SXRY.DE vs. ACWI
SXRY.DE (iShares FTSE MIB UCITS ETF (Acc)) and ACWI (iShares MSCI ACWI ETF) are both exchange-traded funds - SXRY.DE is a Europe Equities fund tracking the FTSE MIB, while ACWI is a Global Equities fund tracking the MSCI All Country World Index. Both are passively managed. Over the past 10 years, SXRY.DE returned 15.00%/yr vs 12.52%/yr for ACWI. At a 0.48 correlation, their price movements are largely independent. SXRY.DE charges 0.33%/yr vs 0.32%/yr for ACWI.
Performance
SXRY.DE vs. ACWI - Performance Comparison
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Different Trading Currencies
SXRY.DE is traded in EUR, while ACWI is traded in USD. To make them comparable, the ACWI values have been converted to EUR using the latest available exchange rates.
Returns By Period
The year-to-date returns for both stocks are quite close, with SXRY.DE having a 14.40% return and ACWI slightly lower at 13.75%. Over the past 10 years, SXRY.DE has outperformed ACWI with an annualized return of 15.00%, while ACWI has yielded a comparatively lower 12.52% annualized return.
SXRY.DE
- 1D
- 0.28%
- 1M
- 2.66%
- YTD
- 14.40%
- 6M
- 18.51%
- 1Y
- 29.82%
- 3Y*
- 28.94%
- 5Y*
- 19.74%
- 10Y*
- 15.00%
ACWI
- 1D
- 0.00%
- 1M
- 3.58%
- YTD
- 13.75%
- 6M
- 13.23%
- 1Y
- 27.72%
- 3Y*
- 17.90%
- 5Y*
- 12.38%
- 10Y*
- 12.52%
SXRY.DE vs. ACWI - 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% |
ACWI iShares MSCI ACWI ETF | 11.26% | 7.89% | 25.20% | 18.61% | -13.33% | 27.54% | 6.75% | 29.45% | -4.92% | 9.05% |
Correlation
The correlation between SXRY.DE and ACWI is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Mar 12, 2010 | 0.48 |
The correlation between SXRY.DE and ACWI shifts across timeframes, from 0.37 (3 years) to 0.48 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SXRY.DE vs. ACWI — Risk / Return Rank
SXRY.DE
ACWI
SXRY.DE vs. ACWI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) and iShares MSCI ACWI ETF (ACWI). 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 | ACWI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.35 | ||
| Sortino ratioReturn per unit of downside risk | -0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.42 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.16 | 3.92 | -0.75 |
| Martin ratioReturn relative to average drawdown | 11.35 | 16.36 | -5.01 |
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 | ACWI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.92 | 2.27 | -0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.07 | 0.82 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.74 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.55 | -0.17 |
Drawdowns
SXRY.DE vs. ACWI - Drawdown Comparison
The maximum SXRY.DE drawdown since its inception was -43.59%, roughly equal to the maximum ACWI drawdown of -45.79%. Use the drawdown chart below to compare losses from any high point for SXRY.DE and ACWI.
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Drawdown Indicators
| SXRY.DE | ACWI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.59% | -45.79% | +2.20% |
Max Drawdown (1Y)Largest decline over 1 year | -9.69% | -7.11% | -2.58% |
Max Drawdown (3Y)Largest decline over 3 years | -17.61% | -20.51% | +2.90% |
Max Drawdown (5Y)Largest decline over 5 years | -25.00% | -20.51% | -4.49% |
Max Drawdown (10Y)Largest decline over 10 years | -40.81% | -32.80% | -8.01% |
Current DrawdownCurrent decline from peak | -0.76% | -0.39% | -0.37% |
Average DrawdownAverage peak-to-trough decline | -11.63% | -6.42% | -5.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 1.70% | +1.00% |
Volatility
SXRY.DE vs. ACWI - Volatility Comparison
iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) has a higher volatility of 4.82% compared to iShares MSCI ACWI ETF (ACWI) at 2.74%. This indicates that SXRY.DE's price experiences larger fluctuations and is considered to be riskier than ACWI 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 | ACWI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.82% | 2.74% | +2.08% |
Volatility (6M)Calculated over the trailing 6-month period | 12.56% | 9.28% | +3.28% |
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% | 15.11% | +3.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.18% | 16.96% | +3.22% |
SXRY.DE vs. ACWI - Expense Ratio Comparison
SXRY.DE has a 0.33% expense ratio, which is higher than ACWI's 0.32% expense ratio.
Dividends
SXRY.DE vs. ACWI - Dividend Comparison
SXRY.DE has not paid dividends to shareholders, while ACWI's dividend yield for the trailing twelve months is around 1.42%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACWI iShares MSCI ACWI ETF | 1.42% | 1.55% | 1.70% | 1.88% | 1.79% | 1.71% | 1.43% | 2.33% | 2.18% | 1.94% | 2.19% | 2.56% |
SXRY.DE iShares FTSE MIB UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SXRY.DE and ACWI have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ACWI is cheaper at 0.32% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ACWI is cheaper with a 0.32% expense ratio, compared with 0.33% for SXRY.DE.
SXRY.DE is categorized as Europe Equities, while ACWI is Global Equities. SXRY.DE tracks FTSE MIB, while ACWI tracks MSCI All Country World Index. Their fees differ too: 0.33% for SXRY.DE and 0.32% for ACWI.
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