SXRY.DE vs. SLQX.DE
SXRY.DE (iShares FTSE MIB UCITS ETF (Acc)) and SLQX.DE (Expat Slovenia SBI TOP UCITS ETF) are both Europe Equities funds - SXRY.DE tracks the FTSE MIB while SLQX.DE tracks the SBI TOP Index. Both are passively managed. Over the past 5 years, SXRY.DE returned 21.53%/yr vs 23.30%/yr for SLQX.DE. At a 0.11 correlation, their price movements are largely independent. SXRY.DE charges 0.33%/yr vs 1.38%/yr for SLQX.DE.
Performance
SXRY.DE vs. SLQX.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRY.DE achieves a 19.70% return, which is significantly lower than SLQX.DE's 26.18% return.
SXRY.DE
- 1D
- -0.80%
- 1M
- 1.34%
- 6M
- 17.65%
- YTD
- 19.70%
- 1Y
- 36.98%
- 3Y*
- 27.95%
- 5Y*
- 21.53%
- 10Y*
- 16.03%
SLQX.DE
- 1D
- 0.18%
- 1M
- 4.95%
- 6M
- 15.59%
- YTD
- 26.18%
- 1Y
- 29.14%
- 3Y*
- 36.50%
- 5Y*
- 23.30%
- 10Y*
- —
SXRY.DE vs. SLQX.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SXRY.DE iShares FTSE MIB UCITS ETF (Acc) | 19.70% | 37.80% | 18.15% | 33.34% | -9.13% | 26.71% | -4.02% | 33.22% | -19.53% |
SLQX.DE Expat Slovenia SBI TOP UCITS ETF | 26.18% | 46.37% | 33.58% | 16.52% | -10.85% | 43.83% | -3.91% | 11.50% | -17.12% |
Correlation
The correlation between SXRY.DE and SLQX.DE is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Apr 16, 2018 | 0.11 |
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Return for Risk
SXRY.DE vs. SLQX.DE — Risk / Return Rank
SXRY.DE
SLQX.DE
SXRY.DE vs. SLQX.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 Expat Slovenia SBI TOP UCITS ETF (SLQX.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 | SLQX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.96 | ||
| Sortino ratioReturn per unit of downside risk | +1.27 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.29 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.80 | 2.31 | +1.49 |
| Martin ratioReturn relative to average drawdown | 14.07 | 5.57 | +8.51 |
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Drawdowns
SXRY.DE vs. SLQX.DE - Drawdown Comparison
The maximum SXRY.DE drawdown since its inception was -43.59%, which is greater than SLQX.DE's maximum drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for SXRY.DE and SLQX.DE.
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Drawdown Indicators
| SXRY.DE | SLQX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.59% | -34.33% | -9.26% |
Max Drawdown (1Y)Largest decline over 1 year | -9.69% | -12.32% | +2.63% |
Max Drawdown (3Y)Largest decline over 3 years | -17.61% | -12.39% | -5.22% |
Max Drawdown (5Y)Largest decline over 5 years | -25.00% | -24.09% | -0.91% |
Max Drawdown (10Y)Largest decline over 10 years | -40.81% | — | — |
Current DrawdownCurrent decline from peak | -1.08% | 0.00% | -1.08% |
Average DrawdownAverage peak-to-trough decline | -11.57% | -8.99% | -2.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 5.13% | -2.51% |
Volatility
SXRY.DE vs. SLQX.DE - Volatility Comparison
iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) has a higher volatility of 3.72% compared to Expat Slovenia SBI TOP UCITS ETF (SLQX.DE) at 3.38%. This indicates that SXRY.DE's price experiences larger fluctuations and is considered to be riskier than SLQX.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 | SLQX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.72% | 3.38% | +0.34% |
Volatility (6M)Calculated over the trailing 6-month period | 13.03% | 16.14% | -3.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.97% | 21.11% | -5.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.26% | 18.41% | -0.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.49% | 17.91% | +1.58% |
SXRY.DE vs. SLQX.DE - Expense Ratio Comparison
SXRY.DE has a 0.33% expense ratio, which is lower than SLQX.DE's 1.38% expense ratio.
Dividends
SXRY.DE vs. SLQX.DE - Dividend Comparison
Neither SXRY.DE nor SLQX.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRY.DE and SLQX.DE have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRY.DE is cheaper at 0.33% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRY.DE is cheaper with a 0.33% expense ratio, compared with 1.38% for SLQX.DE.
SXRY.DE tracks FTSE MIB, while SLQX.DE tracks SBI TOP Index. They also come from different issuers: iShares and Expat. Their fees differ too: 0.33% for SXRY.DE and 1.38% for SLQX.DE.
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