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SXRY.DE vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

SXRY.DE vs. ^GSPC

Last updated Jun 5, 2026

SXRY.DE (iShares FTSE MIB UCITS ETF (Acc)) is Europe Equities fund tracking the FTSE MIB, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, SXRY.DE returned 15.00%/yr vs 13.40%/yr for ^GSPC. At a 0.38 correlation, their price movements are largely independent.

Performance

SXRY.DE vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SXRY.DE is traded in EUR, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SXRY.DE achieves a 14.40% return, which is significantly higher than ^GSPC's 12.06% return. Over the past 10 years, SXRY.DE has outperformed ^GSPC with an annualized return of 15.00%, while ^GSPC has yielded a comparatively lower 13.40% annualized return.

SXRY.DE

1D
0.28%
1M
4.91%
YTD
14.40%
6M
18.22%
1Y
30.76%
3Y*
28.94%
5Y*
19.74%
10Y*
15.00%

^GSPC

1D
0.27%
1M
5.17%
YTD
12.06%
6M
10.90%
1Y
24.89%
3Y*
17.85%
5Y*
13.43%
10Y*
13.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SXRY.DE vs. ^GSPC - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SXRY.DE
iShares FTSE MIB UCITS ETF (Acc)		14.40%37.80%18.15%33.34%-9.13%26.71%-4.02%33.22%-14.32%16.72%
^GSPC
S&P 500 Index		12.06%2.58%31.45%20.51%-14.45%36.38%6.68%31.79%-1.84%4.74%

Correlation

The correlation between SXRY.DE and ^GSPC is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.39

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

0.25

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

0.33

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

0.37

Correlation (All Time)
Calculated using the full available price history since Mar 12, 2010

0.38

The correlation between SXRY.DE and ^GSPC shifts across timeframes, from 0.25 (3 years) to 0.39 (1 year), reflecting how their relationship changes across market environments.

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iShares FTSE MIB UCITS ETF (Acc)

S&P 500 Index

Often compared with SXRY.DE:
SXRY.DE vs. SXRT.DESXRY.DE vs. CEMS.DESXRY.DE vs. HDX1.DESXRY.DE vs. IS3T.DESXRY.DE vs. VGKSXRY.DE vs. SPYSXRY.DE vs. IQQ0.DE
Often compared with ^GSPC:
^GSPC vs. ^IBEX^GSPC vs. AVGO^GSPC vs. SCHD^GSPC vs. GC=F^GSPC vs. TSMU^GSPC vs. QQQ^GSPC vs. ACWI

Return for Risk

SXRY.DE vs. ^GSPC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SXRY.DE
SXRY.DE Risk / Return Rank: 5959
Overall Rank
SXRY.DE Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
SXRY.DE Sortino Ratio Rank: 5757
Sortino Ratio Rank
SXRY.DE Omega Ratio Rank: 5555
Omega Ratio Rank
SXRY.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
SXRY.DE Martin Ratio Rank: 6363
Martin Ratio Rank
^GSPC
^GSPC Risk / Return Rank: 8080
Overall Rank
^GSPC Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 7979
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 7979
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 7676
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 8686
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.

SXRY.DE vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) and S&P 500 Index (^GSPC). 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.

SXRY.DE^GSPCDifference
Sharpe ratioReturn per unit of total volatility
1.92
2.04

-0.11

Sortino ratioReturn per unit of downside risk
2.68
2.65

+0.03

Omega ratioGain probability vs. loss probability

1.33

1.37

-0.04

Calmar ratioReturn relative to maximum drawdown

3.16

3.30

-0.14

Martin ratioReturn relative to average drawdown

11.35

12.34

-0.99

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SXRY.DE vs. ^GSPC - Sharpe Ratio Comparison

The current SXRY.DE Sharpe Ratio is 1.92, which is comparable to the ^GSPC Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of SXRY.DE and ^GSPC, 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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Sharpe Ratios by Period

SXRY.DE^GSPCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.92

2.04

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.07

0.80

+0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.72

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.51

-0.13

Drawdowns

SXRY.DE vs. ^GSPC - Drawdown Comparison

The maximum SXRY.DE drawdown since its inception was -43.59%, smaller than the maximum ^GSPC drawdown of -51.62%. Use the drawdown chart below to compare losses from any high point for SXRY.DE and ^GSPC.

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Drawdown Indicators

SXRY.DE^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-43.59%

-51.62%

+8.03%

Max Drawdown (1Y)

Largest decline over 1 year

-9.69%

-7.57%

-2.12%

Max Drawdown (3Y)

Largest decline over 3 years

-17.61%

-23.99%

+6.38%

Max Drawdown (5Y)

Largest decline over 5 years

-25.00%

-23.99%

-1.01%

Max Drawdown (10Y)

Largest decline over 10 years

-40.81%

-33.42%

-7.39%

Current Drawdown

Current decline from peak

-0.76%

-0.20%

-0.56%

Average Drawdown

Average peak-to-trough decline

-11.63%

-9.08%

-2.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

2.02%

+0.68%

Volatility

SXRY.DE vs. ^GSPC - Volatility Comparison

iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) has a higher volatility of 4.82% compared to S&P 500 Index (^GSPC) at 2.24%. This indicates that SXRY.DE's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SXRY.DE^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.82%

2.24%

+2.58%

Volatility (6M)

Calculated over the trailing 6-month period

12.56%

8.62%

+3.94%

Volatility (1Y)

Calculated over the trailing 1-year period

15.91%

12.29%

+3.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.28%

16.79%

+1.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.18%

18.59%

+1.59%

Frequently Asked Questions

SXRY.DE and ^GSPC have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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