EUNK.DE vs. SXRY.DE
EUNK.DE (iShares Core MSCI Europe UCITS ETF EUR (Acc)) and SXRY.DE (iShares FTSE MIB UCITS ETF (Acc)) are both Europe Equities funds from iShares - EUNK.DE tracks the MSCI Europe while SXRY.DE tracks the FTSE MIB. Both are passively managed. Over the past 10 years, EUNK.DE returned 10.53%/yr vs 17.09%/yr for SXRY.DE. A 0.78 correlation means they provide meaningful diversification when combined. EUNK.DE charges 0.12%/yr vs 0.33%/yr for SXRY.DE.
Performance
EUNK.DE vs. SXRY.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EUNK.DE achieves a 10.30% return, which is significantly lower than SXRY.DE's 18.23% return. Over the past 10 years, EUNK.DE has underperformed SXRY.DE with an annualized return of 10.53%, while SXRY.DE has yielded a comparatively higher 17.09% annualized return.
EUNK.DE
- 1D
- 0.78%
- 1M
- 2.37%
- YTD
- 10.30%
- 6M
- 11.02%
- 1Y
- 22.44%
- 3Y*
- 15.27%
- 5Y*
- 10.26%
- 10Y*
- 10.53%
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%
EUNK.DE vs. SXRY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EUNK.DE iShares Core MSCI Europe UCITS ETF EUR (Acc) | 10.30% | 20.34% | 8.22% | 15.78% | -9.07% | 24.95% | -3.14% | 27.85% | -10.93% | 10.51% |
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 EUNK.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 (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Mar 11, 2010 | 0.78 |
The correlation between EUNK.DE and SXRY.DE has been stable across timeframes, ranging from 0.78 to 0.85 - a consistent structural relationship.
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Return for Risk
EUNK.DE vs. SXRY.DE — Risk / Return Rank
EUNK.DE
SXRY.DE
EUNK.DE vs. SXRY.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Europe UCITS ETF EUR (Acc) (EUNK.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.
| EUNK.DE | SXRY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.62 | ||
| Sortino ratioReturn per unit of downside risk | -0.70 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.41 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.35 | 3.85 | -1.51 |
| Martin ratioReturn relative to average drawdown | 8.95 | 14.30 | -5.35 |
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Drawdowns
EUNK.DE vs. SXRY.DE - Drawdown Comparison
The maximum EUNK.DE drawdown since its inception was -35.44%, smaller than the maximum SXRY.DE drawdown of -43.59%. Use the drawdown chart below to compare losses from any high point for EUNK.DE and SXRY.DE.
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Drawdown Indicators
| EUNK.DE | SXRY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.44% | -43.59% | +8.15% |
Max Drawdown (1Y)Largest decline over 1 year | -9.52% | -9.69% | +0.17% |
Max Drawdown (3Y)Largest decline over 3 years | -16.58% | -17.61% | +1.03% |
Max Drawdown (5Y)Largest decline over 5 years | -19.45% | -25.00% | +5.55% |
Max Drawdown (10Y)Largest decline over 10 years | -35.44% | -40.81% | +5.37% |
Current DrawdownCurrent decline from peak | 0.00% | -1.98% | +1.98% |
Average DrawdownAverage peak-to-trough decline | -5.29% | -11.61% | +6.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 2.61% | -0.11% |
Volatility
EUNK.DE vs. SXRY.DE - Volatility Comparison
The current volatility for iShares Core MSCI Europe UCITS ETF EUR (Acc) (EUNK.DE) is 2.79%, while iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) has a volatility of 3.90%. This indicates that EUNK.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
| EUNK.DE | SXRY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.79% | 3.90% | -1.11% |
Volatility (6M)Calculated over the trailing 6-month period | 10.73% | 12.78% | -2.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.91% | 15.89% | -2.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.20% | 18.29% | -4.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.22% | 19.65% | -4.43% |
EUNK.DE vs. SXRY.DE - Expense Ratio Comparison
EUNK.DE has a 0.12% expense ratio, which is lower than SXRY.DE's 0.33% expense ratio.
Dividends
EUNK.DE vs. SXRY.DE - Dividend Comparison
Neither EUNK.DE nor SXRY.DE has paid dividends to shareholders.
Frequently Asked Questions
EUNK.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, EUNK.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EUNK.DE is cheaper with a 0.12% expense ratio, compared with 0.33% for SXRY.DE.
EUNK.DE tracks MSCI Europe, while SXRY.DE tracks FTSE MIB. Their fees differ too: 0.12% for EUNK.DE and 0.33% for SXRY.DE.
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