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SXRY.DE vs. EPOL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SXRY.DE vs. EPOL - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) and iShares MSCI Poland ETF (EPOL). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SXRY.DE is traded in EUR, while EPOL is traded in USD. To make them comparable, the EPOL values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SXRY.DE achieves a 14.40% return, which is significantly higher than EPOL's 12.71% return. Over the past 10 years, SXRY.DE has outperformed EPOL with an annualized return of 15.00%, while EPOL has yielded a comparatively lower 10.72% 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%

EPOL

1D
-2.84%
1M
-1.27%
YTD
12.71%
6M
21.50%
1Y
36.61%
3Y*
30.40%
5Y*
16.41%
10Y*
10.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SXRY.DE vs. EPOL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
EPOL
iShares MSCI Poland ETF
12.71%56.29%3.82%46.18%-19.95%20.60%-15.93%-4.01%-9.71%33.70%

Correlation

The correlation between SXRY.DE and EPOL is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.49

Correlation (3Y)
Calculated over the trailing 3-year period

0.42

Correlation (5Y)
Calculated over the trailing 5-year period

0.48

Correlation (10Y)
Calculated over the trailing 10-year period

0.44

Correlation (All Time)
Calculated using the full available price history since May 27, 2010

0.41

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Return for Risk

SXRY.DE vs. EPOL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SXRY.DE
SXRY.DE Risk / Return Rank: 5959
Overall Rank
SXRY.DE Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
SXRY.DE Sortino Ratio Rank: 5757
Sortino Ratio Rank
SXRY.DE Omega Ratio Rank: 5555
Omega Ratio Rank
SXRY.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
SXRY.DE Martin Ratio Rank: 6363
Martin Ratio Rank

EPOL
EPOL Risk / Return Rank: 5353
Overall Rank
EPOL Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
EPOL Sortino Ratio Rank: 4848
Sortino Ratio Rank
EPOL Omega Ratio Rank: 4444
Omega Ratio Rank
EPOL Calmar Ratio Rank: 7171
Calmar Ratio Rank
EPOL Martin Ratio Rank: 5555
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SXRY.DE vs. EPOL - 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 Poland ETF (EPOL). 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.DEEPOLDifference
Sharpe ratioReturn per unit of total volatility

+0.20

Sortino ratioReturn per unit of downside risk

+0.23

Omega ratioGain probability vs. loss probability

1.33

1.28

+0.05

Calmar ratioReturn relative to maximum drawdown

3.16

4.05

-0.89

Martin ratioReturn relative to average drawdown

11.35

10.46

+0.90

SXRY.DE vs. EPOL - Sharpe Ratio Comparison

The current SXRY.DE Sharpe Ratio is 1.92, which is comparable to the EPOL Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of SXRY.DE and EPOL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SXRY.DEEPOLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.92

1.72

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.07

0.63

+0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.42

+0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.25

+0.13

Drawdowns

SXRY.DE vs. EPOL - Drawdown Comparison

The maximum SXRY.DE drawdown since its inception was -43.59%, smaller than the maximum EPOL drawdown of -52.18%. Use the drawdown chart below to compare losses from any high point for SXRY.DE and EPOL.


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Drawdown Indicators


SXRY.DEEPOLDifference

Max Drawdown

Largest peak-to-trough decline

-43.59%

-52.18%

+8.59%

Max Drawdown (1Y)

Largest decline over 1 year

-9.69%

-9.08%

-0.61%

Max Drawdown (3Y)

Largest decline over 3 years

-17.61%

-17.83%

+0.22%

Max Drawdown (5Y)

Largest decline over 5 years

-25.00%

-45.52%

+20.52%

Max Drawdown (10Y)

Largest decline over 10 years

-40.81%

-52.18%

+11.37%

Current Drawdown

Current decline from peak

-0.76%

-3.10%

+2.34%

Average Drawdown

Average peak-to-trough decline

-11.63%

-16.62%

+4.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

3.51%

-0.81%

Volatility

SXRY.DE vs. EPOL - Volatility Comparison

The current volatility for iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) is 4.82%, while iShares MSCI Poland ETF (EPOL) has a volatility of 6.89%. This indicates that SXRY.DE experiences smaller price fluctuations and is considered to be less risky than EPOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SXRY.DEEPOLDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.82%

6.89%

-2.07%

Volatility (6M)

Calculated over the trailing 6-month period

12.56%

15.74%

-3.18%

Volatility (1Y)

Calculated over the trailing 1-year period

15.91%

21.41%

-5.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.28%

26.09%

-7.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.18%

25.36%

-5.18%

SXRY.DE vs. EPOL - Expense Ratio Comparison

SXRY.DE has a 0.33% expense ratio, which is lower than EPOL's 0.61% expense ratio.


Dividends

SXRY.DE vs. EPOL - Dividend Comparison

SXRY.DE has not paid dividends to shareholders, while EPOL's dividend yield for the trailing twelve months is around 4.32%.


PositionTTM20252024202320222021202020192018201720162015
EPOL
iShares MSCI Poland ETF
4.32%4.78%6.04%2.87%2.65%1.33%1.44%2.51%1.44%1.88%2.14%2.53%
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 EPOL have a correlation of 0.49, 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 0.61% for EPOL.

SXRY.DE tracks FTSE MIB, while EPOL tracks MSCI Poland Investable Market Index. Their fees differ too: 0.33% for SXRY.DE and 0.61% for EPOL.

Portfolio Optimizer

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