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EXSD.DE vs. SXRY.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXSD.DE vs. SXRY.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares STOXX Europe Mid 200 UCITS ETF (DE) (EXSD.DE) and iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EXSD.DE achieves a 12.15% return, which is significantly lower than SXRY.DE's 20.71% return. Over the past 10 years, EXSD.DE has underperformed SXRY.DE with an annualized return of 9.23%, while SXRY.DE has yielded a comparatively higher 16.82% annualized return.


EXSD.DE

1D
0.64%
1M
4.72%
6M
11.00%
YTD
12.15%
1Y
19.01%
3Y*
14.97%
5Y*
6.68%
10Y*
9.23%

SXRY.DE

1D
0.69%
1M
5.82%
6M
19.64%
YTD
20.71%
1Y
38.08%
3Y*
28.71%
5Y*
21.25%
10Y*
16.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXSD.DE vs. SXRY.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXSD.DE
iShares STOXX Europe Mid 200 UCITS ETF (DE)
12.15%20.71%5.80%15.08%-18.91%18.43%0.93%29.02%-11.97%16.29%
SXRY.DE
iShares FTSE MIB UCITS ETF (Acc)
20.71%37.80%18.15%33.34%-9.13%26.71%-4.02%33.22%-14.32%16.72%

Correlation

The correlation between EXSD.DE and SXRY.DE is 0.68, 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

0.68

Correlation (3Y)
Calculated over the trailing 3-year period

0.76

Correlation (5Y)
Calculated over the trailing 5-year period

0.80

Correlation (10Y)
Calculated over the trailing 10-year period

0.78

Correlation (All Time)
Calculated using the full available price history since Mar 11, 2010

0.75

The correlation between EXSD.DE and SXRY.DE shifts across timeframes, from 0.68 (1 year) to 0.80 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

EXSD.DE vs. SXRY.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EXSD.DE
EXSD.DE Risk / Return Rank: 5151
Overall Rank
EXSD.DE Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
EXSD.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
EXSD.DE Omega Ratio Rank: 5151
Omega Ratio Rank
EXSD.DE Calmar Ratio Rank: 5252
Calmar Ratio Rank
EXSD.DE Martin Ratio Rank: 5353
Martin Ratio Rank

SXRY.DE
SXRY.DE Risk / Return Rank: 8686
Overall Rank
SXRY.DE Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
SXRY.DE Sortino Ratio Rank: 8787
Sortino Ratio Rank
SXRY.DE Omega Ratio Rank: 8484
Omega Ratio Rank
SXRY.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
SXRY.DE Martin Ratio Rank: 8585
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EXSD.DE vs. SXRY.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe Mid 200 UCITS ETF (DE) (EXSD.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.


EXSD.DESXRY.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.90

Sortino ratioReturn per unit of downside risk

-1.19

Omega ratioGain probability vs. loss probability

1.27

1.41

-0.14

Calmar ratioReturn relative to maximum drawdown

2.15

3.91

-1.76

Martin ratioReturn relative to average drawdown

7.63

14.41

-6.78

EXSD.DE vs. SXRY.DE - Sharpe Ratio Comparison

The current EXSD.DE Sharpe Ratio is 1.47, which is lower than the SXRY.DE Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of EXSD.DE and SXRY.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EXSD.DE vs. SXRY.DE - Drawdown Comparison

The maximum EXSD.DE drawdown since its inception was -61.46%, 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 EXSD.DE and SXRY.DE.


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Drawdown Indicators


EXSD.DESXRY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-61.46%

-43.59%

-17.87%

Max Drawdown (1Y)

Largest decline over 1 year

-8.81%

-9.69%

+0.88%

Max Drawdown (3Y)

Largest decline over 3 years

-14.39%

-17.61%

+3.22%

Max Drawdown (5Y)

Largest decline over 5 years

-30.21%

-25.00%

-5.21%

Max Drawdown (10Y)

Largest decline over 10 years

-39.16%

-40.81%

+1.65%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-12.65%

-11.59%

-1.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.49%

2.63%

-0.14%

Volatility

EXSD.DE vs. SXRY.DE - Volatility Comparison

The current volatility for iShares STOXX Europe Mid 200 UCITS ETF (DE) (EXSD.DE) is 3.57%, while iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) has a volatility of 3.87%. This indicates that EXSD.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


EXSD.DESXRY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.57%

3.87%

-0.30%

Volatility (6M)

Calculated over the trailing 6-month period

10.49%

12.85%

-2.36%

Volatility (1Y)

Calculated over the trailing 1-year period

12.90%

15.99%

-3.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.70%

18.30%

-2.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.70%

19.56%

-2.86%

EXSD.DE vs. SXRY.DE - Expense Ratio Comparison

EXSD.DE has a 0.21% expense ratio, which is lower than SXRY.DE's 0.33% expense ratio.


Dividends

EXSD.DE vs. SXRY.DE - Dividend Comparison

EXSD.DE's dividend yield for the trailing twelve months is around 2.71%, while SXRY.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EXSD.DE
iShares STOXX Europe Mid 200 UCITS ETF (DE)
2.71%3.08%3.23%2.71%3.06%2.12%1.54%2.85%3.02%3.28%3.16%2.64%
SXRY.DE
iShares FTSE MIB UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EXSD.DE and SXRY.DE have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EXSD.DE is cheaper at 0.21% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EXSD.DE is cheaper with a 0.21% expense ratio, compared with 0.33% for SXRY.DE.

EXSD.DE tracks STOXX Europe Mid 200 Index, while SXRY.DE tracks FTSE MIB. Their fees differ too: 0.21% for EXSD.DE and 0.33% for SXRY.DE.

Portfolio Optimizer

Find the right allocation for EXSD.DE and SXRY.DE

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