S6EW.L vs. IMIB.L
S6EW.L (Ossiam STOXX Europe 600 ESG Equal Weight NR UCITS ETF 1C EUR (Acc)) and IMIB.L (iShares FTSE MIB UCITS ETF EUR (Dist)) are both Europe Equities funds - S6EW.L tracks the STOXX Europe 600 ESG Broad Market Equal Weight Index Net Return EUR while IMIB.L tracks the FTSE Italia AllShare TR EUR. Both are passively managed. Over the past 10 years, S6EW.L returned 8.04%/yr vs 15.43%/yr for IMIB.L. A 0.76 correlation means they provide meaningful diversification when combined. S6EW.L charges 0.30%/yr vs 0.35%/yr for IMIB.L.
Performance
S6EW.L vs. IMIB.L - Performance Comparison
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Different Trading Currencies
S6EW.L is traded in EUR, while IMIB.L is traded in GBp. To make them comparable, the IMIB.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, S6EW.L achieves a 8.61% return, which is significantly lower than IMIB.L's 18.87% return. Over the past 10 years, S6EW.L has underperformed IMIB.L with an annualized return of 8.04%, while IMIB.L has yielded a comparatively higher 15.43% annualized return.
S6EW.L
- 1D
- 0.43%
- 1M
- 1.08%
- 6M
- 5.77%
- YTD
- 8.61%
- 1Y
- 15.19%
- 3Y*
- 12.05%
- 5Y*
- 5.57%
- 10Y*
- 8.04%
IMIB.L
- 1D
- -0.59%
- 1M
- -0.90%
- 6M
- 16.34%
- YTD
- 18.87%
- 1Y
- 34.79%
- 3Y*
- 27.51%
- 5Y*
- 21.27%
- 10Y*
- 15.43%
S6EW.L vs. IMIB.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
S6EW.L Ossiam STOXX Europe 600 ESG Equal Weight NR UCITS ETF 1C EUR (Acc) | 8.61% | 17.10% | 4.54% | 14.86% | -18.32% | 21.45% | 1.62% | 27.65% | -11.86% | 14.90% |
IMIB.L iShares FTSE MIB UCITS ETF EUR (Dist) | 18.87% | 36.28% | 18.63% | 33.31% | -8.56% | 26.00% | -4.05% | 32.79% | -16.36% | 14.30% |
Correlation
The correlation between S6EW.L and IMIB.L is 0.75, 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 | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Aug 31, 2011 | 0.76 |
The correlation between S6EW.L and IMIB.L has been stable across timeframes, ranging from 0.75 to 0.81 - a consistent structural relationship.
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Return for Risk
S6EW.L vs. IMIB.L — Risk / Return Rank
S6EW.L
IMIB.L
S6EW.L vs. IMIB.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ossiam STOXX Europe 600 ESG Equal Weight NR UCITS ETF 1C EUR (Acc) (S6EW.L) and iShares FTSE MIB UCITS ETF EUR (Dist) (IMIB.L). 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.
| S6EW.L | IMIB.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.06 | ||
| Sortino ratioReturn per unit of downside risk | -1.38 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.41 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.50 | 3.71 | -2.21 |
| Martin ratioReturn relative to average drawdown | 5.60 | 13.42 | -7.82 |
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Drawdowns
S6EW.L vs. IMIB.L - Drawdown Comparison
The maximum S6EW.L drawdown since its inception was -37.58%, smaller than the maximum IMIB.L drawdown of -74.08%. Use the drawdown chart below to compare losses from any high point for S6EW.L and IMIB.L.
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Drawdown Indicators
| S6EW.L | IMIB.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.58% | -74.08% | +36.50% |
Max Drawdown (1Y)Largest decline over 1 year | -10.36% | -9.33% | -1.03% |
Max Drawdown (3Y)Largest decline over 3 years | -15.06% | -17.52% | +2.46% |
Max Drawdown (5Y)Largest decline over 5 years | -29.60% | -25.04% | -4.56% |
Max Drawdown (10Y)Largest decline over 10 years | -37.58% | -41.31% | +3.73% |
Current DrawdownCurrent decline from peak | -0.63% | -1.90% | +1.27% |
Average DrawdownAverage peak-to-trough decline | -6.14% | -40.05% | +33.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.78% | 2.59% | +0.19% |
Volatility
S6EW.L vs. IMIB.L - Volatility Comparison
The current volatility for Ossiam STOXX Europe 600 ESG Equal Weight NR UCITS ETF 1C EUR (Acc) (S6EW.L) is 3.31%, while iShares FTSE MIB UCITS ETF EUR (Dist) (IMIB.L) has a volatility of 3.64%. This indicates that S6EW.L experiences smaller price fluctuations and is considered to be less risky than IMIB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| S6EW.L | IMIB.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.31% | 3.64% | -0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 10.74% | 12.36% | -1.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.70% | 15.16% | -2.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.60% | 18.06% | -2.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.95% | 19.44% | -3.49% |
S6EW.L vs. IMIB.L - Expense Ratio Comparison
S6EW.L has a 0.30% expense ratio, which is lower than IMIB.L's 0.35% expense ratio.
Dividends
S6EW.L vs. IMIB.L - Dividend Comparison
S6EW.L has not paid dividends to shareholders, while IMIB.L's dividend yield for the trailing twelve months is around 3.78%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IMIB.L iShares FTSE MIB UCITS ETF EUR (Dist) | 3.78% | 3.83% | 4.53% | 3.77% | 3.90% | 3.15% | 1.44% | 3.41% | 0.00% | 0.61% | 2.82% | 2.15% |
S6EW.L Ossiam STOXX Europe 600 ESG Equal Weight NR UCITS ETF 1C EUR (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
S6EW.L and IMIB.L have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, S6EW.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
S6EW.L is cheaper with a 0.30% expense ratio, compared with 0.35% for IMIB.L.
S6EW.L tracks STOXX Europe 600 ESG Broad Market Equal Weight Index Net Return EUR, while IMIB.L tracks FTSE Italia AllShare TR EUR. They also come from different issuers: Ossiam and iShares. Their fees differ too: 0.30% for S6EW.L and 0.35% for IMIB.L.
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