SXR7.DE vs. SXRY.DE
SXR7.DE (iShares Core MSCI EMU UCITS ETF EUR (Acc)) and SXRY.DE (iShares FTSE MIB UCITS ETF (Acc)) are both Europe Equities funds from iShares - SXR7.DE tracks the MSCI EMU while SXRY.DE tracks the FTSE MIB. Both are passively managed. Over the past 10 years, SXR7.DE returned 11.51%/yr vs 17.09%/yr for SXRY.DE. Their correlation of 0.83 suggests significant overlap in exposure. SXR7.DE charges 0.12%/yr vs 0.33%/yr for SXRY.DE.
Performance
SXR7.DE vs. SXRY.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXR7.DE achieves a 11.72% return, which is significantly lower than SXRY.DE's 18.23% return. Over the past 10 years, SXR7.DE has underperformed SXRY.DE with an annualized return of 11.51%, while SXRY.DE has yielded a comparatively higher 17.09% annualized return.
SXR7.DE
- 1D
- 0.74%
- 1M
- 3.14%
- YTD
- 11.72%
- 6M
- 12.70%
- 1Y
- 24.09%
- 3Y*
- 17.41%
- 5Y*
- 10.92%
- 10Y*
- 11.51%
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%
SXR7.DE vs. SXRY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXR7.DE iShares Core MSCI EMU UCITS ETF EUR (Acc) | 11.72% | 24.84% | 9.37% | 18.88% | -11.80% | 22.25% | -0.64% | 27.60% | -13.03% | 12.98% |
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 SXR7.DE and SXRY.DE is 0.86, 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 | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Mar 11, 2010 | 0.83 |
The correlation between SXR7.DE and SXRY.DE has been stable across timeframes, ranging from 0.83 to 0.89 - a consistent structural relationship.
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Return for Risk
SXR7.DE vs. SXRY.DE — Risk / Return Rank
SXR7.DE
SXRY.DE
SXR7.DE vs. SXRY.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI EMU UCITS ETF EUR (Acc) (SXR7.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.
| SXR7.DE | SXRY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.70 | ||
| Sortino ratioReturn per unit of downside risk | -0.77 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.41 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.35 | 3.85 | -1.50 |
| Martin ratioReturn relative to average drawdown | 8.76 | 14.30 | -5.54 |
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Drawdowns
SXR7.DE vs. SXRY.DE - Drawdown Comparison
The maximum SXR7.DE drawdown since its inception was -38.17%, smaller than the maximum SXRY.DE drawdown of -43.59%. Use the drawdown chart below to compare losses from any high point for SXR7.DE and SXRY.DE.
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Drawdown Indicators
| SXR7.DE | SXRY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.17% | -43.59% | +5.42% |
Max Drawdown (1Y)Largest decline over 1 year | -10.21% | -9.69% | -0.52% |
Max Drawdown (3Y)Largest decline over 3 years | -15.12% | -17.61% | +2.49% |
Max Drawdown (5Y)Largest decline over 5 years | -24.49% | -25.00% | +0.51% |
Max Drawdown (10Y)Largest decline over 10 years | -38.17% | -40.81% | +2.64% |
Current DrawdownCurrent decline from peak | -0.83% | -1.98% | +1.15% |
Average DrawdownAverage peak-to-trough decline | -6.69% | -11.61% | +4.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.74% | 2.61% | +0.13% |
Volatility
SXR7.DE vs. SXRY.DE - Volatility Comparison
The current volatility for iShares Core MSCI EMU UCITS ETF EUR (Acc) (SXR7.DE) is 3.37%, while iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) has a volatility of 3.90%. This indicates that SXR7.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
| SXR7.DE | SXRY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.37% | 3.90% | -0.53% |
Volatility (6M)Calculated over the trailing 6-month period | 12.19% | 12.78% | -0.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.60% | 15.89% | -1.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.19% | 18.29% | -2.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.75% | 19.65% | -2.90% |
SXR7.DE vs. SXRY.DE - Expense Ratio Comparison
SXR7.DE has a 0.12% expense ratio, which is lower than SXRY.DE's 0.33% expense ratio.
Dividends
SXR7.DE vs. SXRY.DE - Dividend Comparison
Neither SXR7.DE nor SXRY.DE has paid dividends to shareholders.
Frequently Asked Questions
SXR7.DE and SXRY.DE have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXR7.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXR7.DE is cheaper with a 0.12% expense ratio, compared with 0.33% for SXRY.DE.
SXR7.DE tracks MSCI EMU, while SXRY.DE tracks FTSE MIB. Their fees differ too: 0.12% for SXR7.DE and 0.33% for SXRY.DE.
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