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SXRY.DE vs. HDX1.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SXRY.DE vs. HDX1.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) and Hashdex Nasdaq Crypto Index Europe ETP EUR (HDX1.DE). The values are adjusted to include any dividend payments, if applicable.

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SXRY.DE vs. HDX1.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
SXRY.DE
iShares FTSE MIB UCITS ETF (Acc)
1.65%37.80%18.15%33.34%11.01%
HDX1.DE
Hashdex Nasdaq Crypto Index Europe ETP EUR
-24.72%-21.32%108.60%133.00%-27.55%

Returns By Period

In the year-to-date period, SXRY.DE achieves a 1.65% return, which is significantly higher than HDX1.DE's -24.72% return.


SXRY.DE

1D
-0.32%
1M
2.45%
YTD
1.65%
6M
7.19%
1Y
24.19%
3Y*
24.47%
5Y*
17.98%
10Y*
13.87%

HDX1.DE

1D
-2.77%
1M
-1.96%
YTD
-24.72%
6M
-47.19%
1Y
-28.31%
3Y*
21.63%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SXRY.DE vs. HDX1.DE - Expense Ratio Comparison

SXRY.DE has a 0.33% expense ratio, which is lower than HDX1.DE's 1.00% expense ratio.


Return for Risk

SXRY.DE vs. HDX1.DE — 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: 7272
Overall Rank
SXRY.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
SXRY.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
SXRY.DE Omega Ratio Rank: 6464
Omega Ratio Rank
SXRY.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
SXRY.DE Martin Ratio Rank: 8282
Martin Ratio Rank

HDX1.DE
HDX1.DE Risk / Return Rank: 44
Overall Rank
HDX1.DE Sharpe Ratio Rank: 33
Sharpe Ratio Rank
HDX1.DE Sortino Ratio Rank: 33
Sortino Ratio Rank
HDX1.DE Omega Ratio Rank: 44
Omega Ratio Rank
HDX1.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
HDX1.DE Martin Ratio Rank: 55
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. HDX1.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 Hashdex Nasdaq Crypto Index Europe ETP EUR (HDX1.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.DEHDX1.DEDifference

Sharpe ratio

Return per unit of total volatility

1.28

-0.63

+1.91

Sortino ratio

Return per unit of downside risk

1.69

-0.72

+2.41

Omega ratio

Gain probability vs. loss probability

1.25

0.92

+0.33

Calmar ratio

Return relative to maximum drawdown

2.97

-0.41

+3.38

Martin ratio

Return relative to average drawdown

10.57

-0.87

+11.44

SXRY.DE vs. HDX1.DE - Sharpe Ratio Comparison

The current SXRY.DE Sharpe Ratio is 1.28, which is higher than the HDX1.DE Sharpe Ratio of -0.63. The chart below compares the historical Sharpe Ratios of SXRY.DE and HDX1.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SXRY.DEHDX1.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

-0.63

+1.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.45

-0.11

Correlation

The correlation between SXRY.DE and HDX1.DE is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SXRY.DE vs. HDX1.DE - Dividend Comparison

Neither SXRY.DE nor HDX1.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SXRY.DE vs. HDX1.DE - Drawdown Comparison

The maximum SXRY.DE drawdown since its inception was -43.59%, smaller than the maximum HDX1.DE drawdown of -52.67%. Use the drawdown chart below to compare losses from any high point for SXRY.DE and HDX1.DE.


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Drawdown Indicators


SXRY.DEHDX1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-43.59%

-52.67%

+9.08%

Max Drawdown (1Y)

Largest decline over 1 year

-11.82%

-52.67%

+40.85%

Max Drawdown (5Y)

Largest decline over 5 years

-25.00%

Max Drawdown (10Y)

Largest decline over 10 years

-40.81%

Current Drawdown

Current decline from peak

-3.87%

-49.52%

+45.65%

Average Drawdown

Average peak-to-trough decline

-11.75%

-14.68%

+2.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.72%

25.12%

-22.40%

Volatility

SXRY.DE vs. HDX1.DE - Volatility Comparison

The current volatility for iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) is 6.52%, while Hashdex Nasdaq Crypto Index Europe ETP EUR (HDX1.DE) has a volatility of 12.28%. This indicates that SXRY.DE experiences smaller price fluctuations and is considered to be less risky than HDX1.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.DEHDX1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.52%

12.28%

-5.76%

Volatility (6M)

Calculated over the trailing 6-month period

11.78%

35.33%

-23.55%

Volatility (1Y)

Calculated over the trailing 1-year period

18.78%

44.80%

-26.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.13%

51.56%

-33.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.27%

51.56%

-31.29%