SXRY.DE vs. EUN0.DE
SXRY.DE (iShares FTSE MIB UCITS ETF (Acc)) and EUN0.DE (iShares Edge MSCI Europe Minimum Volatility UCITS ETF) are both Europe Equities funds from iShares - SXRY.DE tracks the FTSE MIB while EUN0.DE tracks the MSCI Europe Minimum Volatility. Both are passively managed. Over the past 10 years, SXRY.DE returned 15.00%/yr vs 6.66%/yr for EUN0.DE. A 0.69 correlation means they provide meaningful diversification when combined. SXRY.DE charges 0.33%/yr vs 0.25%/yr for EUN0.DE.
Performance
SXRY.DE vs. EUN0.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 EUN0.DE's 5.60% return. Over the past 10 years, SXRY.DE has outperformed EUN0.DE with an annualized return of 15.00%, while EUN0.DE has yielded a comparatively lower 6.66% 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%
EUN0.DE
- 1D
- 0.54%
- 1M
- -0.19%
- YTD
- 5.60%
- 6M
- 7.10%
- 1Y
- 5.26%
- 3Y*
- 10.39%
- 5Y*
- 7.36%
- 10Y*
- 6.66%
SXRY.DE vs. EUN0.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% |
EUN0.DE iShares Edge MSCI Europe Minimum Volatility UCITS ETF | 5.60% | 12.27% | 11.42% | 10.79% | -13.21% | 21.54% | -4.02% | 24.17% | -4.36% | 9.14% |
Correlation
The correlation between SXRY.DE and EUN0.DE is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Feb 12, 2013 | 0.69 |
The correlation between SXRY.DE and EUN0.DE has been stable across timeframes, ranging from 0.62 to 0.69 - a consistent structural relationship.
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Return for Risk
SXRY.DE vs. EUN0.DE — Risk / Return Rank
SXRY.DE
EUN0.DE
SXRY.DE vs. EUN0.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 iShares Edge MSCI Europe Minimum Volatility UCITS ETF (EUN0.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 | EUN0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.30 | ||
| Sortino ratioReturn per unit of downside risk | +1.77 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.11 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 3.16 | 0.76 | +2.40 |
| Martin ratioReturn relative to average drawdown | 11.35 | 1.97 | +9.38 |
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 | EUN0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.92 | 0.62 | +1.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.07 | 0.66 | +0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.53 | +0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.63 | -0.25 |
Drawdowns
SXRY.DE vs. EUN0.DE - Drawdown Comparison
The maximum SXRY.DE drawdown since its inception was -43.59%, which is greater than EUN0.DE's maximum drawdown of -30.68%. Use the drawdown chart below to compare losses from any high point for SXRY.DE and EUN0.DE.
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Drawdown Indicators
| SXRY.DE | EUN0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.59% | -30.68% | -12.91% |
Max Drawdown (1Y)Largest decline over 1 year | -9.69% | -7.16% | -2.53% |
Max Drawdown (3Y)Largest decline over 3 years | -17.61% | -10.73% | -6.88% |
Max Drawdown (5Y)Largest decline over 5 years | -25.00% | -19.64% | -5.36% |
Max Drawdown (10Y)Largest decline over 10 years | -40.81% | -30.68% | -10.13% |
Current DrawdownCurrent decline from peak | -0.76% | -3.12% | +2.36% |
Average DrawdownAverage peak-to-trough decline | -11.63% | -4.69% | -6.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 2.76% | -0.06% |
Volatility
SXRY.DE vs. EUN0.DE - Volatility Comparison
iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) has a higher volatility of 4.82% compared to iShares Edge MSCI Europe Minimum Volatility UCITS ETF (EUN0.DE) at 3.03%. This indicates that SXRY.DE's price experiences larger fluctuations and is considered to be riskier than EUN0.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 | EUN0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.82% | 3.03% | +1.79% |
Volatility (6M)Calculated over the trailing 6-month period | 12.56% | 7.20% | +5.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.91% | 8.77% | +7.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.28% | 11.02% | +7.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.18% | 12.51% | +7.67% |
SXRY.DE vs. EUN0.DE - Expense Ratio Comparison
SXRY.DE has a 0.33% expense ratio, which is higher than EUN0.DE's 0.25% expense ratio.
Dividends
SXRY.DE vs. EUN0.DE - Dividend Comparison
Neither SXRY.DE nor EUN0.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRY.DE and EUN0.DE have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EUN0.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EUN0.DE is cheaper with a 0.25% expense ratio, compared with 0.33% for SXRY.DE.
SXRY.DE tracks FTSE MIB, while EUN0.DE tracks MSCI Europe Minimum Volatility. Their fees differ too: 0.33% for SXRY.DE and 0.25% for EUN0.DE.
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