SXRY.DE vs. EXS2.DE
SXRY.DE (iShares FTSE MIB UCITS ETF (Acc)) and EXS2.DE (iShares TecDAX UCITS ETF (DE)) are both Europe Equities funds from iShares - SXRY.DE tracks the FTSE MIB while EXS2.DE tracks the TecDAX®. Both are passively managed. Over the past 10 years, SXRY.DE returned 15.00%/yr vs 9.01%/yr for EXS2.DE. A 0.61 correlation means they provide meaningful diversification when combined. SXRY.DE charges 0.33%/yr vs 0.51%/yr for EXS2.DE.
Performance
SXRY.DE vs. EXS2.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 EXS2.DE's 15.70% return. Over the past 10 years, SXRY.DE has outperformed EXS2.DE with an annualized return of 15.00%, while EXS2.DE has yielded a comparatively lower 9.01% 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%
EXS2.DE
- 1D
- 0.52%
- 1M
- 10.51%
- YTD
- 15.70%
- 6M
- 16.91%
- 1Y
- 6.46%
- 3Y*
- 8.54%
- 5Y*
- 3.72%
- 10Y*
- 9.01%
SXRY.DE vs. EXS2.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% |
EXS2.DE iShares TecDAX UCITS ETF (DE) | 15.70% | 5.33% | 1.63% | 13.54% | -26.00% | 21.07% | 6.12% | 22.25% | -3.77% | 39.90% |
Correlation
The correlation between SXRY.DE and EXS2.DE is 0.58, 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 | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.66 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Mar 12, 2010 | 0.61 |
The correlation between SXRY.DE and EXS2.DE has been stable across timeframes, ranging from 0.58 to 0.66 - 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. EXS2.DE — Risk / Return Rank
SXRY.DE
EXS2.DE
SXRY.DE vs. EXS2.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 TecDAX UCITS ETF (DE) (EXS2.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 | EXS2.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.56 | ||
| Sortino ratioReturn per unit of downside risk | +2.04 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.07 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 3.16 | 0.40 | +2.76 |
| Martin ratioReturn relative to average drawdown | 11.35 | 0.80 | +10.55 |
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 | EXS2.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.92 | 0.36 | +1.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.07 | 0.20 | +0.87 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.46 | +0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.14 | +0.24 |
Drawdowns
SXRY.DE vs. EXS2.DE - Drawdown Comparison
The maximum SXRY.DE drawdown since its inception was -43.59%, smaller than the maximum EXS2.DE drawdown of -84.49%. Use the drawdown chart below to compare losses from any high point for SXRY.DE and EXS2.DE.
Loading charts...
Drawdown Indicators
| SXRY.DE | EXS2.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.59% | -84.49% | +40.90% |
Max Drawdown (1Y)Largest decline over 1 year | -9.69% | -16.12% | +6.43% |
Max Drawdown (3Y)Largest decline over 3 years | -17.61% | -17.93% | +0.32% |
Max Drawdown (5Y)Largest decline over 5 years | -25.00% | -34.97% | +9.97% |
Max Drawdown (10Y)Largest decline over 10 years | -40.81% | -34.97% | -5.84% |
Current DrawdownCurrent decline from peak | -0.76% | -0.81% | +0.05% |
Average DrawdownAverage peak-to-trough decline | -11.63% | -39.46% | +27.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 8.07% | -5.37% |
Volatility
SXRY.DE vs. EXS2.DE - Volatility Comparison
The current volatility for iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) is 4.82%, while iShares TecDAX UCITS ETF (DE) (EXS2.DE) has a volatility of 5.29%. This indicates that SXRY.DE experiences smaller price fluctuations and is considered to be less risky than EXS2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SXRY.DE | EXS2.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.82% | 5.29% | -0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 12.56% | 14.25% | -1.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.91% | 17.83% | -1.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.28% | 18.80% | -0.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.18% | 19.47% | +0.71% |
SXRY.DE vs. EXS2.DE - Expense Ratio Comparison
SXRY.DE has a 0.33% expense ratio, which is lower than EXS2.DE's 0.51% expense ratio.
Dividends
SXRY.DE vs. EXS2.DE - Dividend Comparison
Neither SXRY.DE nor EXS2.DE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXS2.DE iShares TecDAX UCITS ETF (DE) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.04% | 0.15% | 0.25% | 0.36% |
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 EXS2.DE have a correlation of 0.58, 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 0.51% for EXS2.DE.
SXRY.DE tracks FTSE MIB, while EXS2.DE tracks TecDAX®. Their fees differ too: 0.33% for SXRY.DE and 0.51% for EXS2.DE.
Find the right allocation for SXRY.DE and EXS2.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