IUSK.DE vs. SXRY.DE
IUSK.DE (iShares MSCI Europe SRI UCITS ETF (Acc)) and SXRY.DE (iShares FTSE MIB UCITS ETF (Acc)) are both Europe Equities funds from iShares - IUSK.DE tracks the MSCI Europe SRI Select Reduced Fossil Fuels while SXRY.DE tracks the FTSE MIB. Both are passively managed. Over the past 10 years, IUSK.DE returned 8.92%/yr vs 16.60%/yr for SXRY.DE. A 0.77 correlation means they provide meaningful diversification when combined. IUSK.DE charges 0.20%/yr vs 0.33%/yr for SXRY.DE.
Performance
IUSK.DE vs. SXRY.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUSK.DE achieves a 8.91% return, which is significantly lower than SXRY.DE's 17.22% return. Over the past 10 years, IUSK.DE has underperformed SXRY.DE with an annualized return of 8.92%, while SXRY.DE has yielded a comparatively higher 16.60% annualized return.
IUSK.DE
- 1D
- -0.36%
- 1M
- 2.37%
- YTD
- 8.91%
- 6M
- 9.82%
- 1Y
- 11.69%
- 3Y*
- 8.50%
- 5Y*
- 5.34%
- 10Y*
- 8.92%
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%
IUSK.DE vs. SXRY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUSK.DE iShares MSCI Europe SRI UCITS ETF (Acc) | 8.91% | 3.95% | 5.36% | 16.45% | -15.18% | 26.73% | 4.01% | 30.88% | -7.68% | 11.41% |
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 IUSK.DE and SXRY.DE is 0.70, 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 | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Jul 19, 2011 | 0.77 |
The correlation between IUSK.DE and SXRY.DE has been stable across timeframes, ranging from 0.70 to 0.77 - a consistent structural relationship.
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Return for Risk
IUSK.DE vs. SXRY.DE — Risk / Return Rank
IUSK.DE
SXRY.DE
IUSK.DE vs. SXRY.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe SRI UCITS ETF (Acc) (IUSK.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.
| IUSK.DE | SXRY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.40 | ||
| Sortino ratioReturn per unit of downside risk | -1.79 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.39 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.15 | 3.71 | -2.56 |
| Martin ratioReturn relative to average drawdown | 3.70 | 13.73 | -10.04 |
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Drawdowns
IUSK.DE vs. SXRY.DE - Drawdown Comparison
The maximum IUSK.DE drawdown since its inception was -33.56%, smaller than the maximum SXRY.DE drawdown of -43.59%. Use the drawdown chart below to compare losses from any high point for IUSK.DE and SXRY.DE.
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Drawdown Indicators
| IUSK.DE | SXRY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.56% | -43.59% | +10.03% |
Max Drawdown (1Y)Largest decline over 1 year | -10.12% | -9.69% | -0.43% |
Max Drawdown (3Y)Largest decline over 3 years | -15.94% | -17.61% | +1.67% |
Max Drawdown (5Y)Largest decline over 5 years | -23.50% | -25.00% | +1.50% |
Max Drawdown (10Y)Largest decline over 10 years | -33.56% | -40.81% | +7.25% |
Current DrawdownCurrent decline from peak | -0.36% | -2.82% | +2.46% |
Average DrawdownAverage peak-to-trough decline | -5.88% | -11.60% | +5.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 2.62% | +0.53% |
Volatility
IUSK.DE vs. SXRY.DE - Volatility Comparison
The current volatility for iShares MSCI Europe SRI UCITS ETF (Acc) (IUSK.DE) is 2.84%, while iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) has a volatility of 4.01%. This indicates that IUSK.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
| IUSK.DE | SXRY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.84% | 4.01% | -1.17% |
Volatility (6M)Calculated over the trailing 6-month period | 11.06% | 12.81% | -1.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.54% | 15.91% | -2.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.61% | 18.29% | -3.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.16% | 19.60% | -4.44% |
IUSK.DE vs. SXRY.DE - Expense Ratio Comparison
IUSK.DE has a 0.20% expense ratio, which is lower than SXRY.DE's 0.33% expense ratio.
Dividends
IUSK.DE vs. SXRY.DE - Dividend Comparison
Neither IUSK.DE nor SXRY.DE has paid dividends to shareholders.
Frequently Asked Questions
IUSK.DE and SXRY.DE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IUSK.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUSK.DE is cheaper with a 0.20% expense ratio, compared with 0.33% for SXRY.DE.
IUSK.DE tracks MSCI Europe SRI Select Reduced Fossil Fuels, while SXRY.DE tracks FTSE MIB. Their fees differ too: 0.20% for IUSK.DE and 0.33% for SXRY.DE.
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