IQQ0.DE vs. SXRY.DE
IQQ0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc)) and SXRY.DE (iShares FTSE MIB UCITS ETF (Acc)) are both exchange-traded funds - IQQ0.DE is a Global Equities fund tracking the MSCI World Minimum Volatility, while SXRY.DE is a Europe Equities fund tracking the FTSE MIB. Both are passively managed. Over the past 10 years, IQQ0.DE returned 6.81%/yr vs 15.00%/yr for SXRY.DE. At a 0.46 correlation, their price movements are largely independent. IQQ0.DE charges 0.30%/yr vs 0.33%/yr for SXRY.DE.
Performance
IQQ0.DE vs. SXRY.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IQQ0.DE achieves a 1.59% return, which is significantly lower than SXRY.DE's 14.40% return. Over the past 10 years, IQQ0.DE has underperformed SXRY.DE with an annualized return of 6.81%, while SXRY.DE has yielded a comparatively higher 15.00% annualized return.
IQQ0.DE
- 1D
- -0.02%
- 1M
- 1.81%
- YTD
- 1.59%
- 6M
- 1.63%
- 1Y
- 0.25%
- 3Y*
- 6.35%
- 5Y*
- 6.14%
- 10Y*
- 6.81%
SXRY.DE
- 1D
- 0.28%
- 1M
- 2.66%
- YTD
- 14.40%
- 6M
- 18.51%
- 1Y
- 29.82%
- 3Y*
- 28.94%
- 5Y*
- 19.74%
- 10Y*
- 15.00%
IQQ0.DE vs. SXRY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IQQ0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) | 1.59% | -1.26% | 17.64% | 3.73% | -4.34% | 24.26% | -6.77% | 26.17% | 2.03% | 3.11% |
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 IQQ0.DE and SXRY.DE is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Feb 13, 2013 | 0.46 |
Over the past year, the correlation between IQQ0.DE and SXRY.DE has dropped to 0.22 - well below their long-term average of 0.46, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IQQ0.DE vs. SXRY.DE — Risk / Return Rank
IQQ0.DE
SXRY.DE
IQQ0.DE vs. SXRY.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.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.
| IQQ0.DE | SXRY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.96 | ||
| Sortino ratioReturn per unit of downside risk | -2.68 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.33 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | 3.16 | -3.22 |
| Martin ratioReturn relative to average drawdown | -0.12 | 11.35 | -11.47 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| IQQ0.DE | SXRY.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.04 | 1.92 | -1.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 1.07 | -0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.74 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.38 | +0.38 |
Drawdowns
IQQ0.DE vs. SXRY.DE - Drawdown Comparison
The maximum IQQ0.DE drawdown since its inception was -28.65%, smaller than the maximum SXRY.DE drawdown of -43.59%. Use the drawdown chart below to compare losses from any high point for IQQ0.DE and SXRY.DE.
Loading charts...
Drawdown Indicators
| IQQ0.DE | SXRY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.65% | -43.59% | +14.94% |
Max Drawdown (1Y)Largest decline over 1 year | -5.22% | -9.69% | +4.47% |
Max Drawdown (3Y)Largest decline over 3 years | -12.82% | -17.61% | +4.79% |
Max Drawdown (5Y)Largest decline over 5 years | -12.82% | -25.00% | +12.18% |
Max Drawdown (10Y)Largest decline over 10 years | -28.65% | -40.81% | +12.16% |
Current DrawdownCurrent decline from peak | -6.65% | -0.76% | -5.89% |
Average DrawdownAverage peak-to-trough decline | -4.54% | -11.63% | +7.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 2.70% | -0.26% |
Volatility
IQQ0.DE vs. SXRY.DE - Volatility Comparison
The current volatility for iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE) is 2.53%, while iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) has a volatility of 4.82%. This indicates that IQQ0.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.
Loading charts...
Volatility by Period
| IQQ0.DE | SXRY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.53% | 4.82% | -2.29% |
Volatility (6M)Calculated over the trailing 6-month period | 5.36% | 12.56% | -7.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.78% | 15.91% | -8.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.08% | 18.28% | -8.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.62% | 20.18% | -8.56% |
IQQ0.DE vs. SXRY.DE - Expense Ratio Comparison
IQQ0.DE has a 0.30% expense ratio, which is lower than SXRY.DE's 0.33% expense ratio.
Dividends
IQQ0.DE vs. SXRY.DE - Dividend Comparison
Neither IQQ0.DE nor SXRY.DE has paid dividends to shareholders.
Frequently Asked Questions
IQQ0.DE and SXRY.DE have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IQQ0.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IQQ0.DE is cheaper with a 0.30% expense ratio, compared with 0.33% for SXRY.DE.
IQQ0.DE is categorized as Global Equities, while SXRY.DE is Europe Equities. IQQ0.DE tracks MSCI World Minimum Volatility, while SXRY.DE tracks FTSE MIB. Their fees differ too: 0.30% for IQQ0.DE and 0.33% for SXRY.DE.
Find the right allocation for IQQ0.DE and SXRY.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer