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SXRY.DE vs. 540J.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SXRY.DE vs. 540J.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) and Amundi MSCI Switzerland UCITS ETF EUR (540J.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SXRY.DE achieves a 18.23% return, which is significantly higher than 540J.DE's 10.20% return. Over the past 10 years, SXRY.DE has outperformed 540J.DE with an annualized return of 17.09%, while 540J.DE has yielded a comparatively lower 9.92% annualized return.


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%

540J.DE

1D
0.64%
1M
4.24%
YTD
10.20%
6M
10.20%
1Y
23.68%
3Y*
12.11%
5Y*
8.21%
10Y*
9.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SXRY.DE vs. 540J.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
540J.DE
Amundi MSCI Switzerland UCITS ETF EUR
10.20%18.39%3.70%10.71%-12.90%29.35%1.20%35.11%-4.78%7.45%

Correlation

The correlation between SXRY.DE and 540J.DE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.41

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

0.50

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

0.54

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

0.54

Correlation (All Time)
Calculated using the full available price history since Sep 21, 2010

0.54

The correlation between SXRY.DE and 540J.DE shifts across timeframes, from 0.41 (1 year) to 0.54 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SXRY.DE vs. 540J.DE — 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: 8282
Overall Rank
SXRY.DE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
SXRY.DE Sortino Ratio Rank: 8282
Sortino Ratio Rank
SXRY.DE Omega Ratio Rank: 7979
Omega Ratio Rank
SXRY.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
SXRY.DE Martin Ratio Rank: 8282
Martin Ratio Rank

540J.DE
540J.DE Risk / Return Rank: 5353
Overall Rank
540J.DE Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
540J.DE Sortino Ratio Rank: 6060
Sortino Ratio Rank
540J.DE Omega Ratio Rank: 5656
Omega Ratio Rank
540J.DE Calmar Ratio Rank: 4444
Calmar Ratio Rank
540J.DE Martin Ratio Rank: 4646
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. 540J.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 MSCI Switzerland UCITS ETF EUR (540J.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.


SXRY.DE540J.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.63

Sortino ratioReturn per unit of downside risk

+0.70

Omega ratioGain probability vs. loss probability

1.41

1.31

+0.10

Calmar ratioReturn relative to maximum drawdown

3.85

1.97

+1.88

Martin ratioReturn relative to average drawdown

14.30

6.92

+7.38

SXRY.DE vs. 540J.DE - Sharpe Ratio Comparison

The current SXRY.DE Sharpe Ratio is 2.35, which is higher than the 540J.DE Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of SXRY.DE and 540J.DE, 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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Drawdowns

SXRY.DE vs. 540J.DE - Drawdown Comparison

The maximum SXRY.DE drawdown since its inception was -43.59%, which is greater than 540J.DE's maximum drawdown of -26.00%. Use the drawdown chart below to compare losses from any high point for SXRY.DE and 540J.DE.


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Drawdown Indicators


SXRY.DE540J.DEDifference

Max Drawdown

Largest peak-to-trough decline

-43.59%

-26.00%

-17.59%

Max Drawdown (1Y)

Largest decline over 1 year

-9.69%

-11.98%

+2.29%

Max Drawdown (3Y)

Largest decline over 3 years

-17.61%

-15.78%

-1.83%

Max Drawdown (5Y)

Largest decline over 5 years

-25.00%

-17.64%

-7.36%

Max Drawdown (10Y)

Largest decline over 10 years

-40.81%

-26.00%

-14.81%

Current Drawdown

Current decline from peak

-1.98%

0.00%

-1.98%

Average Drawdown

Average peak-to-trough decline

-11.61%

-5.64%

-5.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

3.41%

-0.80%

Volatility

SXRY.DE vs. 540J.DE - Volatility Comparison

The current volatility for iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) is 3.90%, while Amundi MSCI Switzerland UCITS ETF EUR (540J.DE) has a volatility of 4.55%. This indicates that SXRY.DE experiences smaller price fluctuations and is considered to be less risky than 540J.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.DE540J.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.90%

4.55%

-0.65%

Volatility (6M)

Calculated over the trailing 6-month period

12.78%

10.94%

+1.84%

Volatility (1Y)

Calculated over the trailing 1-year period

15.89%

13.73%

+2.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.29%

13.64%

+4.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.65%

14.06%

+5.59%

SXRY.DE vs. 540J.DE - Expense Ratio Comparison

SXRY.DE has a 0.33% expense ratio, which is higher than 540J.DE's 0.25% expense ratio.


Dividends

SXRY.DE vs. 540J.DE - Dividend Comparison

Neither SXRY.DE nor 540J.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SXRY.DE and 540J.DE have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 540J.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

540J.DE is cheaper with a 0.25% expense ratio, compared with 0.33% for SXRY.DE.

SXRY.DE tracks FTSE MIB, while 540J.DE tracks MSCI Switzerland. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.33% for SXRY.DE and 0.25% for 540J.DE.

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