SXRY.DE vs. 540J.DE
SXRY.DE (iShares FTSE MIB UCITS ETF (Acc)) and 540J.DE (Amundi MSCI Switzerland UCITS ETF EUR) are both Europe Equities funds - SXRY.DE tracks the FTSE MIB while 540J.DE tracks the MSCI Switzerland. Both are passively managed. Over the past 10 years, SXRY.DE returned 17.09%/yr vs 9.92%/yr for 540J.DE. A 0.54 correlation means they provide meaningful diversification when combined. SXRY.DE charges 0.33%/yr vs 0.25%/yr for 540J.DE.
Performance
SXRY.DE vs. 540J.DE - Performance Comparison
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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%
SXRY.DE vs. 540J.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
SXRY.DE
540J.DE
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.DE | 540J.DE | Difference | |
|---|---|---|---|
| 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 |
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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.DE | 540J.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.98% | 0.00% | -1.98% |
Average DrawdownAverage peak-to-trough decline | -11.61% | -5.64% | -5.97% |
Ulcer IndexDepth 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.DE | 540J.DE | Difference | |
|---|---|---|---|
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.
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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