SXRY.DE vs. ISX5.L
SXRY.DE (iShares FTSE MIB UCITS ETF (Acc)) and ISX5.L (iShares Core EURO STOXX 50 UCITS ETF) are both Europe Equities funds from iShares - SXRY.DE tracks the FTSE MIB while ISX5.L tracks the MSCI EMU NR EUR. Both are passively managed. Over the past 10 years, SXRY.DE returned 15.96%/yr vs 12.06%/yr for ISX5.L. A 0.73 correlation means they provide meaningful diversification when combined. SXRY.DE charges 0.33%/yr vs 0.00%/yr for ISX5.L.
Performance
SXRY.DE vs. ISX5.L - Performance Comparison
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Different Trading Currencies
SXRY.DE is traded in EUR, while ISX5.L is traded in USD. To make them comparable, the ISX5.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, SXRY.DE achieves a 18.48% return, which is significantly higher than ISX5.L's 9.97% return. Over the past 10 years, SXRY.DE has outperformed ISX5.L with an annualized return of 15.96%, while ISX5.L has yielded a comparatively lower 12.06% annualized return.
SXRY.DE
- 1D
- -0.88%
- 1M
- -1.26%
- 6M
- 16.40%
- YTD
- 18.48%
- 1Y
- 34.89%
- 3Y*
- 27.46%
- 5Y*
- 21.28%
- 10Y*
- 15.96%
ISX5.L
- 1D
- -0.83%
- 1M
- -1.57%
- 6M
- 5.58%
- YTD
- 9.97%
- 1Y
- 19.02%
- 3Y*
- 15.74%
- 5Y*
- 12.35%
- 10Y*
- 12.06%
SXRY.DE vs. ISX5.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXRY.DE iShares FTSE MIB UCITS ETF (Acc) | 18.48% | 37.80% | 18.15% | 33.34% | -9.13% | 26.71% | -4.02% | 33.22% | -14.32% | 16.72% |
ISX5.L iShares Core EURO STOXX 50 UCITS ETF | 9.97% | 21.05% | 11.50% | 23.10% | -8.28% | 22.46% | -1.99% | 28.45% | 6.34% | -3.78% |
Correlation
The correlation between SXRY.DE and ISX5.L is 0.76, 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 | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Mar 11, 2010 | 0.73 |
The correlation between SXRY.DE and ISX5.L has been stable across timeframes, ranging from 0.73 to 0.81 - a consistent structural relationship.
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Return for Risk
SXRY.DE vs. ISX5.L — Risk / Return Rank
SXRY.DE
ISX5.L
SXRY.DE vs. ISX5.L - 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 Core EURO STOXX 50 UCITS ETF (ISX5.L). 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 | ISX5.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.07 | ||
| Sortino ratioReturn per unit of downside risk | +1.29 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.21 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 3.59 | 1.76 | +1.83 |
| Martin ratioReturn relative to average drawdown | 13.26 | 6.05 | +7.21 |
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Drawdowns
SXRY.DE vs. ISX5.L - Drawdown Comparison
The maximum SXRY.DE drawdown since its inception was -43.59%, which is greater than ISX5.L's maximum drawdown of -38.16%. Use the drawdown chart below to compare losses from any high point for SXRY.DE and ISX5.L.
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Drawdown Indicators
| SXRY.DE | ISX5.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.59% | -38.16% | -5.43% |
Max Drawdown (1Y)Largest decline over 1 year | -9.69% | -10.77% | +1.08% |
Max Drawdown (3Y)Largest decline over 3 years | -17.61% | -16.22% | -1.39% |
Max Drawdown (5Y)Largest decline over 5 years | -25.00% | -24.12% | -0.88% |
Max Drawdown (10Y)Largest decline over 10 years | -40.81% | -38.16% | -2.65% |
Current DrawdownCurrent decline from peak | -2.09% | -2.78% | +0.69% |
Average DrawdownAverage peak-to-trough decline | -11.56% | -7.57% | -3.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 3.14% | -0.51% |
Volatility
SXRY.DE vs. ISX5.L - Volatility Comparison
The current volatility for iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) is 3.79%, while iShares Core EURO STOXX 50 UCITS ETF (ISX5.L) has a volatility of 4.48%. This indicates that SXRY.DE experiences smaller price fluctuations and is considered to be less risky than ISX5.L 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 | ISX5.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.79% | 4.48% | -0.69% |
Volatility (6M)Calculated over the trailing 6-month period | 13.02% | 14.38% | -1.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.97% | 17.14% | -1.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.25% | 19.38% | -1.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.49% | 20.55% | -1.06% |
SXRY.DE vs. ISX5.L - Expense Ratio Comparison
SXRY.DE has a 0.33% expense ratio, which is higher than ISX5.L's 0.00% expense ratio.
Dividends
SXRY.DE vs. ISX5.L - Dividend Comparison
Neither SXRY.DE nor ISX5.L has paid dividends to shareholders.
Frequently Asked Questions
SXRY.DE and ISX5.L have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ISX5.L is cheaper at 0.00% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ISX5.L is cheaper with a 0.00% expense ratio, compared with 0.33% for SXRY.DE.
SXRY.DE tracks FTSE MIB, while ISX5.L tracks MSCI EMU NR EUR. Their fees differ too: 0.33% for SXRY.DE and 0.00% for ISX5.L.
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