PortfoliosLab logoPortfoliosLab logo
SXRY.DE vs. PR1Z.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SXRY.DE vs. PR1Z.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) and Amundi Prime Eurozone UCITS ETF DR (D) (PR1Z.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SXRY.DE achieves a 14.40% return, which is significantly higher than PR1Z.DE's 9.20% 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%

PR1Z.DE

1D
0.53%
1M
2.15%
YTD
9.20%
6M
10.94%
1Y
18.70%
3Y*
16.35%
5Y*
10.86%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SXRY.DE vs. PR1Z.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SXRY.DE
iShares FTSE MIB UCITS ETF (Acc)
14.40%37.80%18.15%33.34%-9.13%26.71%-4.02%22.98%
PR1Z.DE
Amundi Prime Eurozone UCITS ETF DR (D)
9.20%24.78%9.45%19.43%-12.46%27.38%-4.61%22.45%

Correlation

The correlation between SXRY.DE and PR1Z.DE is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.86

Correlation (3Y)
Calculated over the trailing 3-year period

0.86

Correlation (5Y)
Calculated over the trailing 5-year period

0.87

Correlation (All Time)
Calculated using the full available price history since Jan 31, 2019

0.84

The correlation between SXRY.DE and PR1Z.DE has been stable across timeframes, ranging from 0.84 to 0.87 - a consistent structural relationship.

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. PR1Z.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SXRY.DE
SXRY.DE Risk / Return Rank: 5959
Overall Rank
SXRY.DE Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
SXRY.DE Sortino Ratio Rank: 5757
Sortino Ratio Rank
SXRY.DE Omega Ratio Rank: 5555
Omega Ratio Rank
SXRY.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
SXRY.DE Martin Ratio Rank: 6363
Martin Ratio Rank

PR1Z.DE
PR1Z.DE Risk / Return Rank: 3939
Overall Rank
PR1Z.DE Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
PR1Z.DE Sortino Ratio Rank: 3939
Sortino Ratio Rank
PR1Z.DE Omega Ratio Rank: 3838
Omega Ratio Rank
PR1Z.DE Calmar Ratio Rank: 3838
Calmar Ratio Rank
PR1Z.DE Martin Ratio Rank: 4343
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SXRY.DE vs. PR1Z.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 Amundi Prime Eurozone UCITS ETF DR (D) (PR1Z.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.DEPR1Z.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.62

Sortino ratioReturn per unit of downside risk

+0.71

Omega ratioGain probability vs. loss probability

1.33

1.24

+0.09

Calmar ratioReturn relative to maximum drawdown

3.16

1.84

+1.32

Martin ratioReturn relative to average drawdown

11.35

6.79

+4.56

SXRY.DE vs. PR1Z.DE - Sharpe Ratio Comparison

The current SXRY.DE Sharpe Ratio is 1.92, which is higher than the PR1Z.DE Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of SXRY.DE and PR1Z.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


SXRY.DEPR1Z.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.92

1.30

+0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.07

0.66

+0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.65

-0.27

Drawdowns

SXRY.DE vs. PR1Z.DE - Drawdown Comparison

The maximum SXRY.DE drawdown since its inception was -43.59%, which is greater than PR1Z.DE's maximum drawdown of -39.52%. Use the drawdown chart below to compare losses from any high point for SXRY.DE and PR1Z.DE.


Loading charts...

Drawdown Indicators


SXRY.DEPR1Z.DEDifference

Max Drawdown

Largest peak-to-trough decline

-43.59%

-39.52%

-4.07%

Max Drawdown (1Y)

Largest decline over 1 year

-9.69%

-10.29%

+0.60%

Max Drawdown (3Y)

Largest decline over 3 years

-17.61%

-15.66%

-1.95%

Max Drawdown (5Y)

Largest decline over 5 years

-25.00%

-24.19%

-0.81%

Max Drawdown (10Y)

Largest decline over 10 years

-40.81%

Current Drawdown

Current decline from peak

-0.76%

-0.41%

-0.35%

Average Drawdown

Average peak-to-trough decline

-11.63%

-5.61%

-6.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

2.79%

-0.09%

Volatility

SXRY.DE vs. PR1Z.DE - Volatility Comparison

iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) has a higher volatility of 4.82% compared to Amundi Prime Eurozone UCITS ETF DR (D) (PR1Z.DE) at 4.59%. This indicates that SXRY.DE's price experiences larger fluctuations and is considered to be riskier than PR1Z.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SXRY.DEPR1Z.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.82%

4.59%

+0.23%

Volatility (6M)

Calculated over the trailing 6-month period

12.56%

11.98%

+0.58%

Volatility (1Y)

Calculated over the trailing 1-year period

15.91%

14.52%

+1.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.28%

16.26%

+2.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.18%

18.63%

+1.55%

SXRY.DE vs. PR1Z.DE - Expense Ratio Comparison

SXRY.DE has a 0.33% expense ratio, which is higher than PR1Z.DE's 0.05% expense ratio.


Dividends

SXRY.DE vs. PR1Z.DE - Dividend Comparison

SXRY.DE has not paid dividends to shareholders, while PR1Z.DE's dividend yield for the trailing twelve months is around 2.31%.


PositionTTM2025202420232022202120202019
PR1Z.DE
Amundi Prime Eurozone UCITS ETF DR (D)
2.31%2.53%2.77%2.80%3.09%1.83%2.11%2.60%
SXRY.DE
iShares FTSE MIB UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SXRY.DE and PR1Z.DE have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PR1Z.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PR1Z.DE is cheaper with a 0.05% expense ratio, compared with 0.33% for SXRY.DE.

SXRY.DE tracks FTSE MIB, while PR1Z.DE tracks Solactive GBS Developed Markets Eurozone Large & Mid Cap. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.33% for SXRY.DE and 0.05% for PR1Z.DE.

Portfolio Optimizer

Find the right allocation for SXRY.DE and PR1Z.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