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

Performance

EXSE.DE vs. SXRY.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares STOXX Europe Small 200 UCITS ETF (DE) (EXSE.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, 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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

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

EXSE.DE
EXSE.DE Risk / Return Rank: 3333
Overall Rank
EXSE.DE Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
EXSE.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
EXSE.DE Omega Ratio Rank: 3232
Omega Ratio Rank
EXSE.DE Calmar Ratio Rank: 3131
Calmar Ratio Rank
EXSE.DE Martin Ratio Rank: 3737
Martin Ratio Rank

SXRY.DE
SXRY.DE Risk / Return Rank: 8080
Overall Rank
SXRY.DE Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
SXRY.DE Sortino Ratio Rank: 8080
Sortino Ratio Rank
SXRY.DE Omega Ratio Rank: 7777
Omega Ratio Rank
SXRY.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
SXRY.DE Martin Ratio Rank: 8181
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.

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.DESXRY.DEDifference
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

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

The current EXSE.DE Sharpe Ratio is 1.09, which is lower than the SXRY.DE Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of EXSE.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

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.DESXRY.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-2.92%

-2.82%

-0.10%

Average Drawdown

Average peak-to-trough decline

-13.80%

-11.60%

-2.20%

Ulcer Index

Depth 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.DESXRY.DEDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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