SXRY.DE vs. MVEE.DE
SXRY.DE (iShares FTSE MIB UCITS ETF (Acc)) and MVEE.DE (iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc)) are both Europe Equities funds from iShares - SXRY.DE tracks the FTSE MIB while MVEE.DE tracks the MSCI Europe NR EUR. Both are passively managed. Over the past 5 years, SXRY.DE returned 20.54%/yr vs 6.17%/yr for MVEE.DE. A 0.72 correlation means they provide meaningful diversification when combined. SXRY.DE charges 0.33%/yr vs 0.25%/yr for MVEE.DE.
Performance
SXRY.DE vs. MVEE.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SXRY.DE achieves a 18.23% return, which is significantly higher than MVEE.DE's 8.14% return.
SXRY.DE
- 1D
- 0.23%
- 1M
- 4.00%
- YTD
- 18.23%
- 6M
- 19.05%
- 1Y
- 37.48%
- 3Y*
- 29.61%
- 5Y*
- 20.54%
- 10Y*
- 17.09%
MVEE.DE
- 1D
- 0.92%
- 1M
- 1.27%
- YTD
- 8.14%
- 6M
- 8.67%
- 1Y
- 11.72%
- 3Y*
- 10.33%
- 5Y*
- 6.17%
- 10Y*
- —
SXRY.DE vs. MVEE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SXRY.DE iShares FTSE MIB UCITS ETF (Acc) | 18.23% | 37.80% | 18.15% | 33.34% | -9.13% | 26.71% | 34.82% |
MVEE.DE iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc) | 8.14% | 8.71% | 8.75% | 12.46% | -15.04% | 23.79% | 13.95% |
Correlation
The correlation between SXRY.DE and MVEE.DE is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Apr 17, 2020 | 0.72 |
Over the past year, the correlation between SXRY.DE and MVEE.DE has dropped to 0.50 - well below their long-term average of 0.72, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SXRY.DE vs. MVEE.DE — Risk / Return Rank
SXRY.DE
MVEE.DE
SXRY.DE vs. MVEE.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 Europe Minimum Volatility ESG UCITS ETF (Acc) (MVEE.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.
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 | MVEE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.17 | ||
| Sortino ratioReturn per unit of downside risk | +1.48 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.22 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 3.85 | 1.58 | +2.27 |
| Martin ratioReturn relative to average drawdown | 14.30 | 5.45 | +8.85 |
Loading charts...
Drawdowns
SXRY.DE vs. MVEE.DE - Drawdown Comparison
The maximum SXRY.DE drawdown since its inception was -43.59%, which is greater than MVEE.DE's maximum drawdown of -20.19%. Use the drawdown chart below to compare losses from any high point for SXRY.DE and MVEE.DE.
Loading charts...
Drawdown Indicators
| SXRY.DE | MVEE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.59% | -20.19% | -23.40% |
Max Drawdown (1Y)Largest decline over 1 year | -9.69% | -7.40% | -2.29% |
Max Drawdown (3Y)Largest decline over 3 years | -17.61% | -12.19% | -5.42% |
Max Drawdown (5Y)Largest decline over 5 years | -25.00% | -20.19% | -4.81% |
Max Drawdown (10Y)Largest decline over 10 years | -40.81% | — | — |
Current DrawdownCurrent decline from peak | -1.98% | 0.00% | -1.98% |
Average DrawdownAverage peak-to-trough decline | -11.61% | -4.50% | -7.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 2.15% | +0.46% |
Volatility
SXRY.DE vs. MVEE.DE - Volatility Comparison
iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) has a higher volatility of 3.90% compared to iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc) (MVEE.DE) at 2.19%. This indicates that SXRY.DE's price experiences larger fluctuations and is considered to be riskier than MVEE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SXRY.DE | MVEE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.90% | 2.19% | +1.71% |
Volatility (6M)Calculated over the trailing 6-month period | 12.78% | 8.16% | +4.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.89% | 9.93% | +5.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.29% | 12.08% | +6.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.65% | 12.47% | +7.18% |
SXRY.DE vs. MVEE.DE - Expense Ratio Comparison
SXRY.DE has a 0.33% expense ratio, which is higher than MVEE.DE's 0.25% expense ratio.
Dividends
SXRY.DE vs. MVEE.DE - Dividend Comparison
Neither SXRY.DE nor MVEE.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRY.DE and MVEE.DE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, MVEE.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MVEE.DE is cheaper with a 0.25% expense ratio, compared with 0.33% for SXRY.DE.
SXRY.DE tracks FTSE MIB, while MVEE.DE tracks MSCI Europe NR EUR. Their fees differ too: 0.33% for SXRY.DE and 0.25% for MVEE.DE.
Find the right allocation for SXRY.DE and MVEE.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer