SXRY.DE vs. FLXD.DE
SXRY.DE (iShares FTSE MIB UCITS ETF (Acc)) and FLXD.DE (Franklin European Quality Dividend UCITS ETF) are both Europe Equities funds - SXRY.DE tracks the FTSE MIB while FLXD.DE tracks the MSCI Europe High Div Yld NR EUR. Both are passively managed. Over the past 5 years, SXRY.DE returned 19.74%/yr vs 12.10%/yr for FLXD.DE. A 0.69 correlation means they provide meaningful diversification when combined. SXRY.DE charges 0.33%/yr vs 0.25%/yr for FLXD.DE.
Performance
SXRY.DE vs. FLXD.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 FLXD.DE's 10.13% 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%
FLXD.DE
- 1D
- 0.23%
- 1M
- -0.45%
- YTD
- 10.13%
- 6M
- 13.08%
- 1Y
- 16.52%
- 3Y*
- 17.99%
- 5Y*
- 12.10%
- 10Y*
- —
SXRY.DE vs. FLXD.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% | 0.98% |
FLXD.DE Franklin European Quality Dividend UCITS ETF | 10.13% | 24.53% | 12.30% | 10.31% | -0.48% | 16.07% | -3.54% | 23.52% | -7.81% | 0.44% |
Correlation
The correlation between SXRY.DE and FLXD.DE is 0.64, 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 | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Sep 7, 2017 | 0.69 |
The correlation between SXRY.DE and FLXD.DE has been stable across timeframes, ranging from 0.62 to 0.70 - a consistent structural relationship.
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Return for Risk
SXRY.DE vs. FLXD.DE — Risk / Return Rank
SXRY.DE
FLXD.DE
SXRY.DE vs. FLXD.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 Franklin European Quality Dividend UCITS ETF (FLXD.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 | FLXD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.34 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.16 | 4.09 | -0.93 |
| Martin ratioReturn relative to average drawdown | 11.35 | 11.21 | +0.14 |
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 | FLXD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.92 | 1.89 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.07 | 1.03 | +0.04 |
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 | 0.65 | -0.27 |
Drawdowns
SXRY.DE vs. FLXD.DE - Drawdown Comparison
The maximum SXRY.DE drawdown since its inception was -43.59%, which is greater than FLXD.DE's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for SXRY.DE and FLXD.DE.
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Drawdown Indicators
| SXRY.DE | FLXD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.59% | -35.10% | -8.49% |
Max Drawdown (1Y)Largest decline over 1 year | -9.69% | -4.02% | -5.67% |
Max Drawdown (3Y)Largest decline over 3 years | -17.61% | -10.07% | -7.54% |
Max Drawdown (5Y)Largest decline over 5 years | -25.00% | -14.19% | -10.81% |
Max Drawdown (10Y)Largest decline over 10 years | -40.81% | — | — |
Current DrawdownCurrent decline from peak | -0.76% | -3.80% | +3.04% |
Average DrawdownAverage peak-to-trough decline | -11.63% | -3.88% | -7.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 1.47% | +1.23% |
Volatility
SXRY.DE vs. FLXD.DE - Volatility Comparison
iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) has a higher volatility of 4.82% compared to Franklin European Quality Dividend UCITS ETF (FLXD.DE) at 3.50%. This indicates that SXRY.DE's price experiences larger fluctuations and is considered to be riskier than FLXD.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 | FLXD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.82% | 3.50% | +1.32% |
Volatility (6M)Calculated over the trailing 6-month period | 12.56% | 7.02% | +5.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.91% | 8.70% | +7.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.28% | 11.66% | +6.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.18% | 14.11% | +6.07% |
SXRY.DE vs. FLXD.DE - Expense Ratio Comparison
SXRY.DE has a 0.33% expense ratio, which is higher than FLXD.DE's 0.25% expense ratio.
Dividends
SXRY.DE vs. FLXD.DE - Dividend Comparison
SXRY.DE has not paid dividends to shareholders, while FLXD.DE's dividend yield for the trailing twelve months is around 3.78%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
FLXD.DE Franklin European Quality Dividend UCITS ETF | 3.78% | 4.28% | 4.31% | 4.99% | 5.20% | 4.61% | 3.48% | 4.38% | 5.45% | 0.72% |
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% |
Frequently Asked Questions
SXRY.DE and FLXD.DE have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FLXD.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FLXD.DE is cheaper with a 0.25% expense ratio, compared with 0.33% for SXRY.DE.
SXRY.DE tracks FTSE MIB, while FLXD.DE tracks MSCI Europe High Div Yld NR EUR. They also come from different issuers: iShares and Franklin Templeton. Their fees differ too: 0.33% for SXRY.DE and 0.25% for FLXD.DE.
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