EXV1.DE vs. SXRY.DE
EXV1.DE (iShares STOXX Europe 600 Banks UCITS ETF (DE)) and SXRY.DE (iShares FTSE MIB UCITS ETF (Acc)) are both exchange-traded funds - EXV1.DE is a Financials Equities fund tracking the STOXX® Europe 600 Banks, while SXRY.DE is a Europe Equities fund tracking the FTSE MIB. Both are passively managed. Over the past 10 years, EXV1.DE returned 14.23%/yr vs 15.00%/yr for SXRY.DE. A 0.78 correlation means they provide meaningful diversification when combined. EXV1.DE charges 0.47%/yr vs 0.33%/yr for SXRY.DE.
Performance
EXV1.DE vs. SXRY.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXV1.DE achieves a 7.43% return, which is significantly lower than SXRY.DE's 14.40% return. Over the past 10 years, EXV1.DE has underperformed SXRY.DE with an annualized return of 14.23%, while SXRY.DE has yielded a comparatively higher 15.00% annualized return.
EXV1.DE
- 1D
- 0.48%
- 1M
- 2.19%
- YTD
- 7.43%
- 6M
- 15.31%
- 1Y
- 39.88%
- 3Y*
- 42.40%
- 5Y*
- 27.92%
- 10Y*
- 14.23%
SXRY.DE
- 1D
- 0.28%
- 1M
- 4.91%
- YTD
- 14.40%
- 6M
- 18.22%
- 1Y
- 30.76%
- 3Y*
- 28.94%
- 5Y*
- 19.74%
- 10Y*
- 15.00%
EXV1.DE vs. SXRY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXV1.DE iShares STOXX Europe 600 Banks UCITS ETF (DE) | 7.43% | 77.02% | 32.97% | 26.28% | 1.84% | 37.98% | -24.54% | 15.17% | -25.82% | 11.63% |
SXRY.DE iShares FTSE MIB UCITS ETF (Acc) | 14.40% | 37.80% | 18.15% | 33.34% | -9.13% | 26.71% | -4.02% | 33.22% | -14.32% | 16.72% |
Correlation
The correlation between EXV1.DE and SXRY.DE is 0.85, 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 | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Mar 12, 2010 | 0.78 |
The correlation between EXV1.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
EXV1.DE vs. SXRY.DE — Risk / Return Rank
EXV1.DE
SXRY.DE
EXV1.DE vs. SXRY.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Banks UCITS ETF (DE) (EXV1.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.
| EXV1.DE | SXRY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.07 | ||
| Sortino ratioReturn per unit of downside risk | -0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.33 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.55 | 3.16 | -0.61 |
| Martin ratioReturn relative to average drawdown | 8.70 | 11.35 | -2.65 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EXV1.DE | SXRY.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.85 | 1.92 | -0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.21 | 1.07 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.74 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.10 | 0.38 | -0.28 |
Drawdowns
EXV1.DE vs. SXRY.DE - Drawdown Comparison
The maximum EXV1.DE drawdown since its inception was -82.30%, 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 EXV1.DE and SXRY.DE.
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Drawdown Indicators
| EXV1.DE | SXRY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.30% | -43.59% | -38.71% |
Max Drawdown (1Y)Largest decline over 1 year | -16.03% | -9.69% | -6.34% |
Max Drawdown (3Y)Largest decline over 3 years | -20.12% | -17.61% | -2.51% |
Max Drawdown (5Y)Largest decline over 5 years | -28.12% | -25.00% | -3.12% |
Max Drawdown (10Y)Largest decline over 10 years | -56.14% | -40.81% | -15.33% |
Current DrawdownCurrent decline from peak | -1.37% | -0.76% | -0.61% |
Average DrawdownAverage peak-to-trough decline | -44.64% | -11.63% | -33.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.71% | 2.70% | +2.01% |
Volatility
EXV1.DE vs. SXRY.DE - Volatility Comparison
iShares STOXX Europe 600 Banks UCITS ETF (DE) (EXV1.DE) has a higher volatility of 5.77% compared to iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) at 4.82%. This indicates that EXV1.DE's price experiences larger fluctuations and is considered to be riskier 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
| EXV1.DE | SXRY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.77% | 4.82% | +0.95% |
Volatility (6M)Calculated over the trailing 6-month period | 17.93% | 12.56% | +5.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.06% | 15.91% | +6.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.83% | 18.28% | +4.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.03% | 20.18% | +4.85% |
EXV1.DE vs. SXRY.DE - Expense Ratio Comparison
EXV1.DE has a 0.47% expense ratio, which is higher than SXRY.DE's 0.33% expense ratio.
Dividends
EXV1.DE vs. SXRY.DE - Dividend Comparison
EXV1.DE's dividend yield for the trailing twelve months is around 3.59%, while SXRY.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXV1.DE iShares STOXX Europe 600 Banks UCITS ETF (DE) | 3.59% | 3.63% | 5.51% | 4.53% | 6.37% | 1.06% | 1.52% | 4.31% | 4.03% | 6.01% | 3.49% | 3.41% |
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
EXV1.DE and SXRY.DE have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRY.DE is cheaper at 0.33% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRY.DE is cheaper with a 0.33% expense ratio, compared with 0.47% for EXV1.DE.
EXV1.DE is categorized as Financials Equities, while SXRY.DE is Europe Equities. EXV1.DE tracks STOXX® Europe 600 Banks, while SXRY.DE tracks FTSE MIB. Their fees differ too: 0.47% for EXV1.DE and 0.33% for SXRY.DE.
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