ETDD.DE vs. SXRY.DE
ETDD.DE (BNP Paribas Easy EURO STOXX 50 UCITS ETF) and SXRY.DE (iShares FTSE MIB UCITS ETF (Acc)) are both Europe Equities funds - ETDD.DE tracks the EURO STOXX® 50 while SXRY.DE tracks the FTSE MIB. Both are passively managed. Over the past 10 years, ETDD.DE returned 11.87%/yr vs 17.09%/yr for SXRY.DE. Their correlation of 0.86 suggests significant overlap in exposure. ETDD.DE charges 0.18%/yr vs 0.33%/yr for SXRY.DE.
Performance
ETDD.DE vs. SXRY.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ETDD.DE achieves a 10.28% return, which is significantly lower than SXRY.DE's 18.23% return. Over the past 10 years, ETDD.DE has underperformed SXRY.DE with an annualized return of 11.87%, while SXRY.DE has yielded a comparatively higher 17.09% annualized return.
ETDD.DE
- 1D
- 0.83%
- 1M
- 3.41%
- YTD
- 10.28%
- 6M
- 11.17%
- 1Y
- 22.40%
- 3Y*
- 16.67%
- 5Y*
- 11.98%
- 10Y*
- 11.87%
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%
ETDD.DE vs. SXRY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ETDD.DE BNP Paribas Easy EURO STOXX 50 UCITS ETF | 10.28% | 22.09% | 10.79% | 22.54% | -8.67% | 23.65% | -3.01% | 29.92% | -12.20% | 9.87% |
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% | 16.72% |
Correlation
The correlation between ETDD.DE and SXRY.DE is 0.84, 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 | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Jul 27, 2015 | 0.86 |
The correlation between ETDD.DE and SXRY.DE has been stable across timeframes, ranging from 0.84 to 0.87 - a consistent structural relationship.
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Return for Risk
ETDD.DE vs. SXRY.DE — Risk / Return Rank
ETDD.DE
SXRY.DE
ETDD.DE vs. SXRY.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy EURO STOXX 50 UCITS ETF (ETDD.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.
| ETDD.DE | SXRY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.95 | ||
| Sortino ratioReturn per unit of downside risk | -1.08 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.41 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.03 | 3.85 | -1.82 |
| Martin ratioReturn relative to average drawdown | 7.06 | 14.30 | -7.24 |
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Drawdowns
ETDD.DE vs. SXRY.DE - Drawdown Comparison
The maximum ETDD.DE drawdown since its inception was -38.41%, smaller than the maximum SXRY.DE drawdown of -43.59%. Use the drawdown chart below to compare losses from any high point for ETDD.DE and SXRY.DE.
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Drawdown Indicators
| ETDD.DE | SXRY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.41% | -43.59% | +5.18% |
Max Drawdown (1Y)Largest decline over 1 year | -10.99% | -9.69% | -1.30% |
Max Drawdown (3Y)Largest decline over 3 years | -16.51% | -17.61% | +1.10% |
Max Drawdown (5Y)Largest decline over 5 years | -23.24% | -25.00% | +1.76% |
Max Drawdown (10Y)Largest decline over 10 years | -38.41% | -40.81% | +2.40% |
Current DrawdownCurrent decline from peak | -0.87% | -1.98% | +1.11% |
Average DrawdownAverage peak-to-trough decline | -6.58% | -11.61% | +5.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 2.61% | +0.55% |
Volatility
ETDD.DE vs. SXRY.DE - Volatility Comparison
The current volatility for BNP Paribas Easy EURO STOXX 50 UCITS ETF (ETDD.DE) is 3.61%, while iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) has a volatility of 3.90%. This indicates that ETDD.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
| ETDD.DE | SXRY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.61% | 3.90% | -0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 13.24% | 12.78% | +0.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.98% | 15.89% | +0.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.59% | 18.29% | -0.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.03% | 19.65% | -1.62% |
ETDD.DE vs. SXRY.DE - Expense Ratio Comparison
ETDD.DE has a 0.18% expense ratio, which is lower than SXRY.DE's 0.33% expense ratio.
Dividends
ETDD.DE vs. SXRY.DE - Dividend Comparison
Neither ETDD.DE nor SXRY.DE has paid dividends to shareholders.
Frequently Asked Questions
ETDD.DE and SXRY.DE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ETDD.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ETDD.DE is cheaper with a 0.18% expense ratio, compared with 0.33% for SXRY.DE.
ETDD.DE tracks EURO STOXX® 50, while SXRY.DE tracks FTSE MIB. They also come from different issuers: BNP Paribas and iShares. Their fees differ too: 0.18% for ETDD.DE and 0.33% for SXRY.DE.
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