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REY.MI vs. URTH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

REY.MI vs. URTH

Last updated Jul 22, 2026
Documentation

REY.MI (Reply S.p.A.) is a stock, while URTH (iShares MSCI World ETF) is Global Equities fund tracking the MSCI World Index (Net). Over the past 10 years, REY.MI returned 12.81%/yr vs 12.42%/yr for URTH. At a 0.22 correlation, their price movements are largely independent.

Performance

REY.MI vs. URTH - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Reply S.p.A. (REY.MI) and iShares MSCI World ETF (URTH). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

REY.MI is traded in EUR, while URTH is traded in USD. To make them comparable, the URTH values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, REY.MI achieves a -16.32% return, which is significantly lower than URTH's 12.14% return. Both investments have delivered pretty close results over the past 10 years, with REY.MI having a 12.81% annualized return and URTH not far behind at 12.42%.

REY.MI

1D
-3.52%
1M
2.44%
6M
-13.07%
YTD
-16.32%
1Y
-31.88%
3Y*
-0.43%
5Y*
-7.43%
10Y*
12.81%
ALL TIME*
20.82%

URTH

1D
0.00%
1M
-0.39%
6M
12.01%
YTD
12.14%
1Y
22.09%
3Y*
17.21%
5Y*
11.88%
10Y*
12.42%
ALL TIME*
13.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

REY.MI vs. URTH - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
REY.MI
Reply S.p.A.		-16.32%-24.65%29.31%12.74%-39.72%88.45%38.35%58.79%-3.90%61.12%
URTH
iShares MSCI World ETF		13.35%6.96%26.49%20.23%-12.88%31.42%6.24%31.04%-4.27%7.84%

Correlation

The correlation between REY.MI and URTH is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.17

Correlation (3Y)
Calculated over the trailing 3-year period

0.22

Correlation (5Y)
Calculated over the trailing 5-year period

0.28

Correlation (10Y)
Calculated over the trailing 10-year period

0.26

Correlation (All Time)
Calculated using the full available price history since Jan 12, 2012

0.22

The correlation between REY.MI and URTH shifts across timeframes, from 0.17 (1 year) to 0.28 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Reply S.p.A.

iShares MSCI World ETF

Often compared with REY.MI:
REY.MI vs. SOP.PAREY.MI vs. SPYREY.MI vs. ARCAD.ASREY.MI vs. PEUG.PAREY.MI vs. RF.PAREY.MI vs. ACNREY.MI vs. PGHN.SW
Often compared with URTH:
URTH vs. VTURTH vs. IWDA.LURTH vs. SPYURTH vs. VOOURTH vs. XWD.TOURTH vs. BRK-BURTH vs. VXUS

Return for Risk

REY.MI vs. URTH — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
REY.MI
REY.MI Risk / Return Rank: 1212
Overall Rank
REY.MI Sharpe Ratio Rank: 88
Sharpe Ratio Rank
REY.MI Sortino Ratio Rank: 1111
Sortino Ratio Rank
REY.MI Omega Ratio Rank: 1111
Omega Ratio Rank
REY.MI Calmar Ratio Rank: 1818
Calmar Ratio Rank
REY.MI Martin Ratio Rank: 1414
Martin Ratio Rank
URTH
URTH Risk / Return Rank: 6666
Overall Rank
URTH Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
URTH Sortino Ratio Rank: 6565
Sortino Ratio Rank
URTH Omega Ratio Rank: 6363
Omega Ratio Rank
URTH Calmar Ratio Rank: 6161
Calmar Ratio Rank
URTH Martin Ratio Rank: 7373
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.

REY.MI vs. URTH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Reply S.p.A. (REY.MI) and iShares MSCI World ETF (URTH). 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.

REY.MIURTHDifference
Sharpe ratioReturn per unit of total volatility
-0.89
1.82

-2.71

Sortino ratioReturn per unit of downside risk
-1.14
2.41

-3.55

Omega ratioGain probability vs. loss probability

0.85

1.34

-0.49

Calmar ratioReturn relative to maximum drawdown

-0.71

3.38

-4.09

Martin ratioReturn relative to average drawdown

-1.26

13.69

-14.95

REY.MI vs. URTH - Sharpe Ratio Comparison

The current REY.MI Sharpe Ratio is -0.89, which is lower than the URTH Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of REY.MI and URTH, 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

REY.MI vs. URTH - Drawdown Comparison

The maximum REY.MI drawdown since its inception was -57.09%, which is greater than URTH's maximum drawdown of -33.45%. Use the drawdown chart below to compare losses from any high point for REY.MI and URTH.

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Drawdown Indicators

REY.MIURTHDifference

Max Drawdown

Largest peak-to-trough decline

-57.09%

-33.45%

-23.64%

Max Drawdown (1Y)

Largest decline over 1 year

-44.85%

-6.56%

-38.29%

Max Drawdown (3Y)

Largest decline over 3 years

-53.59%

-20.94%

-32.65%

Max Drawdown (5Y)

Largest decline over 5 years

-57.09%

-20.94%

-36.15%

Max Drawdown (10Y)

Largest decline over 10 years

-57.09%

-33.45%

-23.64%

Current Drawdown

Current decline from peak

-46.62%

-1.71%

-44.91%

Average Drawdown

Average peak-to-trough decline

-16.59%

-4.08%

-12.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.27%

1.62%

+23.65%

Volatility

REY.MI vs. URTH - Volatility Comparison

Reply S.p.A. (REY.MI) has a higher volatility of 9.06% compared to iShares MSCI World ETF (URTH) at 2.94%. This indicates that REY.MI's price experiences larger fluctuations and is considered to be riskier than URTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

REY.MIURTHDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.06%

2.94%

+6.12%

Volatility (6M)

Calculated over the trailing 6-month period

31.43%

9.29%

+22.14%

Volatility (1Y)

Calculated over the trailing 1-year period

36.01%

12.18%

+23.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.62%

15.41%

+18.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.74%

17.19%

+15.55%

Dividends

REY.MI vs. URTH - Dividend Comparison

REY.MI's dividend yield for the trailing twelve months is around 1.43%, more than URTH's 1.40% yield.

PositionTTM20252024202320222021202020192018201720162015
REY.MI
Reply S.p.A.		1.43%1.00%0.65%0.84%0.75%0.31%0.55%0.65%0.79%2.49%3.39%2.70%
URTH
iShares MSCI World ETF		1.40%1.48%1.47%1.70%1.68%1.50%1.52%2.16%2.30%1.88%2.15%2.35%

Frequently Asked Questions

REY.MI and URTH have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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