SXRY.DE vs. H4ZZ.DE
SXRY.DE (iShares FTSE MIB UCITS ETF (Acc)) and H4ZZ.DE (HSBC Euro Stoxx 50 UCITS ETF EUR (Acc)) are both Europe Equities funds - SXRY.DE tracks the FTSE MIB while H4ZZ.DE tracks the EURO STOXX 50. Both are passively managed. Over the past year, SXRY.DE returned 37.48% vs 22.41% for H4ZZ.DE. Their correlation of 0.86 suggests significant overlap in exposure. SXRY.DE charges 0.33%/yr vs 0.05%/yr for H4ZZ.DE.
Performance
SXRY.DE vs. H4ZZ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRY.DE achieves a 18.23% return, which is significantly higher than H4ZZ.DE's 10.19% return.
SXRY.DE
- 1D
- 0.23%
- 1M
- 4.00%
- YTD
- 18.23%
- 6M
- 19.05%
- 1Y
- 37.48%
- 3Y*
- 29.61%
- 5Y*
- 20.54%
- 10Y*
- 17.09%
H4ZZ.DE
- 1D
- 0.79%
- 1M
- 3.49%
- YTD
- 10.19%
- 6M
- 11.16%
- 1Y
- 22.41%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SXRY.DE vs. H4ZZ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
SXRY.DE iShares FTSE MIB UCITS ETF (Acc) | 18.23% | 37.80% | 1.02% |
H4ZZ.DE HSBC Euro Stoxx 50 UCITS ETF EUR (Acc) | 10.19% | 22.35% | -2.42% |
Correlation
The correlation between SXRY.DE and H4ZZ.DE is 0.84, 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 | 0.84 |
Correlation (All Time) Calculated using the full available price history since Jun 3, 2024 | 0.86 |
The correlation between SXRY.DE and H4ZZ.DE has been stable across timeframes, ranging from 0.84 to 0.86 - a consistent structural relationship.
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Return for Risk
SXRY.DE vs. H4ZZ.DE — Risk / Return Rank
SXRY.DE
H4ZZ.DE
SXRY.DE vs. H4ZZ.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 HSBC Euro Stoxx 50 UCITS ETF EUR (Acc) (H4ZZ.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SXRY.DE | H4ZZ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.95 | ||
| Sortino ratioReturn per unit of downside risk | +1.09 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.26 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 3.85 | 2.04 | +1.81 |
| Martin ratioReturn relative to average drawdown | 14.30 | 7.07 | +7.23 |
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Drawdowns
SXRY.DE vs. H4ZZ.DE - Drawdown Comparison
The maximum SXRY.DE drawdown since its inception was -43.59%, which is greater than H4ZZ.DE's maximum drawdown of -16.46%. Use the drawdown chart below to compare losses from any high point for SXRY.DE and H4ZZ.DE.
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Drawdown Indicators
| SXRY.DE | H4ZZ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.59% | -16.46% | -27.13% |
Max Drawdown (1Y)Largest decline over 1 year | -9.69% | -10.94% | +1.25% |
Max Drawdown (3Y)Largest decline over 3 years | -17.61% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -25.00% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -40.81% | — | — |
Current DrawdownCurrent decline from peak | -1.98% | -0.83% | -1.15% |
Average DrawdownAverage peak-to-trough decline | -11.61% | -2.66% | -8.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 3.16% | -0.55% |
Volatility
SXRY.DE vs. H4ZZ.DE - Volatility Comparison
iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) has a higher volatility of 3.90% compared to HSBC Euro Stoxx 50 UCITS ETF EUR (Acc) (H4ZZ.DE) at 3.53%. This indicates that SXRY.DE's price experiences larger fluctuations and is considered to be riskier than H4ZZ.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 | H4ZZ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.90% | 3.53% | +0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 12.78% | 13.18% | -0.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.89% | 15.98% | -0.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.29% | 16.81% | +1.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.65% | 16.81% | +2.84% |
SXRY.DE vs. H4ZZ.DE - Expense Ratio Comparison
SXRY.DE has a 0.33% expense ratio, which is higher than H4ZZ.DE's 0.05% expense ratio.
Dividends
SXRY.DE vs. H4ZZ.DE - Dividend Comparison
Neither SXRY.DE nor H4ZZ.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRY.DE and H4ZZ.DE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, H4ZZ.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
H4ZZ.DE is cheaper with a 0.05% expense ratio, compared with 0.33% for SXRY.DE.
SXRY.DE tracks FTSE MIB, while H4ZZ.DE tracks EURO STOXX 50. They also come from different issuers: iShares and HSBC. Their fees differ too: 0.33% for SXRY.DE and 0.05% for H4ZZ.DE.
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