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MVEE.DE vs. SXRY.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MVEE.DE vs. SXRY.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc) (MVEE.DE) and iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MVEE.DE vs. SXRY.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MVEE.DE
MVEE.DE Risk / Return Rank: 3535
Overall Rank
MVEE.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
MVEE.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
MVEE.DE Omega Ratio Rank: 3434
Omega Ratio Rank
MVEE.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
MVEE.DE Martin Ratio Rank: 3838
Martin Ratio Rank

SXRY.DE
SXRY.DE Risk / Return Rank: 8282
Overall Rank
SXRY.DE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
SXRY.DE Sortino Ratio Rank: 8282
Sortino Ratio Rank
SXRY.DE Omega Ratio Rank: 7979
Omega Ratio Rank
SXRY.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
SXRY.DE Martin Ratio Rank: 8282
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.DESXRY.DEDifference
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

MVEE.DE vs. SXRY.DE - Sharpe Ratio Comparison

The current MVEE.DE Sharpe Ratio is 1.18, which is lower than the SXRY.DE Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of MVEE.DE and SXRY.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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.DESXRY.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

0.00%

-1.98%

+1.98%

Average Drawdown

Average peak-to-trough decline

-4.50%

-11.61%

+7.11%

Ulcer Index

Depth 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.DESXRY.DEDifference

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.


Tickers have no history of dividend payments

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.

Portfolio Optimizer

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