S6X0.DE vs. SXRY.DE
S6X0.DE (Invesco EURO STOXX 50 UCITS ETF Dist) and SXRY.DE (iShares FTSE MIB UCITS ETF (Acc)) are both Europe Equities funds - S6X0.DE tracks the EURO STOXX 50 while SXRY.DE tracks the FTSE MIB. Both are passively managed. Over the past 10 years, S6X0.DE returned 11.85%/yr vs 17.09%/yr for SXRY.DE. Their correlation of 0.82 suggests significant overlap in exposure. S6X0.DE charges 0.05%/yr vs 0.33%/yr for SXRY.DE.
Performance
S6X0.DE vs. SXRY.DE - Performance Comparison
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Returns By Period
In the year-to-date period, S6X0.DE achieves a 10.25% return, which is significantly lower than SXRY.DE's 18.23% return. Over the past 10 years, S6X0.DE has underperformed SXRY.DE with an annualized return of 11.85%, while SXRY.DE has yielded a comparatively higher 17.09% annualized return.
S6X0.DE
- 1D
- 0.78%
- 1M
- 3.40%
- YTD
- 10.25%
- 6M
- 11.18%
- 1Y
- 22.32%
- 3Y*
- 16.61%
- 5Y*
- 11.79%
- 10Y*
- 11.85%
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%
S6X0.DE vs. SXRY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
S6X0.DE Invesco EURO STOXX 50 UCITS ETF Dist | 10.25% | 22.02% | 10.94% | 22.43% | -9.00% | 23.10% | -2.98% | 29.97% | -12.04% | 10.08% |
SXRY.DE iShares FTSE MIB UCITS ETF (Acc) | 18.23% | 37.80% | 18.15% | 33.34% | -9.13% | 26.71% | -4.02% | 33.22% | -14.32% | 16.72% |
Correlation
The correlation between S6X0.DE and SXRY.DE is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Mar 11, 2010 | 0.82 |
The correlation between S6X0.DE and SXRY.DE has been stable across timeframes, ranging from 0.82 to 0.87 - a consistent structural relationship.
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Return for Risk
S6X0.DE vs. SXRY.DE — Risk / Return Rank
S6X0.DE
SXRY.DE
S6X0.DE vs. SXRY.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco EURO STOXX 50 UCITS ETF Dist (S6X0.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.
| S6X0.DE | SXRY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.95 | ||
| Sortino ratioReturn per unit of downside risk | -1.09 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.41 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.04 | 3.85 | -1.81 |
| Martin ratioReturn relative to average drawdown | 7.10 | 14.30 | -7.20 |
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Drawdowns
S6X0.DE vs. SXRY.DE - Drawdown Comparison
The maximum S6X0.DE drawdown since its inception was -38.54%, smaller than the maximum SXRY.DE drawdown of -43.59%. Use the drawdown chart below to compare losses from any high point for S6X0.DE and SXRY.DE.
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Drawdown Indicators
| S6X0.DE | SXRY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.54% | -43.59% | +5.05% |
Max Drawdown (1Y)Largest decline over 1 year | -10.88% | -9.69% | -1.19% |
Max Drawdown (3Y)Largest decline over 3 years | -16.56% | -17.61% | +1.05% |
Max Drawdown (5Y)Largest decline over 5 years | -23.41% | -25.00% | +1.59% |
Max Drawdown (10Y)Largest decline over 10 years | -38.54% | -40.81% | +2.27% |
Current DrawdownCurrent decline from peak | -0.84% | -1.98% | +1.14% |
Average DrawdownAverage peak-to-trough decline | -7.69% | -11.61% | +3.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 2.61% | +0.53% |
Volatility
S6X0.DE vs. SXRY.DE - Volatility Comparison
The current volatility for Invesco EURO STOXX 50 UCITS ETF Dist (S6X0.DE) is 3.56%, while iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) has a volatility of 3.90%. This indicates that S6X0.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
| S6X0.DE | SXRY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.56% | 3.90% | -0.34% |
Volatility (6M)Calculated over the trailing 6-month period | 13.14% | 12.78% | +0.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.94% | 15.89% | +0.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.53% | 18.29% | -0.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.00% | 19.65% | -1.65% |
S6X0.DE vs. SXRY.DE - Expense Ratio Comparison
S6X0.DE has a 0.05% expense ratio, which is lower than SXRY.DE's 0.33% expense ratio.
Dividends
S6X0.DE vs. SXRY.DE - Dividend Comparison
S6X0.DE's dividend yield for the trailing twelve months is around 2.76%, while SXRY.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
S6X0.DE Invesco EURO STOXX 50 UCITS ETF Dist | 2.76% | 2.99% | 3.38% | 3.17% | 3.10% | 2.47% | 2.53% | 3.49% | 3.69% | 2.99% | 3.17% | 3.05% |
SXRY.DE iShares FTSE MIB UCITS ETF (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
S6X0.DE and SXRY.DE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, S6X0.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
S6X0.DE is cheaper with a 0.05% expense ratio, compared with 0.33% for SXRY.DE.
S6X0.DE tracks EURO STOXX 50, while SXRY.DE tracks FTSE MIB. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.05% for S6X0.DE and 0.33% for SXRY.DE.
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