MVEE.DE vs. SXRY.DE
MVEE.DE (iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc)) and SXRY.DE (iShares FTSE MIB UCITS ETF (Acc)) are both Europe Equities funds from iShares - MVEE.DE tracks the MSCI Europe NR EUR while SXRY.DE tracks the FTSE MIB. Both are passively managed. Over the past 5 years, MVEE.DE returned 6.17%/yr vs 20.54%/yr for SXRY.DE. A 0.72 correlation means they provide meaningful diversification when combined. MVEE.DE charges 0.25%/yr vs 0.33%/yr for SXRY.DE.
Performance
MVEE.DE vs. SXRY.DE - Performance Comparison
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Returns By Period
In the year-to-date period, MVEE.DE achieves a 8.14% return, which is significantly lower than SXRY.DE's 18.23% return.
MVEE.DE
- 1D
- 0.92%
- 1M
- 1.27%
- YTD
- 8.14%
- 6M
- 8.67%
- 1Y
- 11.72%
- 3Y*
- 10.33%
- 5Y*
- 6.17%
- 10Y*
- —
SXRY.DE
- 1D
- 0.23%
- 1M
- 4.00%
- YTD
- 18.23%
- 6M
- 19.05%
- 1Y
- 37.48%
- 3Y*
- 29.61%
- 5Y*
- 20.54%
- 10Y*
- 17.09%
MVEE.DE vs. SXRY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MVEE.DE iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc) | 8.14% | 8.71% | 8.75% | 12.46% | -15.04% | 23.79% | 13.95% |
SXRY.DE iShares FTSE MIB UCITS ETF (Acc) | 18.23% | 37.80% | 18.15% | 33.34% | -9.13% | 26.71% | 34.82% |
Correlation
The correlation between MVEE.DE and SXRY.DE is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Apr 17, 2020 | 0.72 |
Over the past year, the correlation between MVEE.DE and SXRY.DE has dropped to 0.50 - well below their long-term average of 0.72, suggesting their price drivers have been diverging.
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Return for Risk
MVEE.DE vs. SXRY.DE — Risk / Return Rank
MVEE.DE
SXRY.DE
MVEE.DE vs. SXRY.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc) (MVEE.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.
| MVEE.DE | SXRY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.17 | ||
| Sortino ratioReturn per unit of downside risk | -1.48 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.41 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.58 | 3.85 | -2.27 |
| Martin ratioReturn relative to average drawdown | 5.45 | 14.30 | -8.85 |
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Drawdowns
MVEE.DE vs. SXRY.DE - Drawdown Comparison
The maximum MVEE.DE drawdown since its inception was -20.19%, smaller than the maximum SXRY.DE drawdown of -43.59%. Use the drawdown chart below to compare losses from any high point for MVEE.DE and SXRY.DE.
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Drawdown Indicators
| MVEE.DE | SXRY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.19% | -43.59% | +23.40% |
Max Drawdown (1Y)Largest decline over 1 year | -7.40% | -9.69% | +2.29% |
Max Drawdown (3Y)Largest decline over 3 years | -12.19% | -17.61% | +5.42% |
Max Drawdown (5Y)Largest decline over 5 years | -20.19% | -25.00% | +4.81% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.81% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.98% | +1.98% |
Average DrawdownAverage peak-to-trough decline | -4.50% | -11.61% | +7.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.15% | 2.61% | -0.46% |
Volatility
MVEE.DE vs. SXRY.DE - Volatility Comparison
The current volatility for iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc) (MVEE.DE) is 2.19%, while iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) has a volatility of 3.90%. This indicates that MVEE.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
| MVEE.DE | SXRY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.19% | 3.90% | -1.71% |
Volatility (6M)Calculated over the trailing 6-month period | 8.16% | 12.78% | -4.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.93% | 15.89% | -5.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.08% | 18.29% | -6.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.47% | 19.65% | -7.18% |
MVEE.DE vs. SXRY.DE - Expense Ratio Comparison
MVEE.DE has a 0.25% expense ratio, which is lower than SXRY.DE's 0.33% expense ratio.
Dividends
MVEE.DE vs. SXRY.DE - Dividend Comparison
Neither MVEE.DE nor SXRY.DE has paid dividends to shareholders.
Frequently Asked Questions
MVEE.DE and SXRY.DE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, MVEE.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MVEE.DE is cheaper with a 0.25% expense ratio, compared with 0.33% for SXRY.DE.
MVEE.DE tracks MSCI Europe NR EUR, while SXRY.DE tracks FTSE MIB. Their fees differ too: 0.25% for MVEE.DE and 0.33% for SXRY.DE.
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