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SXRY.DE vs. SXRT.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SXRY.DE and SXRT.DE is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

SXRY.DE vs. SXRT.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 iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) (SXRT.DE). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%SeptemberOctoberNovemberDecember2025February
6.94%
2.32%
SXRY.DE
SXRT.DE

Key characteristics

Sharpe Ratio

SXRY.DE:

1.91

SXRT.DE:

1.18

Sortino Ratio

SXRY.DE:

2.55

SXRT.DE:

1.69

Omega Ratio

SXRY.DE:

1.33

SXRT.DE:

1.20

Calmar Ratio

SXRY.DE:

2.56

SXRT.DE:

1.65

Martin Ratio

SXRY.DE:

9.43

SXRT.DE:

5.11

Ulcer Index

SXRY.DE:

2.86%

SXRT.DE:

3.18%

Daily Std Dev

SXRY.DE:

14.14%

SXRT.DE:

13.77%

Max Drawdown

SXRY.DE:

-43.41%

SXRT.DE:

-38.41%

Current Drawdown

SXRY.DE:

0.00%

SXRT.DE:

0.00%

Returns By Period

The year-to-date returns for both stocks are quite close, with SXRY.DE having a 10.29% return and SXRT.DE slightly lower at 9.90%. Over the past 10 years, SXRY.DE has outperformed SXRT.DE with an annualized return of 9.82%, while SXRT.DE has yielded a comparatively lower 7.42% annualized return.


SXRY.DE

YTD

10.29%

1M

4.22%

6M

14.69%

1Y

23.50%

5Y*

13.10%

10Y*

9.82%

SXRT.DE

YTD

9.90%

1M

3.85%

6M

10.31%

1Y

15.47%

5Y*

10.05%

10Y*

7.42%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

SXRY.DE has a 0.33% expense ratio, which is higher than SXRT.DE's 0.10% expense ratio.


SXRY.DE
iShares FTSE MIB UCITS ETF (Acc)
Expense ratio chart for SXRY.DE: current value at 0.33% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.33%
Expense ratio chart for SXRT.DE: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

SXRY.DE vs. SXRT.DE — Risk-Adjusted Performance Rank

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

SXRY.DE
The Risk-Adjusted Performance Rank of SXRY.DE is 7676
Overall Rank
The Sharpe Ratio Rank of SXRY.DE is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of SXRY.DE is 7676
Sortino Ratio Rank
The Omega Ratio Rank of SXRY.DE is 7676
Omega Ratio Rank
The Calmar Ratio Rank of SXRY.DE is 7575
Calmar Ratio Rank
The Martin Ratio Rank of SXRY.DE is 7373
Martin Ratio Rank

SXRT.DE
The Risk-Adjusted Performance Rank of SXRT.DE is 4949
Overall Rank
The Sharpe Ratio Rank of SXRT.DE is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of SXRT.DE is 4747
Sortino Ratio Rank
The Omega Ratio Rank of SXRT.DE is 4444
Omega Ratio Rank
The Calmar Ratio Rank of SXRT.DE is 5757
Calmar Ratio Rank
The Martin Ratio Rank of SXRT.DE is 5050
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SXRY.DE vs. SXRT.DE - Risk-Adjusted Performance 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 EUR (Acc) (SXRT.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.


Sharpe ratio
The chart of Sharpe ratio for SXRY.DE, currently valued at 1.39, compared to the broader market0.002.004.001.390.82
The chart of Sortino ratio for SXRY.DE, currently valued at 1.92, compared to the broader market0.005.0010.001.921.23
The chart of Omega ratio for SXRY.DE, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.001.241.14
The chart of Calmar ratio for SXRY.DE, currently valued at 2.28, compared to the broader market0.005.0010.0015.0020.002.281.12
The chart of Martin ratio for SXRY.DE, currently valued at 5.60, compared to the broader market0.0020.0040.0060.0080.00100.005.602.56
SXRY.DE
SXRT.DE

The current SXRY.DE Sharpe Ratio is 1.91, which is higher than the SXRT.DE Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of SXRY.DE and SXRT.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
1.39
0.82
SXRY.DE
SXRT.DE

Dividends

SXRY.DE vs. SXRT.DE - Dividend Comparison

Neither SXRY.DE nor SXRT.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SXRY.DE vs. SXRT.DE - Drawdown Comparison

The maximum SXRY.DE drawdown since its inception was -43.41%, which is greater than SXRT.DE's maximum drawdown of -38.41%. Use the drawdown chart below to compare losses from any high point for SXRY.DE and SXRT.DE. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February0
-1.81%
SXRY.DE
SXRT.DE

Volatility

SXRY.DE vs. SXRT.DE - Volatility Comparison

iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) and iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) (SXRT.DE) have volatilities of 3.85% and 3.83%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.85%
3.83%
SXRY.DE
SXRT.DE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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