SXRY.DE vs. 18M2.DE
SXRY.DE (iShares FTSE MIB UCITS ETF (Acc)) and 18M2.DE (Amundi ETF MSCI EMU High Dividend UCITS ETF EUR) are both Europe Equities funds - SXRY.DE tracks the FTSE MIB while 18M2.DE tracks the MSCI EMU High Dividend Yield. Both are passively managed. Over the past 10 years, SXRY.DE returned 15.00%/yr vs 8.26%/yr for 18M2.DE. Their correlation of 0.81 suggests significant overlap in exposure. SXRY.DE charges 0.33%/yr vs 0.30%/yr for 18M2.DE.
Performance
SXRY.DE vs. 18M2.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRY.DE achieves a 14.40% return, which is significantly higher than 18M2.DE's 6.76% return. Over the past 10 years, SXRY.DE has outperformed 18M2.DE with an annualized return of 15.00%, while 18M2.DE has yielded a comparatively lower 8.26% 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%
18M2.DE
- 1D
- 0.32%
- 1M
- 1.10%
- YTD
- 6.76%
- 6M
- 8.84%
- 1Y
- 15.86%
- 3Y*
- 12.13%
- 5Y*
- 8.90%
- 10Y*
- 8.26%
SXRY.DE vs. 18M2.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
18M2.DE Amundi ETF MSCI EMU High Dividend UCITS ETF EUR | 6.76% | 21.49% | 3.36% | 16.14% | -6.47% | 16.02% | -6.39% | 24.91% | -4.44% | 7.99% |
Correlation
The correlation between SXRY.DE and 18M2.DE is 0.79, 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 | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Mar 18, 2010 | 0.81 |
The correlation between SXRY.DE and 18M2.DE has been stable across timeframes, ranging from 0.79 to 0.84 - a consistent structural relationship.
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Return for Risk
SXRY.DE vs. 18M2.DE — Risk / Return Rank
SXRY.DE
18M2.DE
SXRY.DE vs. 18M2.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) and Amundi ETF MSCI EMU High Dividend UCITS ETF EUR (18M2.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.
| SXRY.DE | 18M2.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.44 | ||
| Sortino ratioReturn per unit of downside risk | +0.62 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.28 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.16 | 2.55 | +0.61 |
| Martin ratioReturn relative to average drawdown | 11.35 | 6.71 | +4.64 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SXRY.DE | 18M2.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.92 | 1.49 | +0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.07 | 0.66 | +0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.53 | +0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.44 | -0.06 |
Drawdowns
SXRY.DE vs. 18M2.DE - Drawdown Comparison
The maximum SXRY.DE drawdown since its inception was -43.59%, which is greater than 18M2.DE's maximum drawdown of -37.06%. Use the drawdown chart below to compare losses from any high point for SXRY.DE and 18M2.DE.
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Drawdown Indicators
| SXRY.DE | 18M2.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.59% | -37.06% | -6.53% |
Max Drawdown (1Y)Largest decline over 1 year | -9.69% | -6.19% | -3.50% |
Max Drawdown (3Y)Largest decline over 3 years | -17.61% | -14.68% | -2.93% |
Max Drawdown (5Y)Largest decline over 5 years | -25.00% | -20.81% | -4.19% |
Max Drawdown (10Y)Largest decline over 10 years | -40.81% | -37.06% | -3.75% |
Current DrawdownCurrent decline from peak | -0.76% | -1.44% | +0.68% |
Average DrawdownAverage peak-to-trough decline | -11.63% | -6.42% | -5.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 2.36% | +0.34% |
Volatility
SXRY.DE vs. 18M2.DE - Volatility Comparison
iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) has a higher volatility of 4.82% compared to Amundi ETF MSCI EMU High Dividend UCITS ETF EUR (18M2.DE) at 2.63%. This indicates that SXRY.DE's price experiences larger fluctuations and is considered to be riskier than 18M2.DE 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 | 18M2.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.82% | 2.63% | +2.19% |
Volatility (6M)Calculated over the trailing 6-month period | 12.56% | 8.33% | +4.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.91% | 10.62% | +5.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.28% | 13.41% | +4.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.18% | 15.44% | +4.74% |
SXRY.DE vs. 18M2.DE - Expense Ratio Comparison
SXRY.DE has a 0.33% expense ratio, which is higher than 18M2.DE's 0.30% expense ratio.
Dividends
SXRY.DE vs. 18M2.DE - Dividend Comparison
Neither SXRY.DE nor 18M2.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRY.DE and 18M2.DE have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 18M2.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
18M2.DE is cheaper with a 0.30% expense ratio, compared with 0.33% for SXRY.DE.
SXRY.DE tracks FTSE MIB, while 18M2.DE tracks MSCI EMU High Dividend Yield. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.33% for SXRY.DE and 0.30% for 18M2.DE.
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