EXSE.DE vs. SXRY.DE
EXSE.DE (iShares STOXX Europe Small 200 UCITS ETF (DE)) and SXRY.DE (iShares FTSE MIB UCITS ETF (Acc)) are both Europe Equities funds from iShares - EXSE.DE tracks the STOXX® Europe Small 200 while SXRY.DE tracks the FTSE MIB. Both are passively managed. Over the past 10 years, EXSE.DE returned 7.98%/yr vs 16.60%/yr for SXRY.DE. A 0.73 correlation means they provide meaningful diversification when combined. EXSE.DE charges 0.20%/yr vs 0.33%/yr for SXRY.DE.
Performance
EXSE.DE vs. SXRY.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXSE.DE achieves a 6.07% return, which is significantly lower than SXRY.DE's 17.22% return. Over the past 10 years, EXSE.DE has underperformed SXRY.DE with an annualized return of 7.98%, while SXRY.DE has yielded a comparatively higher 16.60% annualized return.
EXSE.DE
- 1D
- -0.65%
- 1M
- -1.54%
- YTD
- 6.07%
- 6M
- 7.54%
- 1Y
- 14.93%
- 3Y*
- 12.22%
- 5Y*
- 3.03%
- 10Y*
- 7.98%
SXRY.DE
- 1D
- -0.85%
- 1M
- 3.87%
- YTD
- 17.22%
- 6M
- 18.03%
- 1Y
- 36.08%
- 3Y*
- 29.01%
- 5Y*
- 20.33%
- 10Y*
- 16.60%
EXSE.DE vs. SXRY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXSE.DE iShares STOXX Europe Small 200 UCITS ETF (DE) | 6.07% | 18.59% | 2.82% | 12.10% | -24.02% | 22.03% | 4.28% | 30.57% | -13.90% | 17.39% |
SXRY.DE iShares FTSE MIB UCITS ETF (Acc) | 17.22% | 37.80% | 18.15% | 33.34% | -9.13% | 26.71% | -4.02% | 33.22% | -14.32% | 16.72% |
Correlation
The correlation between EXSE.DE and SXRY.DE is 0.71, 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 | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Mar 11, 2010 | 0.73 |
The correlation between EXSE.DE and SXRY.DE has been stable across timeframes, ranging from 0.71 to 0.79 - a consistent structural relationship.
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Return for Risk
EXSE.DE vs. SXRY.DE — Risk / Return Rank
EXSE.DE
SXRY.DE
EXSE.DE vs. SXRY.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe Small 200 UCITS ETF (DE) (EXSE.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.
| EXSE.DE | SXRY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.17 | ||
| Sortino ratioReturn per unit of downside risk | -1.46 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.39 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.43 | 3.71 | -2.27 |
| Martin ratioReturn relative to average drawdown | 5.24 | 13.73 | -8.49 |
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Drawdowns
EXSE.DE vs. SXRY.DE - Drawdown Comparison
The maximum EXSE.DE drawdown since its inception was -62.51%, 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 EXSE.DE and SXRY.DE.
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Drawdown Indicators
| EXSE.DE | SXRY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.51% | -43.59% | -18.92% |
Max Drawdown (1Y)Largest decline over 1 year | -10.37% | -9.69% | -0.68% |
Max Drawdown (3Y)Largest decline over 3 years | -15.61% | -17.61% | +2.00% |
Max Drawdown (5Y)Largest decline over 5 years | -35.33% | -25.00% | -10.33% |
Max Drawdown (10Y)Largest decline over 10 years | -38.08% | -40.81% | +2.73% |
Current DrawdownCurrent decline from peak | -2.92% | -2.82% | -0.10% |
Average DrawdownAverage peak-to-trough decline | -13.80% | -11.60% | -2.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.84% | 2.62% | +0.22% |
Volatility
EXSE.DE vs. SXRY.DE - Volatility Comparison
iShares STOXX Europe Small 200 UCITS ETF (DE) (EXSE.DE) and iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) have volatilities of 4.09% and 4.01%, 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
| EXSE.DE | SXRY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.09% | 4.01% | +0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 11.34% | 12.81% | -1.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.66% | 15.91% | -2.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.98% | 18.29% | -1.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.94% | 19.60% | -2.66% |
EXSE.DE vs. SXRY.DE - Expense Ratio Comparison
EXSE.DE has a 0.20% expense ratio, which is lower than SXRY.DE's 0.33% expense ratio.
Dividends
EXSE.DE vs. SXRY.DE - Dividend Comparison
EXSE.DE's dividend yield for the trailing twelve months is around 3.08%, while SXRY.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXSE.DE iShares STOXX Europe Small 200 UCITS ETF (DE) | 3.08% | 2.91% | 2.25% | 2.00% | 2.26% | 1.24% | 1.09% | 1.85% | 2.18% | 3.01% | 2.47% | 2.50% |
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
EXSE.DE and SXRY.DE have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EXSE.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXSE.DE is cheaper with a 0.20% expense ratio, compared with 0.33% for SXRY.DE.
EXSE.DE tracks STOXX® Europe Small 200, while SXRY.DE tracks FTSE MIB. Their fees differ too: 0.20% for EXSE.DE and 0.33% for SXRY.DE.
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