES50.DE and SXRY.DE have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ES50.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ES50.DE is cheaper with a 0.10% expense ratio, compared with 0.33% for SXRY.DE.
ES50.DE tracks EURO STOXX 50 ESG Index, while SXRY.DE tracks FTSE MIB. Their fees differ too: 0.10% for ES50.DE and 0.33% for SXRY.DE.
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