SXRY.DE vs. IUSQ.DE
SXRY.DE (iShares FTSE MIB UCITS ETF (Acc)) and IUSQ.DE (iShares MSCI ACWI UCITS ETF (Acc)) are both exchange-traded funds - SXRY.DE is a Europe Equities fund tracking the FTSE MIB, while IUSQ.DE is a Global Equities fund tracking the MSCI All Country World (ACWI). Both are passively managed. Over the past 10 years, SXRY.DE returned 15.00%/yr vs 12.38%/yr for IUSQ.DE. A 0.65 correlation means they provide meaningful diversification when combined. SXRY.DE charges 0.33%/yr vs 0.20%/yr for IUSQ.DE.
Performance
SXRY.DE vs. IUSQ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRY.DE achieves a 14.40% return, which is significantly higher than IUSQ.DE's 12.65% return. Over the past 10 years, SXRY.DE has outperformed IUSQ.DE with an annualized return of 15.00%, while IUSQ.DE has yielded a comparatively lower 12.38% annualized return.
SXRY.DE
- 1D
- 0.28%
- 1M
- 2.66%
- YTD
- 14.40%
- 6M
- 18.51%
- 1Y
- 29.82%
- 3Y*
- 28.94%
- 5Y*
- 19.74%
- 10Y*
- 15.00%
IUSQ.DE
- 1D
- -0.23%
- 1M
- 3.68%
- YTD
- 12.65%
- 6M
- 12.87%
- 1Y
- 26.39%
- 3Y*
- 17.93%
- 5Y*
- 12.42%
- 10Y*
- 12.38%
SXRY.DE vs. IUSQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXRY.DE iShares FTSE MIB UCITS ETF (Acc) | 14.40% | 37.80% | 18.15% | 33.34% | -9.13% | 26.71% | -4.02% | 33.22% | -14.32% | 16.72% |
IUSQ.DE iShares MSCI ACWI UCITS ETF (Acc) | 12.65% | 9.02% | 24.53% | 18.57% | -13.58% | 29.13% | 4.94% | 30.14% | -5.97% | 9.14% |
Correlation
The correlation between SXRY.DE and IUSQ.DE is 0.65, 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 | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Oct 24, 2011 | 0.65 |
The correlation between SXRY.DE and IUSQ.DE has been stable across timeframes, ranging from 0.59 to 0.66 - a consistent structural relationship.
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Return for Risk
SXRY.DE vs. IUSQ.DE — Risk / Return Rank
SXRY.DE
IUSQ.DE
SXRY.DE vs. IUSQ.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 MSCI ACWI UCITS ETF (Acc) (IUSQ.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 | IUSQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.38 | ||
| Sortino ratioReturn per unit of downside risk | -0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.43 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.16 | 4.08 | -0.92 |
| Martin ratioReturn relative to average drawdown | 11.35 | 16.69 | -5.34 |
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 | IUSQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.92 | 2.31 | -0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.07 | 0.88 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.82 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.76 | -0.38 |
Drawdowns
SXRY.DE vs. IUSQ.DE - Drawdown Comparison
The maximum SXRY.DE drawdown since its inception was -43.59%, which is greater than IUSQ.DE's maximum drawdown of -33.60%. Use the drawdown chart below to compare losses from any high point for SXRY.DE and IUSQ.DE.
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Drawdown Indicators
| SXRY.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.59% | -33.60% | -9.99% |
Max Drawdown (1Y)Largest decline over 1 year | -9.69% | -6.48% | -3.21% |
Max Drawdown (3Y)Largest decline over 3 years | -17.61% | -21.25% | +3.64% |
Max Drawdown (5Y)Largest decline over 5 years | -25.00% | -21.25% | -3.75% |
Max Drawdown (10Y)Largest decline over 10 years | -40.81% | -33.60% | -7.21% |
Current DrawdownCurrent decline from peak | -0.76% | -0.55% | -0.21% |
Average DrawdownAverage peak-to-trough decline | -11.63% | -4.19% | -7.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 1.59% | +1.11% |
Volatility
SXRY.DE vs. IUSQ.DE - Volatility Comparison
iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) has a higher volatility of 4.82% compared to iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) at 3.03%. This indicates that SXRY.DE's price experiences larger fluctuations and is considered to be riskier than IUSQ.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 | IUSQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.82% | 3.03% | +1.79% |
Volatility (6M)Calculated over the trailing 6-month period | 12.56% | 8.26% | +4.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.91% | 11.47% | +4.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.28% | 13.94% | +4.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.18% | 15.02% | +5.16% |
SXRY.DE vs. IUSQ.DE - Expense Ratio Comparison
SXRY.DE has a 0.33% expense ratio, which is higher than IUSQ.DE's 0.20% expense ratio.
Dividends
SXRY.DE vs. IUSQ.DE - Dividend Comparison
Neither SXRY.DE nor IUSQ.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRY.DE and IUSQ.DE have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IUSQ.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUSQ.DE is cheaper with a 0.20% expense ratio, compared with 0.33% for SXRY.DE.
SXRY.DE is categorized as Europe Equities, while IUSQ.DE is Global Equities. SXRY.DE tracks FTSE MIB, while IUSQ.DE tracks MSCI All Country World (ACWI). Their fees differ too: 0.33% for SXRY.DE and 0.20% for IUSQ.DE.
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