SXRY.DE vs. D5BL.DE
SXRY.DE (iShares FTSE MIB UCITS ETF (Acc)) and D5BL.DE (Xtrackers MSCI Europe Value UCITS ETF) are both Europe Equities funds - SXRY.DE tracks the FTSE MIB while D5BL.DE tracks the MSCI Europe Enhanced Value. Both are passively managed. Over the past 10 years, SXRY.DE returned 15.00%/yr vs 10.77%/yr for D5BL.DE. Their correlation of 0.82 suggests significant overlap in exposure. SXRY.DE charges 0.33%/yr vs 0.15%/yr for D5BL.DE.
Performance
SXRY.DE vs. D5BL.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with SXRY.DE having a 14.40% return and D5BL.DE slightly lower at 13.85%. Over the past 10 years, SXRY.DE has outperformed D5BL.DE with an annualized return of 15.00%, while D5BL.DE has yielded a comparatively lower 10.77% 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%
D5BL.DE
- 1D
- -0.38%
- 1M
- 2.55%
- YTD
- 13.85%
- 6M
- 17.04%
- 1Y
- 32.33%
- 3Y*
- 21.76%
- 5Y*
- 14.60%
- 10Y*
- 10.77%
SXRY.DE vs. D5BL.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% |
D5BL.DE Xtrackers MSCI Europe Value UCITS ETF | 13.85% | 35.78% | 10.37% | 14.14% | -4.63% | 26.83% | -8.58% | 22.90% | -13.98% | 9.78% |
Correlation
The correlation between SXRY.DE and D5BL.DE is 0.81, 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 | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since May 20, 2010 | 0.82 |
The correlation between SXRY.DE and D5BL.DE has been stable across timeframes, ranging from 0.81 to 0.86 - a consistent structural relationship.
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Return for Risk
SXRY.DE vs. D5BL.DE — Risk / Return Rank
SXRY.DE
D5BL.DE
SXRY.DE vs. D5BL.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 Xtrackers MSCI Europe Value UCITS ETF (D5BL.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 | D5BL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.35 | ||
| Sortino ratioReturn per unit of downside risk | -0.56 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.42 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.16 | 3.28 | -0.12 |
| Martin ratioReturn relative to average drawdown | 11.35 | 12.52 | -1.16 |
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 | D5BL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.92 | 2.28 | -0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.07 | 0.93 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.60 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.48 | -0.10 |
Drawdowns
SXRY.DE vs. D5BL.DE - Drawdown Comparison
The maximum SXRY.DE drawdown since its inception was -43.59%, which is greater than D5BL.DE's maximum drawdown of -40.40%. Use the drawdown chart below to compare losses from any high point for SXRY.DE and D5BL.DE.
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Drawdown Indicators
| SXRY.DE | D5BL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.59% | -40.40% | -3.19% |
Max Drawdown (1Y)Largest decline over 1 year | -9.69% | -10.02% | +0.33% |
Max Drawdown (3Y)Largest decline over 3 years | -17.61% | -17.36% | -0.25% |
Max Drawdown (5Y)Largest decline over 5 years | -25.00% | -19.58% | -5.42% |
Max Drawdown (10Y)Largest decline over 10 years | -40.81% | -40.40% | -0.41% |
Current DrawdownCurrent decline from peak | -0.76% | -1.22% | +0.46% |
Average DrawdownAverage peak-to-trough decline | -11.63% | -7.23% | -4.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 2.63% | +0.07% |
Volatility
SXRY.DE vs. D5BL.DE - Volatility Comparison
iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) and Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) have volatilities of 4.82% and 4.83%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SXRY.DE | D5BL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.82% | 4.83% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 12.56% | 11.54% | +1.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.91% | 14.44% | +1.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.28% | 15.59% | +2.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.18% | 17.76% | +2.42% |
SXRY.DE vs. D5BL.DE - Expense Ratio Comparison
SXRY.DE has a 0.33% expense ratio, which is higher than D5BL.DE's 0.15% expense ratio.
Dividends
SXRY.DE vs. D5BL.DE - Dividend Comparison
Neither SXRY.DE nor D5BL.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRY.DE and D5BL.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, D5BL.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
D5BL.DE is cheaper with a 0.15% expense ratio, compared with 0.33% for SXRY.DE.
SXRY.DE tracks FTSE MIB, while D5BL.DE tracks MSCI Europe Enhanced Value. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.33% for SXRY.DE and 0.15% for D5BL.DE.
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