SXRY.DE vs. WTEE.DE
SXRY.DE (iShares FTSE MIB UCITS ETF (Acc)) and WTEE.DE (WisdomTree Europe Equity Income UCITS ETF) are both Europe Equities funds - SXRY.DE tracks the FTSE MIB while WTEE.DE tracks the WisdomTree Europe Equity Income. Both are passively managed. Over the past 5 years, SXRY.DE returned 19.74%/yr vs 12.46%/yr for WTEE.DE. A 0.73 correlation means they provide meaningful diversification when combined. SXRY.DE charges 0.33%/yr vs 0.29%/yr for WTEE.DE.
Performance
SXRY.DE vs. WTEE.DE - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both stocks are quite close, with SXRY.DE having a 14.40% return and WTEE.DE slightly lower at 13.70%.
SXRY.DE
- 1D
- 0.28%
- 1M
- 4.91%
- YTD
- 14.40%
- 6M
- 18.22%
- 1Y
- 30.76%
- 3Y*
- 28.94%
- 5Y*
- 19.74%
- 10Y*
- 15.00%
WTEE.DE
- 1D
- -0.26%
- 1M
- 1.18%
- YTD
- 13.70%
- 6M
- 16.39%
- 1Y
- 25.85%
- 3Y*
- 17.15%
- 5Y*
- 12.46%
- 10Y*
- —
SXRY.DE vs. WTEE.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% | 12.39% |
WTEE.DE WisdomTree Europe Equity Income UCITS ETF | 13.70% | 28.40% | 2.20% | 15.07% | 0.05% | 18.73% | 6.60% |
Correlation
The correlation between SXRY.DE and WTEE.DE is 0.70, 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 | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Aug 19, 2020 | 0.73 |
The correlation between SXRY.DE and WTEE.DE has been stable across timeframes, ranging from 0.70 to 0.75 - 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. WTEE.DE — Risk / Return Rank
SXRY.DE
WTEE.DE
SXRY.DE vs. WTEE.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 WisdomTree Europe Equity Income UCITS ETF (WTEE.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 | WTEE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.43 | ||
| Sortino ratioReturn per unit of downside risk | -0.49 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.43 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.16 | 3.80 | -0.64 |
| Martin ratioReturn relative to average drawdown | 11.35 | 14.72 | -3.37 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| SXRY.DE | WTEE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.92 | 2.35 | -0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.07 | 0.93 | +0.13 |
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 | 1.08 | -0.70 |
Drawdowns
SXRY.DE vs. WTEE.DE - Drawdown Comparison
The maximum SXRY.DE drawdown since its inception was -43.59%, which is greater than WTEE.DE's maximum drawdown of -16.45%. Use the drawdown chart below to compare losses from any high point for SXRY.DE and WTEE.DE.
Loading charts...
Drawdown Indicators
| SXRY.DE | WTEE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.59% | -16.45% | -27.14% |
Max Drawdown (1Y)Largest decline over 1 year | -9.69% | -6.78% | -2.91% |
Max Drawdown (3Y)Largest decline over 3 years | -17.61% | -14.12% | -3.49% |
Max Drawdown (5Y)Largest decline over 5 years | -25.00% | -16.45% | -8.55% |
Max Drawdown (10Y)Largest decline over 10 years | -40.81% | — | — |
Current DrawdownCurrent decline from peak | -0.76% | -1.96% | +1.20% |
Average DrawdownAverage peak-to-trough decline | -11.63% | -2.65% | -8.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 1.75% | +0.95% |
Volatility
SXRY.DE vs. WTEE.DE - Volatility Comparison
iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) has a higher volatility of 4.82% compared to WisdomTree Europe Equity Income UCITS ETF (WTEE.DE) at 3.73%. This indicates that SXRY.DE's price experiences larger fluctuations and is considered to be riskier than WTEE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SXRY.DE | WTEE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.82% | 3.73% | +1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 12.56% | 8.73% | +3.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.91% | 10.94% | +4.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.28% | 14.50% | +3.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.18% | 14.99% | +5.19% |
SXRY.DE vs. WTEE.DE - Expense Ratio Comparison
SXRY.DE has a 0.33% expense ratio, which is higher than WTEE.DE's 0.29% expense ratio.
Dividends
SXRY.DE vs. WTEE.DE - Dividend Comparison
SXRY.DE has not paid dividends to shareholders, while WTEE.DE's dividend yield for the trailing twelve months is around 4.55%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
SXRY.DE iShares FTSE MIB UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WTEE.DE WisdomTree Europe Equity Income UCITS ETF | 4.55% | 5.37% | 6.81% | 5.61% | 5.35% | 4.64% |
Frequently Asked Questions
SXRY.DE and WTEE.DE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, WTEE.DE is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WTEE.DE is cheaper with a 0.29% expense ratio, compared with 0.33% for SXRY.DE.
SXRY.DE tracks FTSE MIB, while WTEE.DE tracks WisdomTree Europe Equity Income. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.33% for SXRY.DE and 0.29% for WTEE.DE.
Find the right allocation for SXRY.DE and WTEE.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