SXRY.DE vs. AMED.DE
SXRY.DE (iShares FTSE MIB UCITS ETF (Acc)) and AMED.DE (Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C)) are both Europe Equities funds - SXRY.DE tracks the FTSE MIB while AMED.DE tracks the MSCI EMU ESG Leaders Select 5% Issuer Capped. Both are passively managed. Over the past 10 years, SXRY.DE returned 15.00%/yr vs 9.75%/yr for AMED.DE. Their correlation of 0.83 suggests significant overlap in exposure. SXRY.DE charges 0.33%/yr vs 0.25%/yr for AMED.DE.
Performance
SXRY.DE vs. AMED.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SXRY.DE achieves a 14.40% return, which is significantly lower than AMED.DE's 16.87% return. Over the past 10 years, SXRY.DE has outperformed AMED.DE with an annualized return of 15.00%, while AMED.DE has yielded a comparatively lower 9.75% 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%
AMED.DE
- 1D
- 0.51%
- 1M
- 7.96%
- YTD
- 16.87%
- 6M
- 18.54%
- 1Y
- 26.45%
- 3Y*
- 16.11%
- 5Y*
- 10.41%
- 10Y*
- 9.75%
SXRY.DE vs. AMED.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% |
AMED.DE Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) | 16.87% | 20.15% | 5.95% | 16.68% | -10.71% | 20.90% | -1.35% | 27.22% | -12.98% | 11.86% |
Correlation
The correlation between SXRY.DE and AMED.DE is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Mar 12, 2010 | 0.83 |
The correlation between SXRY.DE and AMED.DE has been stable across timeframes, ranging from 0.82 to 0.87 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SXRY.DE vs. AMED.DE — Risk / Return Rank
SXRY.DE
AMED.DE
SXRY.DE vs. AMED.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 EMU ESG Leaders Select UCITS ETF DR EUR (C) (AMED.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 | AMED.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.19 | ||
| Sortino ratioReturn per unit of downside risk | +0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.33 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.16 | 2.49 | +0.67 |
| Martin ratioReturn relative to average drawdown | 11.35 | 9.40 | +1.95 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| SXRY.DE | AMED.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.92 | 1.74 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.07 | 0.65 | +0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.57 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.47 | -0.09 |
Drawdowns
SXRY.DE vs. AMED.DE - Drawdown Comparison
The maximum SXRY.DE drawdown since its inception was -43.59%, which is greater than AMED.DE's maximum drawdown of -38.35%. Use the drawdown chart below to compare losses from any high point for SXRY.DE and AMED.DE.
Loading charts...
Drawdown Indicators
| SXRY.DE | AMED.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.59% | -38.35% | -5.24% |
Max Drawdown (1Y)Largest decline over 1 year | -9.69% | -10.56% | +0.87% |
Max Drawdown (3Y)Largest decline over 3 years | -17.61% | -14.07% | -3.54% |
Max Drawdown (5Y)Largest decline over 5 years | -25.00% | -24.06% | -0.94% |
Max Drawdown (10Y)Largest decline over 10 years | -40.81% | -38.35% | -2.46% |
Current DrawdownCurrent decline from peak | -0.76% | -0.17% | -0.59% |
Average DrawdownAverage peak-to-trough decline | -11.63% | -6.69% | -4.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 2.81% | -0.11% |
Volatility
SXRY.DE vs. AMED.DE - Volatility Comparison
The current volatility for iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) is 4.82%, while Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) (AMED.DE) has a volatility of 5.61%. This indicates that SXRY.DE experiences smaller price fluctuations and is considered to be less risky than AMED.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SXRY.DE | AMED.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.82% | 5.61% | -0.79% |
Volatility (6M)Calculated over the trailing 6-month period | 12.56% | 12.64% | -0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.91% | 15.19% | +0.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.28% | 15.87% | +2.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.18% | 17.00% | +3.18% |
SXRY.DE vs. AMED.DE - Expense Ratio Comparison
SXRY.DE has a 0.33% expense ratio, which is higher than AMED.DE's 0.25% expense ratio.
Dividends
SXRY.DE vs. AMED.DE - Dividend Comparison
Neither SXRY.DE nor AMED.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRY.DE and AMED.DE have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AMED.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AMED.DE is cheaper with a 0.25% expense ratio, compared with 0.33% for SXRY.DE.
SXRY.DE tracks FTSE MIB, while AMED.DE tracks MSCI EMU ESG Leaders Select 5% Issuer Capped. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.33% for SXRY.DE and 0.25% for AMED.DE.
Find the right allocation for SXRY.DE and AMED.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer