SXRY.DE vs. IS3T.DE
Compare and contrast key facts about iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) and iShares Edge MSCI World Size Factor UCITS ETF (IS3T.DE).
SXRY.DE and IS3T.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. IS3T.DE is a passively managed fund by iShares that tracks the performance of the MSCI World Mid Cap Equal Weighted. It was launched on Oct 3, 2014. Both SXRY.DE and IS3T.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. IS3T.DE - Performance Comparison
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SXRY.DE vs. IS3T.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXRY.DE iShares FTSE MIB UCITS ETF (Acc) | 1.65% | 37.80% | 18.15% | 33.34% | -9.13% | 26.71% | -4.02% | 33.22% | -14.32% | 16.72% |
IS3T.DE iShares Edge MSCI World Size Factor UCITS ETF | 1.73% | 8.66% | 11.91% | 12.19% | -13.42% | 22.31% | 0.63% | 26.96% | -10.50% | 9.17% |
Returns By Period
The year-to-date returns for both investments are quite close, with SXRY.DE having a 1.65% return and IS3T.DE slightly higher at 1.73%. Over the past 10 years, SXRY.DE has outperformed IS3T.DE with an annualized return of 13.87%, while IS3T.DE has yielded a comparatively lower 7.93% annualized 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%
IS3T.DE
- 1D
- 2.19%
- 1M
- -4.12%
- YTD
- 1.73%
- 6M
- 4.62%
- 1Y
- 11.85%
- 3Y*
- 10.24%
- 5Y*
- 5.74%
- 10Y*
- 7.93%
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SXRY.DE vs. IS3T.DE - Expense Ratio Comparison
SXRY.DE has a 0.33% expense ratio, which is higher than IS3T.DE's 0.30% expense ratio.
Return for Risk
SXRY.DE vs. IS3T.DE — Risk / Return Rank
SXRY.DE
IS3T.DE
SXRY.DE vs. IS3T.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 Size Factor UCITS ETF (IS3T.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 | IS3T.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.28 | 0.79 | +0.49 |
Sortino ratioReturn per unit of downside risk | 1.69 | 1.13 | +0.56 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.17 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 2.97 | 1.48 | +1.49 |
Martin ratioReturn relative to average drawdown | 10.57 | 6.01 | +4.57 |
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 | IS3T.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | 0.79 | +0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.98 | 0.41 | +0.57 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.52 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.50 | -0.15 |
Correlation
The correlation between SXRY.DE and IS3T.DE is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
SXRY.DE vs. IS3T.DE - Dividend Comparison
Neither SXRY.DE nor IS3T.DE has paid dividends to shareholders.
Drawdowns
SXRY.DE vs. IS3T.DE - Drawdown Comparison
The maximum SXRY.DE drawdown since its inception was -43.59%, which is greater than IS3T.DE's maximum drawdown of -36.87%. Use the drawdown chart below to compare losses from any high point for SXRY.DE and IS3T.DE.
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Drawdown Indicators
| SXRY.DE | IS3T.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.59% | -36.87% | -6.72% |
Max Drawdown (1Y)Largest decline over 1 year | -11.82% | -12.24% | +0.42% |
Max Drawdown (5Y)Largest decline over 5 years | -25.00% | -18.61% | -6.39% |
Max Drawdown (10Y)Largest decline over 10 years | -40.81% | -36.87% | -3.94% |
Current DrawdownCurrent decline from peak | -3.87% | -4.29% | +0.42% |
Average DrawdownAverage peak-to-trough decline | -11.75% | -5.81% | -5.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.72% | 2.03% | +0.69% |
Volatility
SXRY.DE vs. IS3T.DE - Volatility Comparison
iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) has a higher volatility of 6.52% compared to iShares Edge MSCI World Size Factor UCITS ETF (IS3T.DE) at 5.37%. This indicates that SXRY.DE's price experiences larger fluctuations and is considered to be riskier than IS3T.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 | IS3T.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.52% | 5.37% | +1.15% |
Volatility (6M)Calculated over the trailing 6-month period | 11.78% | 8.83% | +2.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.78% | 14.89% | +3.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.13% | 13.92% | +4.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.27% | 15.29% | +4.98% |