SXRY.DE vs. IQQ0.DE
Compare and contrast key facts about iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) and iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE).
SXRY.DE and IQQ0.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SXRY.DE is a passively managed fund by iShares that tracks the performance of the FTSE MIB. It was launched on Jan 26, 2010. IQQ0.DE is a passively managed fund by iShares that tracks the performance of the MSCI World Minimum Volatility. It was launched on Nov 30, 2012. Both SXRY.DE and IQQ0.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SXRY.DE vs. IQQ0.DE - Performance Comparison
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SXRY.DE vs. IQQ0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXRY.DE iShares FTSE MIB UCITS ETF (Acc) | 1.97% | 37.80% | 18.15% | 33.34% | -9.13% | 26.71% | -4.02% | 33.22% | -14.32% | 16.72% |
IQQ0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) | 1.21% | -1.26% | 17.64% | 3.73% | -4.34% | 24.26% | -6.77% | 26.17% | 2.03% | 3.11% |
Returns By Period
In the year-to-date period, SXRY.DE achieves a 1.97% return, which is significantly higher than IQQ0.DE's 1.21% return. Over the past 10 years, SXRY.DE has outperformed IQQ0.DE with an annualized return of 13.81%, while IQQ0.DE has yielded a comparatively lower 7.05% annualized return.
SXRY.DE
- 1D
- 3.18%
- 1M
- -1.11%
- YTD
- 1.97%
- 6M
- 7.58%
- 1Y
- 24.30%
- 3Y*
- 24.70%
- 5Y*
- 18.05%
- 10Y*
- 13.81%
IQQ0.DE
- 1D
- -0.55%
- 1M
- -3.14%
- YTD
- 1.21%
- 6M
- 1.03%
- 1Y
- -4.36%
- 3Y*
- 6.86%
- 5Y*
- 6.40%
- 10Y*
- 7.05%
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SXRY.DE vs. IQQ0.DE - Expense Ratio Comparison
SXRY.DE has a 0.33% expense ratio, which is higher than IQQ0.DE's 0.30% expense ratio.
Return for Risk
SXRY.DE vs. IQQ0.DE — Risk / Return Rank
SXRY.DE
IQQ0.DE
SXRY.DE vs. IQQ0.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 World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.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 | IQQ0.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.29 | -0.34 | +1.63 |
Sortino ratioReturn per unit of downside risk | 1.70 | -0.38 | +2.08 |
Omega ratioGain probability vs. loss probability | 1.25 | 0.95 | +0.30 |
Calmar ratioReturn relative to maximum drawdown | 2.08 | -0.44 | +2.52 |
Martin ratioReturn relative to average drawdown | 8.02 | -0.91 | +8.93 |
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 | IQQ0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.29 | -0.34 | +1.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.98 | 0.63 | +0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.60 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.77 | -0.42 |
Correlation
The correlation between SXRY.DE and IQQ0.DE is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SXRY.DE vs. IQQ0.DE - Dividend Comparison
Neither SXRY.DE nor IQQ0.DE has paid dividends to shareholders.
Drawdowns
SXRY.DE vs. IQQ0.DE - Drawdown Comparison
The maximum SXRY.DE drawdown since its inception was -43.59%, which is greater than IQQ0.DE's maximum drawdown of -28.65%. Use the drawdown chart below to compare losses from any high point for SXRY.DE and IQQ0.DE.
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Drawdown Indicators
| SXRY.DE | IQQ0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.59% | -28.65% | -14.94% |
Max Drawdown (1Y)Largest decline over 1 year | -14.96% | -9.81% | -5.15% |
Max Drawdown (5Y)Largest decline over 5 years | -25.00% | -12.82% | -12.18% |
Max Drawdown (10Y)Largest decline over 10 years | -40.81% | -28.65% | -12.16% |
Current DrawdownCurrent decline from peak | -3.56% | -7.00% | +3.44% |
Average DrawdownAverage peak-to-trough decline | -11.75% | -4.51% | -7.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 4.80% | -1.73% |
Volatility
SXRY.DE vs. IQQ0.DE - Volatility Comparison
iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) has a higher volatility of 6.74% compared to iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE) at 2.67%. This indicates that SXRY.DE's price experiences larger fluctuations and is considered to be riskier than IQQ0.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 | IQQ0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.74% | 2.67% | +4.07% |
Volatility (6M)Calculated over the trailing 6-month period | 11.82% | 5.37% | +6.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.81% | 11.08% | +7.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.14% | 10.10% | +8.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.28% | 11.65% | +8.63% |