IQQU.DE vs. SXRY.DE
IQQU.DE (iShares MSCI Europe ex-UK UCITS ETF) and SXRY.DE (iShares FTSE MIB UCITS ETF (Acc)) are both Europe Equities funds from iShares - IQQU.DE tracks the MSCI Europe ex UK while SXRY.DE tracks the FTSE MIB. Both are passively managed. Over the past 10 years, IQQU.DE returned 9.78%/yr vs 15.96%/yr for SXRY.DE. Their correlation of 0.80 suggests significant overlap in exposure. IQQU.DE charges 0.40%/yr vs 0.33%/yr for SXRY.DE.
Performance
IQQU.DE vs. SXRY.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IQQU.DE achieves a 10.15% return, which is significantly lower than SXRY.DE's 18.48% return. Over the past 10 years, IQQU.DE has underperformed SXRY.DE with an annualized return of 9.78%, while SXRY.DE has yielded a comparatively higher 15.96% annualized return.
IQQU.DE
- 1D
- -0.42%
- 1M
- -0.13%
- 6M
- 6.22%
- YTD
- 10.15%
- 1Y
- 19.25%
- 3Y*
- 13.69%
- 5Y*
- 9.34%
- 10Y*
- 9.78%
SXRY.DE
- 1D
- -0.88%
- 1M
- -1.77%
- 6M
- 16.40%
- YTD
- 18.48%
- 1Y
- 34.29%
- 3Y*
- 27.46%
- 5Y*
- 21.28%
- 10Y*
- 15.96%
IQQU.DE vs. SXRY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IQQU.DE iShares MSCI Europe ex-UK UCITS ETF | 10.15% | 20.10% | 6.36% | 17.27% | -12.22% | 24.46% | 1.52% | 28.72% | -11.38% | 11.87% |
SXRY.DE iShares FTSE MIB UCITS ETF (Acc) | 18.48% | 37.80% | 18.15% | 33.34% | -9.13% | 26.71% | -4.02% | 33.22% | -14.32% | 16.72% |
Correlation
The correlation between IQQU.DE and SXRY.DE is 0.82, 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 | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Mar 11, 2010 | 0.80 |
The correlation between IQQU.DE and SXRY.DE has been stable across timeframes, ranging from 0.80 to 0.85 - a consistent structural relationship.
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Return for Risk
IQQU.DE vs. SXRY.DE — Risk / Return Rank
IQQU.DE
SXRY.DE
IQQU.DE vs. SXRY.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe ex-UK UCITS ETF (IQQU.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.
| IQQU.DE | SXRY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.78 | ||
| Sortino ratioReturn per unit of downside risk | -0.92 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.38 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.92 | 3.59 | -1.67 |
| Martin ratioReturn relative to average drawdown | 7.25 | 13.26 | -6.01 |
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Drawdowns
IQQU.DE vs. SXRY.DE - Drawdown Comparison
The maximum IQQU.DE drawdown since its inception was -58.28%, 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 IQQU.DE and SXRY.DE.
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Drawdown Indicators
| IQQU.DE | SXRY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.28% | -43.59% | -14.69% |
Max Drawdown (1Y)Largest decline over 1 year | -9.97% | -9.69% | -0.28% |
Max Drawdown (3Y)Largest decline over 3 years | -16.34% | -17.61% | +1.27% |
Max Drawdown (5Y)Largest decline over 5 years | -22.55% | -25.00% | +2.45% |
Max Drawdown (10Y)Largest decline over 10 years | -34.62% | -40.81% | +6.19% |
Current DrawdownCurrent decline from peak | -2.31% | -2.09% | -0.22% |
Average DrawdownAverage peak-to-trough decline | -12.48% | -11.56% | -0.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.64% | 2.63% | +0.01% |
Volatility
IQQU.DE vs. SXRY.DE - Volatility Comparison
The current volatility for iShares MSCI Europe ex-UK UCITS ETF (IQQU.DE) is 3.45%, while iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) has a volatility of 3.79%. This indicates that IQQU.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
| IQQU.DE | SXRY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.45% | 3.79% | -0.34% |
Volatility (6M)Calculated over the trailing 6-month period | 11.42% | 13.02% | -1.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.69% | 15.97% | -2.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.92% | 18.25% | -3.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.38% | 19.49% | -4.11% |
IQQU.DE vs. SXRY.DE - Expense Ratio Comparison
IQQU.DE has a 0.40% expense ratio, which is higher than SXRY.DE's 0.33% expense ratio.
Dividends
IQQU.DE vs. SXRY.DE - Dividend Comparison
IQQU.DE's dividend yield for the trailing twelve months is around 2.02%, while SXRY.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IQQU.DE iShares MSCI Europe ex-UK UCITS ETF | 2.02% | 2.15% | 2.38% | 2.36% | 2.33% | 1.62% | 1.43% | 2.31% | 2.67% | 2.26% | 2.31% | 2.14% |
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
IQQU.DE and SXRY.DE have a correlation of 0.82, 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 0.40% for IQQU.DE.
IQQU.DE tracks MSCI Europe ex UK, while SXRY.DE tracks FTSE MIB. Their fees differ too: 0.40% for IQQU.DE and 0.33% for SXRY.DE.
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