SXRY.DE vs. XB4A.DE
SXRY.DE (iShares FTSE MIB UCITS ETF (Acc)) and XB4A.DE (Xtrackers ATX UCITS ETF (Acc)) are both Europe Equities funds - SXRY.DE tracks the FTSE MIB while XB4A.DE tracks the ATX Index. Both are passively managed. Over the past 10 years, SXRY.DE returned 16.03%/yr vs 14.71%/yr for XB4A.DE. A 0.71 correlation means they provide meaningful diversification when combined. SXRY.DE charges 0.33%/yr vs 0.25%/yr for XB4A.DE.
Performance
SXRY.DE vs. XB4A.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 XB4A.DE's 24.81% return. Over the past 10 years, SXRY.DE has outperformed XB4A.DE with an annualized return of 16.03%, while XB4A.DE has yielded a comparatively lower 14.71% annualized 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%
XB4A.DE
- 1D
- -0.62%
- 1M
- 1.14%
- 6M
- 22.10%
- YTD
- 24.81%
- 1Y
- 48.60%
- 3Y*
- 31.52%
- 5Y*
- 18.18%
- 10Y*
- 14.71%
SXRY.DE vs. XB4A.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXRY.DE iShares FTSE MIB UCITS ETF (Acc) | 19.70% | 37.80% | 18.15% | 33.34% | -9.13% | 26.71% | -4.02% | 33.22% | -14.32% | 16.72% |
XB4A.DE Xtrackers ATX UCITS ETF (Acc) | 24.81% | 51.29% | 11.01% | 14.27% | -16.45% | 42.39% | -10.86% | 19.79% | -17.99% | 32.88% |
Correlation
The correlation between SXRY.DE and XB4A.DE is 0.73, 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 | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Nov 11, 2011 | 0.71 |
The correlation between SXRY.DE and XB4A.DE has been stable across timeframes, ranging from 0.71 to 0.75 - a consistent structural relationship.
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Return for Risk
SXRY.DE vs. XB4A.DE — Risk / Return Rank
SXRY.DE
XB4A.DE
SXRY.DE vs. XB4A.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 Xtrackers ATX UCITS ETF (Acc) (XB4A.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 | XB4A.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.44 | ||
| Sortino ratioReturn per unit of downside risk | -0.71 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.46 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.80 | 4.44 | -0.64 |
| Martin ratioReturn relative to average drawdown | 14.07 | 15.07 | -0.99 |
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Drawdowns
SXRY.DE vs. XB4A.DE - Drawdown Comparison
The maximum SXRY.DE drawdown since its inception was -43.59%, smaller than the maximum XB4A.DE drawdown of -53.54%. Use the drawdown chart below to compare losses from any high point for SXRY.DE and XB4A.DE.
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Drawdown Indicators
| SXRY.DE | XB4A.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.59% | -53.54% | +9.95% |
Max Drawdown (1Y)Largest decline over 1 year | -9.69% | -10.88% | +1.19% |
Max Drawdown (3Y)Largest decline over 3 years | -17.61% | -16.26% | -1.35% |
Max Drawdown (5Y)Largest decline over 5 years | -25.00% | -32.50% | +7.50% |
Max Drawdown (10Y)Largest decline over 10 years | -40.81% | -53.54% | +12.73% |
Current DrawdownCurrent decline from peak | -1.08% | -1.85% | +0.77% |
Average DrawdownAverage peak-to-trough decline | -11.57% | -9.88% | -1.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 3.22% | -0.60% |
Volatility
SXRY.DE vs. XB4A.DE - Volatility Comparison
The current volatility for iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) is 3.72%, while Xtrackers ATX UCITS ETF (Acc) (XB4A.DE) has a volatility of 5.22%. This indicates that SXRY.DE experiences smaller price fluctuations and is considered to be less risky than XB4A.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 | XB4A.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.72% | 5.22% | -1.50% |
Volatility (6M)Calculated over the trailing 6-month period | 13.03% | 14.88% | -1.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.97% | 17.61% | -1.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.26% | 19.15% | -0.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.49% | 20.15% | -0.66% |
SXRY.DE vs. XB4A.DE - Expense Ratio Comparison
SXRY.DE has a 0.33% expense ratio, which is higher than XB4A.DE's 0.25% expense ratio.
Dividends
SXRY.DE vs. XB4A.DE - Dividend Comparison
Neither SXRY.DE nor XB4A.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRY.DE and XB4A.DE have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XB4A.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XB4A.DE is cheaper with a 0.25% expense ratio, compared with 0.33% for SXRY.DE.
SXRY.DE tracks FTSE MIB, while XB4A.DE tracks ATX Index. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.33% for SXRY.DE and 0.25% for XB4A.DE.
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