SXRY.DE vs. VUAA.DE
SXRY.DE (iShares FTSE MIB UCITS ETF (Acc)) and VUAA.DE (Vanguard S&P 500 UCITS USD Acc ETF) are both exchange-traded funds - SXRY.DE is a Europe Equities fund tracking the FTSE MIB, while VUAA.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, SXRY.DE returned 19.74%/yr vs 14.77%/yr for VUAA.DE. A 0.57 correlation means they provide meaningful diversification when combined. SXRY.DE charges 0.33%/yr vs 0.07%/yr for VUAA.DE.
Performance
SXRY.DE vs. VUAA.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 VUAA.DE's 11.41% 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%
VUAA.DE
- 1D
- -0.12%
- 1M
- 5.23%
- YTD
- 11.41%
- 6M
- 11.44%
- 1Y
- 25.64%
- 3Y*
- 18.87%
- 5Y*
- 14.77%
- 10Y*
- —
SXRY.DE vs. VUAA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SXRY.DE iShares FTSE MIB UCITS ETF (Acc) | 14.40% | 37.80% | 18.15% | 33.34% | -9.13% | 26.71% | -5.32% |
VUAA.DE Vanguard S&P 500 UCITS USD Acc ETF | 11.41% | 4.68% | 32.33% | 22.52% | -14.29% | 40.76% | 3.17% |
Correlation
The correlation between SXRY.DE and VUAA.DE is 0.54, 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 | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Feb 5, 2020 | 0.57 |
The correlation between SXRY.DE and VUAA.DE shifts across timeframes, from 0.45 (3 years) to 0.57 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SXRY.DE vs. VUAA.DE — Risk / Return Rank
SXRY.DE
VUAA.DE
SXRY.DE vs. VUAA.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 Vanguard S&P 500 UCITS USD Acc ETF (VUAA.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 | VUAA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.28 | ||
| Sortino ratioReturn per unit of downside risk | -0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.41 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.16 | 3.56 | -0.40 |
| Martin ratioReturn relative to average drawdown | 11.35 | 12.74 | -1.39 |
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 | VUAA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.92 | 2.20 | -0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.07 | 0.97 | +0.10 |
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 | 0.81 | -0.43 |
Drawdowns
SXRY.DE vs. VUAA.DE - Drawdown Comparison
The maximum SXRY.DE drawdown since its inception was -43.59%, which is greater than VUAA.DE's maximum drawdown of -33.67%. Use the drawdown chart below to compare losses from any high point for SXRY.DE and VUAA.DE.
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Drawdown Indicators
| SXRY.DE | VUAA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.59% | -33.67% | -9.92% |
Max Drawdown (1Y)Largest decline over 1 year | -9.69% | -7.16% | -2.53% |
Max Drawdown (3Y)Largest decline over 3 years | -17.61% | -23.33% | +5.72% |
Max Drawdown (5Y)Largest decline over 5 years | -25.00% | -23.33% | -1.67% |
Max Drawdown (10Y)Largest decline over 10 years | -40.81% | — | — |
Current DrawdownCurrent decline from peak | -0.76% | -0.45% | -0.31% |
Average DrawdownAverage peak-to-trough decline | -11.63% | -5.07% | -6.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 2.01% | +0.69% |
Volatility
SXRY.DE vs. VUAA.DE - Volatility Comparison
iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) has a higher volatility of 4.82% compared to Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) at 2.65%. This indicates that SXRY.DE's price experiences larger fluctuations and is considered to be riskier than VUAA.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 | VUAA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.82% | 2.65% | +2.17% |
Volatility (6M)Calculated over the trailing 6-month period | 12.56% | 7.61% | +4.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.91% | 11.58% | +4.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.28% | 15.12% | +3.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.18% | 17.59% | +2.59% |
SXRY.DE vs. VUAA.DE - Expense Ratio Comparison
SXRY.DE has a 0.33% expense ratio, which is higher than VUAA.DE's 0.07% expense ratio.
Dividends
SXRY.DE vs. VUAA.DE - Dividend Comparison
Neither SXRY.DE nor VUAA.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRY.DE and VUAA.DE have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VUAA.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VUAA.DE is cheaper with a 0.07% expense ratio, compared with 0.33% for SXRY.DE.
SXRY.DE is categorized as Europe Equities, while VUAA.DE is S&P 500. SXRY.DE tracks FTSE MIB, while VUAA.DE tracks S&P 500 Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.33% for SXRY.DE and 0.07% for VUAA.DE.
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