SXRY.DE vs. ASWA.DE
SXRY.DE (iShares FTSE MIB UCITS ETF (Acc)) and ASWA.DE (HANetf European Green Deal UCITS ETF Acc) are both Europe Equities funds - SXRY.DE tracks the FTSE MIB while ASWA.DE tracks the SGI European Green Deal ESG Screened. Both are passively managed. Over the past year, SXRY.DE returned 30.76% vs 0.26% for ASWA.DE. A 0.62 correlation means they provide meaningful diversification when combined. SXRY.DE charges 0.33%/yr vs 0.60%/yr for ASWA.DE.
Performance
SXRY.DE vs. ASWA.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 ASWA.DE's -10.58% 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%
ASWA.DE
- 1D
- -0.09%
- 1M
- 0.41%
- YTD
- -10.58%
- 6M
- -9.71%
- 1Y
- 0.26%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SXRY.DE vs. ASWA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SXRY.DE iShares FTSE MIB UCITS ETF (Acc) | 14.40% | 37.80% | 18.15% | 6.21% |
ASWA.DE HANetf European Green Deal UCITS ETF Acc | -10.58% | 26.07% | -11.37% | -2.40% |
Correlation
The correlation between SXRY.DE and ASWA.DE is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Jul 25, 2023 | 0.62 |
The correlation between SXRY.DE and ASWA.DE shifts across timeframes, from 0.44 (1 year) to 0.62 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SXRY.DE vs. ASWA.DE — Risk / Return Rank
SXRY.DE
ASWA.DE
SXRY.DE vs. ASWA.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 HANetf European Green Deal UCITS ETF Acc (ASWA.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 | ASWA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.92 | ||
| Sortino ratioReturn per unit of downside risk | +2.45 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.06 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 3.16 | 0.01 | +3.15 |
| Martin ratioReturn relative to average drawdown | 11.35 | 0.03 | +11.33 |
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 | ASWA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.92 | 0.01 | +1.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.07 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | -0.04 | +0.42 |
Drawdowns
SXRY.DE vs. ASWA.DE - Drawdown Comparison
The maximum SXRY.DE drawdown since its inception was -43.59%, which is greater than ASWA.DE's maximum drawdown of -30.36%. Use the drawdown chart below to compare losses from any high point for SXRY.DE and ASWA.DE.
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Drawdown Indicators
| SXRY.DE | ASWA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.59% | -30.36% | -13.23% |
Max Drawdown (1Y)Largest decline over 1 year | -9.69% | -30.36% | +20.67% |
Max Drawdown (3Y)Largest decline over 3 years | -17.61% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -25.00% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -40.81% | — | — |
Current DrawdownCurrent decline from peak | -0.76% | -23.85% | +23.09% |
Average DrawdownAverage peak-to-trough decline | -11.63% | -8.15% | -3.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 10.54% | -7.84% |
Volatility
SXRY.DE vs. ASWA.DE - Volatility Comparison
The current volatility for iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) is 4.82%, while HANetf European Green Deal UCITS ETF Acc (ASWA.DE) has a volatility of 7.52%. This indicates that SXRY.DE experiences smaller price fluctuations and is considered to be less risky than ASWA.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 | ASWA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.82% | 7.52% | -2.70% |
Volatility (6M)Calculated over the trailing 6-month period | 12.56% | 37.06% | -24.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.91% | 33.68% | -17.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.28% | 24.72% | -6.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.18% | 24.72% | -4.54% |
SXRY.DE vs. ASWA.DE - Expense Ratio Comparison
SXRY.DE has a 0.33% expense ratio, which is lower than ASWA.DE's 0.60% expense ratio.
Dividends
SXRY.DE vs. ASWA.DE - Dividend Comparison
Neither SXRY.DE nor ASWA.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRY.DE and ASWA.DE have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRY.DE is cheaper at 0.33% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRY.DE is cheaper with a 0.33% expense ratio, compared with 0.60% for ASWA.DE.
SXRY.DE tracks FTSE MIB, while ASWA.DE tracks SGI European Green Deal ESG Screened. They also come from different issuers: iShares and HANetf. Their fees differ too: 0.33% for SXRY.DE and 0.60% for ASWA.DE.
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